CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 26-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2009 |
26-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4600 |
1.4444 |
-0.0156 |
-1.1% |
1.4200 |
| High |
1.4667 |
1.4457 |
-0.0210 |
-1.4% |
1.4487 |
| Low |
1.4559 |
1.4440 |
-0.0119 |
-0.8% |
1.3900 |
| Close |
1.4541 |
1.4449 |
-0.0092 |
-0.6% |
1.4452 |
| Range |
0.0108 |
0.0017 |
-0.0091 |
-84.3% |
0.0587 |
| ATR |
|
|
|
|
|
| Volume |
8 |
12 |
4 |
50.0% |
154 |
|
| Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4500 |
1.4491 |
1.4458 |
|
| R3 |
1.4483 |
1.4474 |
1.4454 |
|
| R2 |
1.4466 |
1.4466 |
1.4452 |
|
| R1 |
1.4457 |
1.4457 |
1.4451 |
1.4462 |
| PP |
1.4449 |
1.4449 |
1.4449 |
1.4451 |
| S1 |
1.4440 |
1.4440 |
1.4447 |
1.4445 |
| S2 |
1.4432 |
1.4432 |
1.4446 |
|
| S3 |
1.4415 |
1.4423 |
1.4444 |
|
| S4 |
1.4398 |
1.4406 |
1.4440 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6041 |
1.5833 |
1.4775 |
|
| R3 |
1.5454 |
1.5246 |
1.4613 |
|
| R2 |
1.4867 |
1.4867 |
1.4560 |
|
| R1 |
1.4659 |
1.4659 |
1.4506 |
1.4763 |
| PP |
1.4280 |
1.4280 |
1.4280 |
1.4332 |
| S1 |
1.4072 |
1.4072 |
1.4398 |
1.4176 |
| S2 |
1.3693 |
1.3693 |
1.4344 |
|
| S3 |
1.3106 |
1.3485 |
1.4291 |
|
| S4 |
1.2519 |
1.2898 |
1.4129 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4529 |
|
2.618 |
1.4502 |
|
1.618 |
1.4485 |
|
1.000 |
1.4474 |
|
0.618 |
1.4468 |
|
HIGH |
1.4457 |
|
0.618 |
1.4451 |
|
0.500 |
1.4449 |
|
0.382 |
1.4446 |
|
LOW |
1.4440 |
|
0.618 |
1.4429 |
|
1.000 |
1.4423 |
|
1.618 |
1.4412 |
|
2.618 |
1.4395 |
|
4.250 |
1.4368 |
|
|
| Fisher Pivots for day following 26-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4449 |
1.4600 |
| PP |
1.4449 |
1.4550 |
| S1 |
1.4449 |
1.4499 |
|