CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 02-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4403 |
1.4496 |
0.0093 |
0.6% |
1.4647 |
| High |
1.4690 |
1.4538 |
-0.0152 |
-1.0% |
1.4766 |
| Low |
1.4329 |
1.4353 |
0.0024 |
0.2% |
1.4329 |
| Close |
1.4557 |
1.4452 |
-0.0105 |
-0.7% |
1.4452 |
| Range |
0.0361 |
0.0185 |
-0.0176 |
-48.8% |
0.0437 |
| ATR |
0.0323 |
0.0315 |
-0.0009 |
-2.6% |
0.0000 |
| Volume |
24,706 |
23,743 |
-963 |
-3.9% |
83,529 |
|
| Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5003 |
1.4912 |
1.4554 |
|
| R3 |
1.4818 |
1.4727 |
1.4503 |
|
| R2 |
1.4633 |
1.4633 |
1.4486 |
|
| R1 |
1.4542 |
1.4542 |
1.4469 |
1.4495 |
| PP |
1.4448 |
1.4448 |
1.4448 |
1.4424 |
| S1 |
1.4357 |
1.4357 |
1.4435 |
1.4310 |
| S2 |
1.4263 |
1.4263 |
1.4418 |
|
| S3 |
1.4078 |
1.4172 |
1.4401 |
|
| S4 |
1.3893 |
1.3987 |
1.4350 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5827 |
1.5576 |
1.4692 |
|
| R3 |
1.5390 |
1.5139 |
1.4572 |
|
| R2 |
1.4953 |
1.4953 |
1.4532 |
|
| R1 |
1.4702 |
1.4702 |
1.4492 |
1.4609 |
| PP |
1.4516 |
1.4516 |
1.4516 |
1.4469 |
| S1 |
1.4265 |
1.4265 |
1.4412 |
1.4172 |
| S2 |
1.4079 |
1.4079 |
1.4372 |
|
| S3 |
1.3642 |
1.3828 |
1.4332 |
|
| S4 |
1.3205 |
1.3391 |
1.4212 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4766 |
1.4329 |
0.0437 |
3.0% |
0.0261 |
1.8% |
28% |
False |
False |
18,344 |
| 10 |
1.5601 |
1.4329 |
0.1272 |
8.8% |
0.0313 |
2.2% |
10% |
False |
False |
36,817 |
| 20 |
1.5700 |
1.4329 |
0.1371 |
9.5% |
0.0321 |
2.2% |
9% |
False |
False |
33,693 |
| 40 |
1.5839 |
1.4329 |
0.1510 |
10.4% |
0.0300 |
2.1% |
8% |
False |
False |
17,230 |
| 60 |
1.7520 |
1.4329 |
0.3191 |
22.1% |
0.0285 |
2.0% |
4% |
False |
False |
11,555 |
| 80 |
1.8480 |
1.4329 |
0.4151 |
28.7% |
0.0257 |
1.8% |
3% |
False |
False |
8,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5324 |
|
2.618 |
1.5022 |
|
1.618 |
1.4837 |
|
1.000 |
1.4723 |
|
0.618 |
1.4652 |
|
HIGH |
1.4538 |
|
0.618 |
1.4467 |
|
0.500 |
1.4446 |
|
0.382 |
1.4424 |
|
LOW |
1.4353 |
|
0.618 |
1.4239 |
|
1.000 |
1.4168 |
|
1.618 |
1.4054 |
|
2.618 |
1.3869 |
|
4.250 |
1.3567 |
|
|
| Fisher Pivots for day following 02-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4450 |
1.4510 |
| PP |
1.4448 |
1.4490 |
| S1 |
1.4446 |
1.4471 |
|