CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 02-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4277 |
1.4471 |
0.0194 |
1.4% |
1.3810 |
| High |
1.4536 |
1.4488 |
-0.0048 |
-0.3% |
1.4536 |
| Low |
1.4174 |
1.4044 |
-0.0130 |
-0.9% |
1.3536 |
| Close |
1.4443 |
1.4265 |
-0.0178 |
-1.2% |
1.4443 |
| Range |
0.0362 |
0.0444 |
0.0082 |
22.7% |
0.1000 |
| ATR |
0.0366 |
0.0371 |
0.0006 |
1.5% |
0.0000 |
| Volume |
79,297 |
84,534 |
5,237 |
6.6% |
385,316 |
|
| Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5598 |
1.5375 |
1.4509 |
|
| R3 |
1.5154 |
1.4931 |
1.4387 |
|
| R2 |
1.4710 |
1.4710 |
1.4346 |
|
| R1 |
1.4487 |
1.4487 |
1.4306 |
1.4377 |
| PP |
1.4266 |
1.4266 |
1.4266 |
1.4210 |
| S1 |
1.4043 |
1.4043 |
1.4224 |
1.3933 |
| S2 |
1.3822 |
1.3822 |
1.4184 |
|
| S3 |
1.3378 |
1.3599 |
1.4143 |
|
| S4 |
1.2934 |
1.3155 |
1.4021 |
|
|
| 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 |
1.3917 |
0.0619 |
4.3% |
0.0344 |
2.4% |
56% |
False |
False |
79,773 |
| 10 |
1.4893 |
1.3492 |
0.1401 |
9.8% |
0.0435 |
3.0% |
55% |
False |
False |
84,193 |
| 20 |
1.5356 |
1.3492 |
0.1864 |
13.1% |
0.0389 |
2.7% |
41% |
False |
False |
71,002 |
| 40 |
1.5700 |
1.3492 |
0.2208 |
15.5% |
0.0355 |
2.5% |
35% |
False |
False |
52,347 |
| 60 |
1.5839 |
1.3492 |
0.2347 |
16.5% |
0.0329 |
2.3% |
33% |
False |
False |
35,154 |
| 80 |
1.7520 |
1.3492 |
0.4028 |
28.2% |
0.0311 |
2.2% |
19% |
False |
False |
26,417 |
| 100 |
1.8480 |
1.3492 |
0.4988 |
35.0% |
0.0284 |
2.0% |
15% |
False |
False |
21,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6375 |
|
2.618 |
1.5650 |
|
1.618 |
1.5206 |
|
1.000 |
1.4932 |
|
0.618 |
1.4762 |
|
HIGH |
1.4488 |
|
0.618 |
1.4318 |
|
0.500 |
1.4266 |
|
0.382 |
1.4214 |
|
LOW |
1.4044 |
|
0.618 |
1.3770 |
|
1.000 |
1.3600 |
|
1.618 |
1.3326 |
|
2.618 |
1.2882 |
|
4.250 |
1.2157 |
|
|
| Fisher Pivots for day following 02-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4266 |
1.4290 |
| PP |
1.4266 |
1.4282 |
| S1 |
1.4265 |
1.4273 |
|