CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 15-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4493 |
1.4579 |
0.0086 |
0.6% |
1.4522 |
| High |
1.4688 |
1.4670 |
-0.0018 |
-0.1% |
1.5356 |
| Low |
1.4469 |
1.4453 |
-0.0016 |
-0.1% |
1.4407 |
| Close |
1.4567 |
1.4641 |
0.0074 |
0.5% |
1.5109 |
| Range |
0.0219 |
0.0217 |
-0.0002 |
-0.9% |
0.0949 |
| ATR |
0.0331 |
0.0323 |
-0.0008 |
-2.5% |
0.0000 |
| Volume |
66,055 |
57,237 |
-8,818 |
-13.3% |
281,282 |
|
| Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5239 |
1.5157 |
1.4760 |
|
| R3 |
1.5022 |
1.4940 |
1.4701 |
|
| R2 |
1.4805 |
1.4805 |
1.4681 |
|
| R1 |
1.4723 |
1.4723 |
1.4661 |
1.4764 |
| PP |
1.4588 |
1.4588 |
1.4588 |
1.4609 |
| S1 |
1.4506 |
1.4506 |
1.4621 |
1.4547 |
| S2 |
1.4371 |
1.4371 |
1.4601 |
|
| S3 |
1.4154 |
1.4289 |
1.4581 |
|
| S4 |
1.3937 |
1.4072 |
1.4522 |
|
|
| 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 |
1.5330 |
1.4430 |
0.0900 |
6.1% |
0.0279 |
1.9% |
23% |
False |
False |
60,753 |
| 10 |
1.5356 |
1.4353 |
0.1003 |
6.9% |
0.0327 |
2.2% |
29% |
False |
False |
53,796 |
| 20 |
1.5700 |
1.4329 |
0.1371 |
9.4% |
0.0335 |
2.3% |
23% |
False |
False |
46,855 |
| 40 |
1.5700 |
1.4329 |
0.1371 |
9.4% |
0.0324 |
2.2% |
23% |
False |
False |
30,058 |
| 60 |
1.6565 |
1.4329 |
0.2236 |
15.3% |
0.0311 |
2.1% |
14% |
False |
False |
20,090 |
| 80 |
1.8480 |
1.4329 |
0.4151 |
28.4% |
0.0278 |
1.9% |
8% |
False |
False |
15,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5592 |
|
2.618 |
1.5238 |
|
1.618 |
1.5021 |
|
1.000 |
1.4887 |
|
0.618 |
1.4804 |
|
HIGH |
1.4670 |
|
0.618 |
1.4587 |
|
0.500 |
1.4562 |
|
0.382 |
1.4536 |
|
LOW |
1.4453 |
|
0.618 |
1.4319 |
|
1.000 |
1.4236 |
|
1.618 |
1.4102 |
|
2.618 |
1.3885 |
|
4.250 |
1.3531 |
|
|
| Fisher Pivots for day following 15-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4615 |
1.4634 |
| PP |
1.4588 |
1.4626 |
| S1 |
1.4562 |
1.4619 |
|