CME British Pound Future March 2009
Trading Metrics calculated at close of trading on 30-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2009 |
30-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
1.4240 |
1.4277 |
0.0037 |
0.3% |
1.3810 |
High |
1.4404 |
1.4536 |
0.0132 |
0.9% |
1.4536 |
Low |
1.4059 |
1.4174 |
0.0115 |
0.8% |
1.3536 |
Close |
1.4309 |
1.4443 |
0.0134 |
0.9% |
1.4443 |
Range |
0.0345 |
0.0362 |
0.0017 |
4.9% |
0.1000 |
ATR |
0.0366 |
0.0366 |
0.0000 |
-0.1% |
0.0000 |
Volume |
81,304 |
79,297 |
-2,007 |
-2.5% |
385,316 |
|
Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5470 |
1.5319 |
1.4642 |
|
R3 |
1.5108 |
1.4957 |
1.4543 |
|
R2 |
1.4746 |
1.4746 |
1.4509 |
|
R1 |
1.4595 |
1.4595 |
1.4476 |
1.4671 |
PP |
1.4384 |
1.4384 |
1.4384 |
1.4422 |
S1 |
1.4233 |
1.4233 |
1.4410 |
1.4309 |
S2 |
1.4022 |
1.4022 |
1.4377 |
|
S3 |
1.3660 |
1.3871 |
1.4343 |
|
S4 |
1.3298 |
1.3509 |
1.4244 |
|
|
Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7172 |
1.6807 |
1.4993 |
|
R3 |
1.6172 |
1.5807 |
1.4718 |
|
R2 |
1.5172 |
1.5172 |
1.4626 |
|
R1 |
1.4807 |
1.4807 |
1.4535 |
1.4990 |
PP |
1.4172 |
1.4172 |
1.4172 |
1.4263 |
S1 |
1.3807 |
1.3807 |
1.4351 |
1.3990 |
S2 |
1.3172 |
1.3172 |
1.4260 |
|
S3 |
1.2172 |
1.2807 |
1.4168 |
|
S4 |
1.1172 |
1.1807 |
1.3893 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4536 |
1.3536 |
0.1000 |
6.9% |
0.0345 |
2.4% |
91% |
True |
False |
77,063 |
10 |
1.4964 |
1.3492 |
0.1472 |
10.2% |
0.0424 |
2.9% |
65% |
False |
False |
82,128 |
20 |
1.5356 |
1.3492 |
0.1864 |
12.9% |
0.0376 |
2.6% |
51% |
False |
False |
67,962 |
40 |
1.5700 |
1.3492 |
0.2208 |
15.3% |
0.0350 |
2.4% |
43% |
False |
False |
50,285 |
60 |
1.6066 |
1.3492 |
0.2574 |
17.8% |
0.0327 |
2.3% |
37% |
False |
False |
33,746 |
80 |
1.7600 |
1.3492 |
0.4108 |
28.4% |
0.0310 |
2.1% |
23% |
False |
False |
25,360 |
100 |
1.8480 |
1.3492 |
0.4988 |
34.5% |
0.0279 |
1.9% |
19% |
False |
False |
20,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6075 |
2.618 |
1.5484 |
1.618 |
1.5122 |
1.000 |
1.4898 |
0.618 |
1.4760 |
HIGH |
1.4536 |
0.618 |
1.4398 |
0.500 |
1.4355 |
0.382 |
1.4312 |
LOW |
1.4174 |
0.618 |
1.3950 |
1.000 |
1.3812 |
1.618 |
1.3588 |
2.618 |
1.3226 |
4.250 |
1.2636 |
|
|
Fisher Pivots for day following 30-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
1.4414 |
1.4395 |
PP |
1.4384 |
1.4346 |
S1 |
1.4355 |
1.4298 |
|