CME British Pound Future March 2009
Trading Metrics calculated at close of trading on 16-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
1.4579 |
1.4636 |
0.0057 |
0.4% |
1.5119 |
High |
1.4670 |
1.4964 |
0.0294 |
2.0% |
1.5130 |
Low |
1.4453 |
1.4628 |
0.0175 |
1.2% |
1.4430 |
Close |
1.4641 |
1.4646 |
0.0005 |
0.0% |
1.4646 |
Range |
0.0217 |
0.0336 |
0.0119 |
54.8% |
0.0700 |
ATR |
0.0323 |
0.0324 |
0.0001 |
0.3% |
0.0000 |
Volume |
57,237 |
63,884 |
6,647 |
11.6% |
296,826 |
|
Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5754 |
1.5536 |
1.4831 |
|
R3 |
1.5418 |
1.5200 |
1.4738 |
|
R2 |
1.5082 |
1.5082 |
1.4708 |
|
R1 |
1.4864 |
1.4864 |
1.4677 |
1.4973 |
PP |
1.4746 |
1.4746 |
1.4746 |
1.4801 |
S1 |
1.4528 |
1.4528 |
1.4615 |
1.4637 |
S2 |
1.4410 |
1.4410 |
1.4584 |
|
S3 |
1.4074 |
1.4192 |
1.4554 |
|
S4 |
1.3738 |
1.3856 |
1.4461 |
|
|
Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6835 |
1.6441 |
1.5031 |
|
R3 |
1.6135 |
1.5741 |
1.4839 |
|
R2 |
1.5435 |
1.5435 |
1.4774 |
|
R1 |
1.5041 |
1.5041 |
1.4710 |
1.4888 |
PP |
1.4735 |
1.4735 |
1.4735 |
1.4659 |
S1 |
1.4341 |
1.4341 |
1.4582 |
1.4188 |
S2 |
1.4035 |
1.4035 |
1.4518 |
|
S3 |
1.3335 |
1.3641 |
1.4454 |
|
S4 |
1.2635 |
1.2941 |
1.4261 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5130 |
1.4430 |
0.0700 |
4.8% |
0.0300 |
2.0% |
31% |
False |
False |
59,365 |
10 |
1.5356 |
1.4407 |
0.0949 |
6.5% |
0.0343 |
2.3% |
25% |
False |
False |
57,810 |
20 |
1.5601 |
1.4329 |
0.1272 |
8.7% |
0.0328 |
2.2% |
25% |
False |
False |
47,314 |
40 |
1.5700 |
1.4329 |
0.1371 |
9.4% |
0.0324 |
2.2% |
23% |
False |
False |
31,654 |
60 |
1.6565 |
1.4329 |
0.2236 |
15.3% |
0.0312 |
2.1% |
14% |
False |
False |
21,154 |
80 |
1.8480 |
1.4329 |
0.4151 |
28.3% |
0.0282 |
1.9% |
8% |
False |
False |
15,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6392 |
2.618 |
1.5844 |
1.618 |
1.5508 |
1.000 |
1.5300 |
0.618 |
1.5172 |
HIGH |
1.4964 |
0.618 |
1.4836 |
0.500 |
1.4796 |
0.382 |
1.4756 |
LOW |
1.4628 |
0.618 |
1.4420 |
1.000 |
1.4292 |
1.618 |
1.4084 |
2.618 |
1.3748 |
4.250 |
1.3200 |
|
|
Fisher Pivots for day following 16-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
1.4796 |
1.4709 |
PP |
1.4746 |
1.4688 |
S1 |
1.4696 |
1.4667 |
|