CME British Pound Future September 2009
| Trading Metrics calculated at close of trading on 21-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4650 |
1.4478 |
-0.0172 |
-1.2% |
1.4650 |
| High |
1.4650 |
1.4712 |
0.0062 |
0.4% |
1.5062 |
| Low |
1.4530 |
1.4478 |
-0.0052 |
-0.4% |
1.4650 |
| Close |
1.4544 |
1.4666 |
0.0122 |
0.8% |
1.4792 |
| Range |
0.0120 |
0.0234 |
0.0114 |
95.0% |
0.0412 |
| ATR |
0.0147 |
0.0153 |
0.0006 |
4.2% |
0.0000 |
| Volume |
7 |
12 |
5 |
71.4% |
158 |
|
| Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5321 |
1.5227 |
1.4795 |
|
| R3 |
1.5087 |
1.4993 |
1.4730 |
|
| R2 |
1.4853 |
1.4853 |
1.4709 |
|
| R1 |
1.4759 |
1.4759 |
1.4687 |
1.4806 |
| PP |
1.4619 |
1.4619 |
1.4619 |
1.4642 |
| S1 |
1.4525 |
1.4525 |
1.4645 |
1.4572 |
| S2 |
1.4385 |
1.4385 |
1.4623 |
|
| S3 |
1.4151 |
1.4291 |
1.4602 |
|
| S4 |
1.3917 |
1.4057 |
1.4537 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6071 |
1.5843 |
1.5019 |
|
| R3 |
1.5659 |
1.5431 |
1.4905 |
|
| R2 |
1.5247 |
1.5247 |
1.4868 |
|
| R1 |
1.5019 |
1.5019 |
1.4830 |
1.5133 |
| PP |
1.4835 |
1.4835 |
1.4835 |
1.4892 |
| S1 |
1.4607 |
1.4607 |
1.4754 |
1.4721 |
| S2 |
1.4423 |
1.4423 |
1.4716 |
|
| S3 |
1.4011 |
1.4195 |
1.4679 |
|
| S4 |
1.3599 |
1.3783 |
1.4565 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5707 |
|
2.618 |
1.5325 |
|
1.618 |
1.5091 |
|
1.000 |
1.4946 |
|
0.618 |
1.4857 |
|
HIGH |
1.4712 |
|
0.618 |
1.4623 |
|
0.500 |
1.4595 |
|
0.382 |
1.4567 |
|
LOW |
1.4478 |
|
0.618 |
1.4333 |
|
1.000 |
1.4244 |
|
1.618 |
1.4099 |
|
2.618 |
1.3865 |
|
4.250 |
1.3484 |
|
|
| Fisher Pivots for day following 21-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4642 |
1.4657 |
| PP |
1.4619 |
1.4647 |
| S1 |
1.4595 |
1.4638 |
|