CME British Pound Future March 2009
Trading Metrics calculated at close of trading on 10-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2009 |
10-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
1.4795 |
1.4898 |
0.0103 |
0.7% |
1.4471 |
High |
1.4979 |
1.4904 |
-0.0075 |
-0.5% |
1.4840 |
Low |
1.4696 |
1.4450 |
-0.0246 |
-1.7% |
1.4044 |
Close |
1.4905 |
1.4479 |
-0.0426 |
-2.9% |
1.4792 |
Range |
0.0283 |
0.0454 |
0.0171 |
60.4% |
0.0796 |
ATR |
0.0347 |
0.0355 |
0.0008 |
2.2% |
0.0000 |
Volume |
82,388 |
64,161 |
-18,227 |
-22.1% |
401,798 |
|
Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5973 |
1.5680 |
1.4729 |
|
R3 |
1.5519 |
1.5226 |
1.4604 |
|
R2 |
1.5065 |
1.5065 |
1.4562 |
|
R1 |
1.4772 |
1.4772 |
1.4521 |
1.4692 |
PP |
1.4611 |
1.4611 |
1.4611 |
1.4571 |
S1 |
1.4318 |
1.4318 |
1.4437 |
1.4238 |
S2 |
1.4157 |
1.4157 |
1.4396 |
|
S3 |
1.3703 |
1.3864 |
1.4354 |
|
S4 |
1.3249 |
1.3410 |
1.4229 |
|
|
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 |
1.4313 |
0.0666 |
4.6% |
0.0319 |
2.2% |
25% |
False |
False |
77,887 |
10 |
1.4979 |
1.4044 |
0.0935 |
6.5% |
0.0333 |
2.3% |
47% |
False |
False |
78,687 |
20 |
1.4979 |
1.3492 |
0.1487 |
10.3% |
0.0371 |
2.6% |
66% |
False |
False |
77,461 |
40 |
1.5700 |
1.3492 |
0.2208 |
15.2% |
0.0363 |
2.5% |
45% |
False |
False |
62,313 |
60 |
1.5700 |
1.3492 |
0.2208 |
15.2% |
0.0336 |
2.3% |
45% |
False |
False |
42,876 |
80 |
1.7225 |
1.3492 |
0.3733 |
25.8% |
0.0324 |
2.2% |
26% |
False |
False |
32,198 |
100 |
1.8480 |
1.3492 |
0.4988 |
34.4% |
0.0293 |
2.0% |
20% |
False |
False |
25,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6834 |
2.618 |
1.6093 |
1.618 |
1.5639 |
1.000 |
1.5358 |
0.618 |
1.5185 |
HIGH |
1.4904 |
0.618 |
1.4731 |
0.500 |
1.4677 |
0.382 |
1.4623 |
LOW |
1.4450 |
0.618 |
1.4169 |
1.000 |
1.3996 |
1.618 |
1.3715 |
2.618 |
1.3261 |
4.250 |
1.2521 |
|
|
Fisher Pivots for day following 10-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
1.4677 |
1.4715 |
PP |
1.4611 |
1.4636 |
S1 |
1.4545 |
1.4558 |
|