CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 02-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4392 |
1.4668 |
0.0276 |
1.9% |
1.4473 |
| High |
1.4464 |
1.4736 |
0.0272 |
1.9% |
1.4760 |
| Low |
1.4392 |
1.4668 |
0.0276 |
1.9% |
1.4310 |
| Close |
1.4455 |
1.4721 |
0.0266 |
1.8% |
1.4315 |
| Range |
0.0072 |
0.0068 |
-0.0004 |
-5.6% |
0.0450 |
| ATR |
0.0136 |
0.0146 |
0.0010 |
7.6% |
0.0000 |
| Volume |
17 |
6 |
-11 |
-64.7% |
166 |
|
| Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4912 |
1.4885 |
1.4758 |
|
| R3 |
1.4844 |
1.4817 |
1.4740 |
|
| R2 |
1.4776 |
1.4776 |
1.4733 |
|
| R1 |
1.4749 |
1.4749 |
1.4727 |
1.4763 |
| PP |
1.4708 |
1.4708 |
1.4708 |
1.4715 |
| S1 |
1.4681 |
1.4681 |
1.4715 |
1.4695 |
| S2 |
1.4640 |
1.4640 |
1.4709 |
|
| S3 |
1.4572 |
1.4613 |
1.4702 |
|
| S4 |
1.4504 |
1.4545 |
1.4684 |
|
|
| 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 |
1.5025 |
|
2.618 |
1.4914 |
|
1.618 |
1.4846 |
|
1.000 |
1.4804 |
|
0.618 |
1.4778 |
|
HIGH |
1.4736 |
|
0.618 |
1.4710 |
|
0.500 |
1.4702 |
|
0.382 |
1.4694 |
|
LOW |
1.4668 |
|
0.618 |
1.4626 |
|
1.000 |
1.4600 |
|
1.618 |
1.4558 |
|
2.618 |
1.4490 |
|
4.250 |
1.4379 |
|
|
| Fisher Pivots for day following 02-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4715 |
1.4645 |
| PP |
1.4708 |
1.4568 |
| S1 |
1.4702 |
1.4492 |
|