CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 22-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3859 |
1.4010 |
0.0151 |
1.1% |
1.5119 |
| High |
1.4015 |
1.4010 |
-0.0005 |
0.0% |
1.5130 |
| Low |
1.3612 |
1.3678 |
0.0066 |
0.5% |
1.4430 |
| Close |
1.3907 |
1.3865 |
-0.0042 |
-0.3% |
1.4646 |
| Range |
0.0403 |
0.0332 |
-0.0071 |
-17.6% |
0.0700 |
| ATR |
0.0378 |
0.0375 |
-0.0003 |
-0.9% |
0.0000 |
| Volume |
130,223 |
89,858 |
-40,365 |
-31.0% |
296,826 |
|
| Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4847 |
1.4688 |
1.4048 |
|
| R3 |
1.4515 |
1.4356 |
1.3956 |
|
| R2 |
1.4183 |
1.4183 |
1.3926 |
|
| R1 |
1.4024 |
1.4024 |
1.3895 |
1.3938 |
| PP |
1.3851 |
1.3851 |
1.3851 |
1.3808 |
| S1 |
1.3692 |
1.3692 |
1.3835 |
1.3606 |
| S2 |
1.3519 |
1.3519 |
1.3804 |
|
| S3 |
1.3187 |
1.3360 |
1.3774 |
|
| S4 |
1.2855 |
1.3028 |
1.3682 |
|
|
| 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 |
1.3612 |
0.1352 |
9.8% |
0.0467 |
3.4% |
19% |
False |
False |
81,940 |
| 10 |
1.5356 |
1.3612 |
0.1744 |
12.6% |
0.0390 |
2.8% |
15% |
False |
False |
72,888 |
| 20 |
1.5356 |
1.3612 |
0.1744 |
12.6% |
0.0345 |
2.5% |
15% |
False |
False |
50,725 |
| 40 |
1.5700 |
1.3612 |
0.2088 |
15.1% |
0.0348 |
2.5% |
12% |
False |
False |
38,683 |
| 60 |
1.6565 |
1.3612 |
0.2953 |
21.3% |
0.0327 |
2.4% |
9% |
False |
False |
25,952 |
| 80 |
1.8050 |
1.3612 |
0.4438 |
32.0% |
0.0298 |
2.2% |
6% |
False |
False |
19,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5421 |
|
2.618 |
1.4879 |
|
1.618 |
1.4547 |
|
1.000 |
1.4342 |
|
0.618 |
1.4215 |
|
HIGH |
1.4010 |
|
0.618 |
1.3883 |
|
0.500 |
1.3844 |
|
0.382 |
1.3805 |
|
LOW |
1.3678 |
|
0.618 |
1.3473 |
|
1.000 |
1.3346 |
|
1.618 |
1.3141 |
|
2.618 |
1.2809 |
|
4.250 |
1.2267 |
|
|
| Fisher Pivots for day following 22-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3858 |
1.4253 |
| PP |
1.3851 |
1.4123 |
| S1 |
1.3844 |
1.3994 |
|