CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 27-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3810 |
1.4000 |
0.0190 |
1.4% |
1.4809 |
| High |
1.3987 |
1.4234 |
0.0247 |
1.8% |
1.4893 |
| Low |
1.3536 |
1.3917 |
0.0381 |
2.8% |
1.3492 |
| Close |
1.3930 |
1.4142 |
0.0212 |
1.5% |
1.3753 |
| Range |
0.0451 |
0.0317 |
-0.0134 |
-29.7% |
0.1401 |
| ATR |
0.0381 |
0.0377 |
-0.0005 |
-1.2% |
0.0000 |
| Volume |
70,983 |
75,808 |
4,825 |
6.8% |
372,083 |
|
| Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5049 |
1.4912 |
1.4316 |
|
| R3 |
1.4732 |
1.4595 |
1.4229 |
|
| R2 |
1.4415 |
1.4415 |
1.4200 |
|
| R1 |
1.4278 |
1.4278 |
1.4171 |
1.4347 |
| PP |
1.4098 |
1.4098 |
1.4098 |
1.4132 |
| S1 |
1.3961 |
1.3961 |
1.4113 |
1.4030 |
| S2 |
1.3781 |
1.3781 |
1.4084 |
|
| S3 |
1.3464 |
1.3644 |
1.4055 |
|
| S4 |
1.3147 |
1.3327 |
1.3968 |
|
|
| 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 |
1.4234 |
1.3492 |
0.0742 |
5.2% |
0.0379 |
2.7% |
88% |
True |
False |
90,074 |
| 10 |
1.4964 |
1.3492 |
0.1472 |
10.4% |
0.0409 |
2.9% |
44% |
False |
False |
76,235 |
| 20 |
1.5356 |
1.3492 |
0.1864 |
13.2% |
0.0374 |
2.6% |
35% |
False |
False |
59,025 |
| 40 |
1.5700 |
1.3492 |
0.2208 |
15.6% |
0.0353 |
2.5% |
29% |
False |
False |
44,367 |
| 60 |
1.6170 |
1.3492 |
0.2678 |
18.9% |
0.0328 |
2.3% |
24% |
False |
False |
29,772 |
| 80 |
1.7706 |
1.3492 |
0.4214 |
29.8% |
0.0305 |
2.2% |
15% |
False |
False |
22,384 |
| 100 |
1.8480 |
1.3492 |
0.4988 |
35.3% |
0.0271 |
1.9% |
13% |
False |
False |
17,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5581 |
|
2.618 |
1.5064 |
|
1.618 |
1.4747 |
|
1.000 |
1.4551 |
|
0.618 |
1.4430 |
|
HIGH |
1.4234 |
|
0.618 |
1.4113 |
|
0.500 |
1.4076 |
|
0.382 |
1.4038 |
|
LOW |
1.3917 |
|
0.618 |
1.3721 |
|
1.000 |
1.3600 |
|
1.618 |
1.3404 |
|
2.618 |
1.3087 |
|
4.250 |
1.2570 |
|
|
| Fisher Pivots for day following 27-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4120 |
1.4049 |
| PP |
1.4098 |
1.3956 |
| S1 |
1.4076 |
1.3863 |
|