CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 27-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4444 |
1.4465 |
0.0021 |
0.1% |
1.4473 |
| High |
1.4457 |
1.4465 |
0.0008 |
0.1% |
1.4760 |
| Low |
1.4440 |
1.4310 |
-0.0130 |
-0.9% |
1.4310 |
| Close |
1.4449 |
1.4315 |
-0.0134 |
-0.9% |
1.4315 |
| Range |
0.0017 |
0.0155 |
0.0138 |
811.8% |
0.0450 |
| ATR |
|
|
|
|
|
| Volume |
12 |
111 |
99 |
825.0% |
166 |
|
| Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4828 |
1.4727 |
1.4400 |
|
| R3 |
1.4673 |
1.4572 |
1.4358 |
|
| R2 |
1.4518 |
1.4518 |
1.4343 |
|
| R1 |
1.4417 |
1.4417 |
1.4329 |
1.4390 |
| PP |
1.4363 |
1.4363 |
1.4363 |
1.4350 |
| S1 |
1.4262 |
1.4262 |
1.4301 |
1.4235 |
| S2 |
1.4208 |
1.4208 |
1.4287 |
|
| S3 |
1.4053 |
1.4107 |
1.4272 |
|
| S4 |
1.3898 |
1.3952 |
1.4230 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5812 |
1.5513 |
1.4563 |
|
| R3 |
1.5362 |
1.5063 |
1.4439 |
|
| R2 |
1.4912 |
1.4912 |
1.4398 |
|
| R1 |
1.4613 |
1.4613 |
1.4356 |
1.4538 |
| PP |
1.4462 |
1.4462 |
1.4462 |
1.4424 |
| S1 |
1.4163 |
1.4163 |
1.4274 |
1.4088 |
| S2 |
1.4012 |
1.4012 |
1.4233 |
|
| S3 |
1.3562 |
1.3713 |
1.4191 |
|
| S4 |
1.3112 |
1.3263 |
1.4068 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5124 |
|
2.618 |
1.4871 |
|
1.618 |
1.4716 |
|
1.000 |
1.4620 |
|
0.618 |
1.4561 |
|
HIGH |
1.4465 |
|
0.618 |
1.4406 |
|
0.500 |
1.4388 |
|
0.382 |
1.4369 |
|
LOW |
1.4310 |
|
0.618 |
1.4214 |
|
1.000 |
1.4155 |
|
1.618 |
1.4059 |
|
2.618 |
1.3904 |
|
4.250 |
1.3651 |
|
|
| Fisher Pivots for day following 27-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4388 |
1.4489 |
| PP |
1.4363 |
1.4431 |
| S1 |
1.4339 |
1.4373 |
|