CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 08-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2009 |
08-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4888 |
1.5088 |
0.0200 |
1.3% |
1.4647 |
| High |
1.5272 |
1.5356 |
0.0084 |
0.6% |
1.4766 |
| Low |
1.4786 |
1.4969 |
0.0183 |
1.2% |
1.4329 |
| Close |
1.5112 |
1.5205 |
0.0093 |
0.6% |
1.4452 |
| Range |
0.0486 |
0.0387 |
-0.0099 |
-20.4% |
0.0437 |
| ATR |
0.0340 |
0.0343 |
0.0003 |
1.0% |
0.0000 |
| Volume |
72,634 |
72,651 |
17 |
0.0% |
83,529 |
|
| Daily Pivots for day following 08-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6338 |
1.6158 |
1.5418 |
|
| R3 |
1.5951 |
1.5771 |
1.5311 |
|
| R2 |
1.5564 |
1.5564 |
1.5276 |
|
| R1 |
1.5384 |
1.5384 |
1.5240 |
1.5474 |
| PP |
1.5177 |
1.5177 |
1.5177 |
1.5222 |
| S1 |
1.4997 |
1.4997 |
1.5170 |
1.5087 |
| S2 |
1.4790 |
1.4790 |
1.5134 |
|
| S3 |
1.4403 |
1.4610 |
1.5099 |
|
| S4 |
1.4016 |
1.4223 |
1.4992 |
|
|
| 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 |
1.5356 |
1.4353 |
0.1003 |
6.6% |
0.0375 |
2.5% |
85% |
True |
False |
46,839 |
| 10 |
1.5356 |
1.4329 |
0.1027 |
6.8% |
0.0315 |
2.1% |
85% |
True |
False |
32,488 |
| 20 |
1.5700 |
1.4329 |
0.1371 |
9.0% |
0.0349 |
2.3% |
64% |
False |
False |
43,315 |
| 40 |
1.5700 |
1.4329 |
0.1371 |
9.0% |
0.0323 |
2.1% |
64% |
False |
False |
22,486 |
| 60 |
1.7464 |
1.4329 |
0.3135 |
20.6% |
0.0304 |
2.0% |
28% |
False |
False |
15,059 |
| 80 |
1.8480 |
1.4329 |
0.4151 |
27.3% |
0.0271 |
1.8% |
21% |
False |
False |
11,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7001 |
|
2.618 |
1.6369 |
|
1.618 |
1.5982 |
|
1.000 |
1.5743 |
|
0.618 |
1.5595 |
|
HIGH |
1.5356 |
|
0.618 |
1.5208 |
|
0.500 |
1.5163 |
|
0.382 |
1.5117 |
|
LOW |
1.4969 |
|
0.618 |
1.4730 |
|
1.000 |
1.4582 |
|
1.618 |
1.4343 |
|
2.618 |
1.3956 |
|
4.250 |
1.3324 |
|
|
| Fisher Pivots for day following 08-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5191 |
1.5110 |
| PP |
1.5177 |
1.5016 |
| S1 |
1.5163 |
1.4921 |
|