CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4034 |
1.4185 |
0.0151 |
1.1% |
1.4403 |
| High |
1.4199 |
1.4234 |
0.0035 |
0.2% |
1.4660 |
| Low |
1.3983 |
1.4036 |
0.0053 |
0.4% |
1.4108 |
| Close |
1.4156 |
1.4111 |
-0.0045 |
-0.3% |
1.4323 |
| Range |
0.0216 |
0.0198 |
-0.0018 |
-8.3% |
0.0552 |
| ATR |
0.0300 |
0.0292 |
-0.0007 |
-2.4% |
0.0000 |
| Volume |
65,511 |
62,336 |
-3,175 |
-4.8% |
325,210 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4721 |
1.4614 |
1.4220 |
|
| R3 |
1.4523 |
1.4416 |
1.4165 |
|
| R2 |
1.4325 |
1.4325 |
1.4147 |
|
| R1 |
1.4218 |
1.4218 |
1.4129 |
1.4173 |
| PP |
1.4127 |
1.4127 |
1.4127 |
1.4104 |
| S1 |
1.4020 |
1.4020 |
1.4093 |
1.3975 |
| S2 |
1.3929 |
1.3929 |
1.4075 |
|
| S3 |
1.3731 |
1.3822 |
1.4057 |
|
| S4 |
1.3533 |
1.3624 |
1.4002 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6020 |
1.5723 |
1.4627 |
|
| R3 |
1.5468 |
1.5171 |
1.4475 |
|
| R2 |
1.4916 |
1.4916 |
1.4424 |
|
| R1 |
1.4619 |
1.4619 |
1.4374 |
1.4492 |
| PP |
1.4364 |
1.4364 |
1.4364 |
1.4300 |
| S1 |
1.4067 |
1.4067 |
1.4272 |
1.3940 |
| S2 |
1.3812 |
1.3812 |
1.4222 |
|
| S3 |
1.3260 |
1.3515 |
1.4171 |
|
| S4 |
1.2708 |
1.2963 |
1.4019 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4366 |
1.3957 |
0.0409 |
2.9% |
0.0236 |
1.7% |
38% |
False |
False |
70,016 |
| 10 |
1.4660 |
1.3957 |
0.0703 |
5.0% |
0.0267 |
1.9% |
22% |
False |
False |
67,788 |
| 20 |
1.4979 |
1.3957 |
0.1022 |
7.2% |
0.0277 |
2.0% |
15% |
False |
False |
70,208 |
| 40 |
1.5356 |
1.3492 |
0.1864 |
13.2% |
0.0327 |
2.3% |
33% |
False |
False |
72,767 |
| 60 |
1.5700 |
1.3492 |
0.2208 |
15.6% |
0.0330 |
2.3% |
28% |
False |
False |
60,737 |
| 80 |
1.5726 |
1.3492 |
0.2234 |
15.8% |
0.0317 |
2.2% |
28% |
False |
False |
45,811 |
| 100 |
1.7520 |
1.3492 |
0.4028 |
28.5% |
0.0307 |
2.2% |
15% |
False |
False |
36,690 |
| 120 |
1.8480 |
1.3492 |
0.4988 |
35.3% |
0.0286 |
2.0% |
12% |
False |
False |
30,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5076 |
|
2.618 |
1.4752 |
|
1.618 |
1.4554 |
|
1.000 |
1.4432 |
|
0.618 |
1.4356 |
|
HIGH |
1.4234 |
|
0.618 |
1.4158 |
|
0.500 |
1.4135 |
|
0.382 |
1.4112 |
|
LOW |
1.4036 |
|
0.618 |
1.3914 |
|
1.000 |
1.3838 |
|
1.618 |
1.3716 |
|
2.618 |
1.3518 |
|
4.250 |
1.3195 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4135 |
1.4110 |
| PP |
1.4127 |
1.4109 |
| S1 |
1.4119 |
1.4108 |
|