CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 09-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2009 |
09-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5088 |
1.5203 |
0.0115 |
0.8% |
1.4522 |
| High |
1.5356 |
1.5330 |
-0.0026 |
-0.2% |
1.5356 |
| Low |
1.4969 |
1.5097 |
0.0128 |
0.9% |
1.4407 |
| Close |
1.5205 |
1.5109 |
-0.0096 |
-0.6% |
1.5109 |
| Range |
0.0387 |
0.0233 |
-0.0154 |
-39.8% |
0.0949 |
| ATR |
0.0343 |
0.0335 |
-0.0008 |
-2.3% |
0.0000 |
| Volume |
72,651 |
70,826 |
-1,825 |
-2.5% |
281,282 |
|
| Daily Pivots for day following 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5878 |
1.5726 |
1.5237 |
|
| R3 |
1.5645 |
1.5493 |
1.5173 |
|
| R2 |
1.5412 |
1.5412 |
1.5152 |
|
| R1 |
1.5260 |
1.5260 |
1.5130 |
1.5220 |
| PP |
1.5179 |
1.5179 |
1.5179 |
1.5158 |
| S1 |
1.5027 |
1.5027 |
1.5088 |
1.4987 |
| S2 |
1.4946 |
1.4946 |
1.5066 |
|
| S3 |
1.4713 |
1.4794 |
1.5045 |
|
| S4 |
1.4480 |
1.4561 |
1.4981 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7804 |
1.7406 |
1.5631 |
|
| R3 |
1.6855 |
1.6457 |
1.5370 |
|
| R2 |
1.5906 |
1.5906 |
1.5283 |
|
| R1 |
1.5508 |
1.5508 |
1.5196 |
1.5707 |
| PP |
1.4957 |
1.4957 |
1.4957 |
1.5057 |
| S1 |
1.4559 |
1.4559 |
1.5022 |
1.4758 |
| S2 |
1.4008 |
1.4008 |
1.4935 |
|
| S3 |
1.3059 |
1.3610 |
1.4848 |
|
| S4 |
1.2110 |
1.2661 |
1.4587 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5356 |
1.4407 |
0.0949 |
6.3% |
0.0385 |
2.5% |
74% |
False |
False |
56,256 |
| 10 |
1.5356 |
1.4329 |
0.1027 |
6.8% |
0.0323 |
2.1% |
76% |
False |
False |
37,300 |
| 20 |
1.5700 |
1.4329 |
0.1371 |
9.1% |
0.0353 |
2.3% |
57% |
False |
False |
45,598 |
| 40 |
1.5700 |
1.4329 |
0.1371 |
9.1% |
0.0318 |
2.1% |
57% |
False |
False |
24,256 |
| 60 |
1.7225 |
1.4329 |
0.2896 |
19.2% |
0.0303 |
2.0% |
27% |
False |
False |
16,231 |
| 80 |
1.8480 |
1.4329 |
0.4151 |
27.5% |
0.0269 |
1.8% |
19% |
False |
False |
12,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6320 |
|
2.618 |
1.5940 |
|
1.618 |
1.5707 |
|
1.000 |
1.5563 |
|
0.618 |
1.5474 |
|
HIGH |
1.5330 |
|
0.618 |
1.5241 |
|
0.500 |
1.5214 |
|
0.382 |
1.5186 |
|
LOW |
1.5097 |
|
0.618 |
1.4953 |
|
1.000 |
1.4864 |
|
1.618 |
1.4720 |
|
2.618 |
1.4487 |
|
4.250 |
1.4107 |
|
|
| Fisher Pivots for day following 09-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5214 |
1.5096 |
| PP |
1.5179 |
1.5084 |
| S1 |
1.5144 |
1.5071 |
|