CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 09-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2009 |
09-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4608 |
1.4795 |
0.0187 |
1.3% |
1.4471 |
| High |
1.4840 |
1.4979 |
0.0139 |
0.9% |
1.4840 |
| Low |
1.4581 |
1.4696 |
0.0115 |
0.8% |
1.4044 |
| Close |
1.4792 |
1.4905 |
0.0113 |
0.8% |
1.4792 |
| Range |
0.0259 |
0.0283 |
0.0024 |
9.3% |
0.0796 |
| ATR |
0.0352 |
0.0347 |
-0.0005 |
-1.4% |
0.0000 |
| Volume |
87,646 |
82,388 |
-5,258 |
-6.0% |
401,798 |
|
| Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5709 |
1.5590 |
1.5061 |
|
| R3 |
1.5426 |
1.5307 |
1.4983 |
|
| R2 |
1.5143 |
1.5143 |
1.4957 |
|
| R1 |
1.5024 |
1.5024 |
1.4931 |
1.5084 |
| PP |
1.4860 |
1.4860 |
1.4860 |
1.4890 |
| S1 |
1.4741 |
1.4741 |
1.4879 |
1.4801 |
| S2 |
1.4577 |
1.4577 |
1.4853 |
|
| S3 |
1.4294 |
1.4458 |
1.4827 |
|
| S4 |
1.4011 |
1.4175 |
1.4749 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6947 |
1.6665 |
1.5230 |
|
| R3 |
1.6151 |
1.5869 |
1.5011 |
|
| R2 |
1.5355 |
1.5355 |
1.4938 |
|
| R1 |
1.5073 |
1.5073 |
1.4865 |
1.5214 |
| PP |
1.4559 |
1.4559 |
1.4559 |
1.4629 |
| S1 |
1.4277 |
1.4277 |
1.4719 |
1.4418 |
| S2 |
1.3763 |
1.3763 |
1.4646 |
|
| S3 |
1.2967 |
1.3481 |
1.4573 |
|
| S4 |
1.2171 |
1.2685 |
1.4354 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4979 |
1.4149 |
0.0830 |
5.6% |
0.0294 |
2.0% |
91% |
True |
False |
79,930 |
| 10 |
1.4979 |
1.3917 |
0.1062 |
7.1% |
0.0319 |
2.1% |
93% |
True |
False |
79,851 |
| 20 |
1.5130 |
1.3492 |
0.1638 |
11.0% |
0.0366 |
2.5% |
86% |
False |
False |
76,920 |
| 40 |
1.5700 |
1.3492 |
0.2208 |
14.8% |
0.0360 |
2.4% |
64% |
False |
False |
61,259 |
| 60 |
1.5700 |
1.3492 |
0.2208 |
14.8% |
0.0334 |
2.2% |
64% |
False |
False |
41,811 |
| 80 |
1.7225 |
1.3492 |
0.3733 |
25.0% |
0.0319 |
2.1% |
38% |
False |
False |
31,404 |
| 100 |
1.8480 |
1.3492 |
0.4988 |
33.5% |
0.0289 |
1.9% |
28% |
False |
False |
25,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6182 |
|
2.618 |
1.5720 |
|
1.618 |
1.5437 |
|
1.000 |
1.5262 |
|
0.618 |
1.5154 |
|
HIGH |
1.4979 |
|
0.618 |
1.4871 |
|
0.500 |
1.4838 |
|
0.382 |
1.4804 |
|
LOW |
1.4696 |
|
0.618 |
1.4521 |
|
1.000 |
1.4413 |
|
1.618 |
1.4238 |
|
2.618 |
1.3955 |
|
4.250 |
1.3493 |
|
|
| Fisher Pivots for day following 09-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4883 |
1.4826 |
| PP |
1.4860 |
1.4748 |
| S1 |
1.4838 |
1.4669 |
|