CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 20-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4636 |
1.4809 |
0.0173 |
1.2% |
1.5119 |
| High |
1.4964 |
1.4893 |
-0.0071 |
-0.5% |
1.5130 |
| Low |
1.4628 |
1.3844 |
-0.0784 |
-5.4% |
1.4430 |
| Close |
1.4646 |
1.3908 |
-0.0738 |
-5.0% |
1.4646 |
| Range |
0.0336 |
0.1049 |
0.0713 |
212.2% |
0.0700 |
| ATR |
0.0324 |
0.0376 |
0.0052 |
16.0% |
0.0000 |
| Volume |
63,884 |
68,501 |
4,617 |
7.2% |
296,826 |
|
| Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7362 |
1.6684 |
1.4485 |
|
| R3 |
1.6313 |
1.5635 |
1.4196 |
|
| R2 |
1.5264 |
1.5264 |
1.4100 |
|
| R1 |
1.4586 |
1.4586 |
1.4004 |
1.4401 |
| PP |
1.4215 |
1.4215 |
1.4215 |
1.4122 |
| S1 |
1.3537 |
1.3537 |
1.3812 |
1.3352 |
| S2 |
1.3166 |
1.3166 |
1.3716 |
|
| S3 |
1.2117 |
1.2488 |
1.3620 |
|
| S4 |
1.1068 |
1.1439 |
1.3331 |
|
|
| 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 |
1.4964 |
1.3844 |
0.1120 |
8.1% |
0.0440 |
3.2% |
6% |
False |
True |
62,395 |
| 10 |
1.5356 |
1.3844 |
0.1512 |
10.9% |
0.0415 |
3.0% |
4% |
False |
True |
62,689 |
| 20 |
1.5356 |
1.3844 |
0.1512 |
10.9% |
0.0343 |
2.5% |
4% |
False |
True |
46,583 |
| 40 |
1.5700 |
1.3844 |
0.1856 |
13.3% |
0.0344 |
2.5% |
3% |
False |
True |
33,325 |
| 60 |
1.6565 |
1.3844 |
0.2721 |
19.6% |
0.0327 |
2.4% |
2% |
False |
True |
22,291 |
| 80 |
1.8292 |
1.3844 |
0.4448 |
32.0% |
0.0292 |
2.1% |
1% |
False |
True |
16,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9351 |
|
2.618 |
1.7639 |
|
1.618 |
1.6590 |
|
1.000 |
1.5942 |
|
0.618 |
1.5541 |
|
HIGH |
1.4893 |
|
0.618 |
1.4492 |
|
0.500 |
1.4369 |
|
0.382 |
1.4245 |
|
LOW |
1.3844 |
|
0.618 |
1.3196 |
|
1.000 |
1.2795 |
|
1.618 |
1.2147 |
|
2.618 |
1.1098 |
|
4.250 |
0.9386 |
|
|
| Fisher Pivots for day following 20-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4369 |
1.4404 |
| PP |
1.4215 |
1.4239 |
| S1 |
1.4062 |
1.4073 |
|