CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 26-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3880 |
1.3810 |
-0.0070 |
-0.5% |
1.4809 |
| High |
1.3883 |
1.3987 |
0.0104 |
0.7% |
1.4893 |
| Low |
1.3492 |
1.3536 |
0.0044 |
0.3% |
1.3492 |
| Close |
1.3753 |
1.3930 |
0.0177 |
1.3% |
1.3753 |
| Range |
0.0391 |
0.0451 |
0.0060 |
15.3% |
0.1401 |
| ATR |
0.0376 |
0.0381 |
0.0005 |
1.4% |
0.0000 |
| Volume |
83,501 |
70,983 |
-12,518 |
-15.0% |
372,083 |
|
| Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5171 |
1.5001 |
1.4178 |
|
| R3 |
1.4720 |
1.4550 |
1.4054 |
|
| R2 |
1.4269 |
1.4269 |
1.4013 |
|
| R1 |
1.4099 |
1.4099 |
1.3971 |
1.4184 |
| PP |
1.3818 |
1.3818 |
1.3818 |
1.3860 |
| S1 |
1.3648 |
1.3648 |
1.3889 |
1.3733 |
| S2 |
1.3367 |
1.3367 |
1.3847 |
|
| S3 |
1.2916 |
1.3197 |
1.3806 |
|
| S4 |
1.2465 |
1.2746 |
1.3682 |
|
|
| 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 |
1.4893 |
1.3492 |
0.1401 |
10.1% |
0.0525 |
3.8% |
31% |
False |
False |
88,613 |
| 10 |
1.5130 |
1.3492 |
0.1638 |
11.8% |
0.0413 |
3.0% |
27% |
False |
False |
73,989 |
| 20 |
1.5356 |
1.3492 |
0.1864 |
13.4% |
0.0368 |
2.6% |
23% |
False |
False |
55,644 |
| 40 |
1.5700 |
1.3492 |
0.2208 |
15.9% |
0.0348 |
2.5% |
20% |
False |
False |
42,503 |
| 60 |
1.6565 |
1.3492 |
0.3073 |
22.1% |
0.0326 |
2.3% |
14% |
False |
False |
28,511 |
| 80 |
1.7706 |
1.3492 |
0.4214 |
30.3% |
0.0303 |
2.2% |
10% |
False |
False |
21,440 |
| 100 |
1.8480 |
1.3492 |
0.4988 |
35.8% |
0.0267 |
1.9% |
9% |
False |
False |
17,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5904 |
|
2.618 |
1.5168 |
|
1.618 |
1.4717 |
|
1.000 |
1.4438 |
|
0.618 |
1.4266 |
|
HIGH |
1.3987 |
|
0.618 |
1.3815 |
|
0.500 |
1.3762 |
|
0.382 |
1.3708 |
|
LOW |
1.3536 |
|
0.618 |
1.3257 |
|
1.000 |
1.3085 |
|
1.618 |
1.2806 |
|
2.618 |
1.2355 |
|
4.250 |
1.1619 |
|
|
| Fisher Pivots for day following 26-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3874 |
1.3870 |
| PP |
1.3818 |
1.3811 |
| S1 |
1.3762 |
1.3751 |
|