CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 23-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4010 |
1.3880 |
-0.0130 |
-0.9% |
1.4809 |
| High |
1.4010 |
1.3883 |
-0.0127 |
-0.9% |
1.4893 |
| Low |
1.3678 |
1.3492 |
-0.0186 |
-1.4% |
1.3492 |
| Close |
1.3865 |
1.3753 |
-0.0112 |
-0.8% |
1.3753 |
| Range |
0.0332 |
0.0391 |
0.0059 |
17.8% |
0.1401 |
| ATR |
0.0375 |
0.0376 |
0.0001 |
0.3% |
0.0000 |
| Volume |
89,858 |
83,501 |
-6,357 |
-7.1% |
372,083 |
|
| Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4882 |
1.4709 |
1.3968 |
|
| R3 |
1.4491 |
1.4318 |
1.3861 |
|
| R2 |
1.4100 |
1.4100 |
1.3825 |
|
| R1 |
1.3927 |
1.3927 |
1.3789 |
1.3818 |
| PP |
1.3709 |
1.3709 |
1.3709 |
1.3655 |
| S1 |
1.3536 |
1.3536 |
1.3717 |
1.3427 |
| S2 |
1.3318 |
1.3318 |
1.3681 |
|
| S3 |
1.2927 |
1.3145 |
1.3645 |
|
| S4 |
1.2536 |
1.2754 |
1.3538 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8249 |
1.7402 |
1.4524 |
|
| R3 |
1.6848 |
1.6001 |
1.4138 |
|
| R2 |
1.5447 |
1.5447 |
1.4010 |
|
| R1 |
1.4600 |
1.4600 |
1.3881 |
1.4323 |
| PP |
1.4046 |
1.4046 |
1.4046 |
1.3908 |
| S1 |
1.3199 |
1.3199 |
1.3625 |
1.2922 |
| S2 |
1.2645 |
1.2645 |
1.3496 |
|
| S3 |
1.1244 |
1.1798 |
1.3368 |
|
| S4 |
0.9843 |
1.0397 |
1.2982 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4964 |
1.3492 |
0.1472 |
10.7% |
0.0502 |
3.7% |
18% |
False |
True |
87,193 |
| 10 |
1.5330 |
1.3492 |
0.1838 |
13.4% |
0.0391 |
2.8% |
14% |
False |
True |
73,973 |
| 20 |
1.5356 |
1.3492 |
0.1864 |
13.6% |
0.0353 |
2.6% |
14% |
False |
True |
53,231 |
| 40 |
1.5700 |
1.3492 |
0.2208 |
16.1% |
0.0344 |
2.5% |
12% |
False |
True |
40,759 |
| 60 |
1.6565 |
1.3492 |
0.3073 |
22.3% |
0.0325 |
2.4% |
8% |
False |
True |
27,343 |
| 80 |
1.7842 |
1.3492 |
0.4350 |
31.6% |
0.0300 |
2.2% |
6% |
False |
True |
20,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5545 |
|
2.618 |
1.4907 |
|
1.618 |
1.4516 |
|
1.000 |
1.4274 |
|
0.618 |
1.4125 |
|
HIGH |
1.3883 |
|
0.618 |
1.3734 |
|
0.500 |
1.3688 |
|
0.382 |
1.3641 |
|
LOW |
1.3492 |
|
0.618 |
1.3250 |
|
1.000 |
1.3101 |
|
1.618 |
1.2859 |
|
2.618 |
1.2468 |
|
4.250 |
1.1830 |
|
|
| Fisher Pivots for day following 23-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3731 |
1.3754 |
| PP |
1.3709 |
1.3753 |
| S1 |
1.3688 |
1.3753 |
|