CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 29-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2009 |
29-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4145 |
1.4240 |
0.0095 |
0.7% |
1.4809 |
| High |
1.4366 |
1.4404 |
0.0038 |
0.3% |
1.4893 |
| Low |
1.4115 |
1.4059 |
-0.0056 |
-0.4% |
1.3492 |
| Close |
1.4240 |
1.4309 |
0.0069 |
0.5% |
1.3753 |
| Range |
0.0251 |
0.0345 |
0.0094 |
37.5% |
0.1401 |
| ATR |
0.0368 |
0.0366 |
-0.0002 |
-0.4% |
0.0000 |
| Volume |
77,924 |
81,304 |
3,380 |
4.3% |
372,083 |
|
| Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5292 |
1.5146 |
1.4499 |
|
| R3 |
1.4947 |
1.4801 |
1.4404 |
|
| R2 |
1.4602 |
1.4602 |
1.4372 |
|
| R1 |
1.4456 |
1.4456 |
1.4341 |
1.4529 |
| PP |
1.4257 |
1.4257 |
1.4257 |
1.4294 |
| S1 |
1.4111 |
1.4111 |
1.4277 |
1.4184 |
| S2 |
1.3912 |
1.3912 |
1.4246 |
|
| S3 |
1.3567 |
1.3766 |
1.4214 |
|
| S4 |
1.3222 |
1.3421 |
1.4119 |
|
|
| 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 |
1.4404 |
1.3492 |
0.0912 |
6.4% |
0.0351 |
2.5% |
90% |
True |
False |
77,904 |
| 10 |
1.4964 |
1.3492 |
0.1472 |
10.3% |
0.0409 |
2.9% |
56% |
False |
False |
79,922 |
| 20 |
1.5356 |
1.3492 |
0.1864 |
13.0% |
0.0376 |
2.6% |
44% |
False |
False |
65,232 |
| 40 |
1.5700 |
1.3492 |
0.2208 |
15.4% |
0.0348 |
2.4% |
37% |
False |
False |
48,331 |
| 60 |
1.6066 |
1.3492 |
0.2574 |
18.0% |
0.0328 |
2.3% |
32% |
False |
False |
32,424 |
| 80 |
1.7600 |
1.3492 |
0.4108 |
28.7% |
0.0308 |
2.2% |
20% |
False |
False |
24,372 |
| 100 |
1.8480 |
1.3492 |
0.4988 |
34.9% |
0.0276 |
1.9% |
16% |
False |
False |
19,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5870 |
|
2.618 |
1.5307 |
|
1.618 |
1.4962 |
|
1.000 |
1.4749 |
|
0.618 |
1.4617 |
|
HIGH |
1.4404 |
|
0.618 |
1.4272 |
|
0.500 |
1.4232 |
|
0.382 |
1.4191 |
|
LOW |
1.4059 |
|
0.618 |
1.3846 |
|
1.000 |
1.3714 |
|
1.618 |
1.3501 |
|
2.618 |
1.3156 |
|
4.250 |
1.2593 |
|
|
| Fisher Pivots for day following 29-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4283 |
1.4260 |
| PP |
1.4257 |
1.4210 |
| S1 |
1.4232 |
1.4161 |
|