CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 11-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4898 |
1.4530 |
-0.0368 |
-2.5% |
1.4471 |
| High |
1.4904 |
1.4563 |
-0.0341 |
-2.3% |
1.4840 |
| Low |
1.4450 |
1.4310 |
-0.0140 |
-1.0% |
1.4044 |
| Close |
1.4479 |
1.4374 |
-0.0105 |
-0.7% |
1.4792 |
| Range |
0.0454 |
0.0253 |
-0.0201 |
-44.3% |
0.0796 |
| ATR |
0.0355 |
0.0347 |
-0.0007 |
-2.0% |
0.0000 |
| Volume |
64,161 |
98,461 |
34,300 |
53.5% |
401,798 |
|
| Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5175 |
1.5027 |
1.4513 |
|
| R3 |
1.4922 |
1.4774 |
1.4444 |
|
| R2 |
1.4669 |
1.4669 |
1.4420 |
|
| R1 |
1.4521 |
1.4521 |
1.4397 |
1.4469 |
| PP |
1.4416 |
1.4416 |
1.4416 |
1.4389 |
| S1 |
1.4268 |
1.4268 |
1.4351 |
1.4216 |
| S2 |
1.4163 |
1.4163 |
1.4328 |
|
| S3 |
1.3910 |
1.4015 |
1.4304 |
|
| S4 |
1.3657 |
1.3762 |
1.4235 |
|
|
| 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 |
1.4310 |
0.0669 |
4.7% |
0.0318 |
2.2% |
10% |
False |
True |
82,123 |
| 10 |
1.4979 |
1.4044 |
0.0935 |
6.5% |
0.0333 |
2.3% |
35% |
False |
False |
80,740 |
| 20 |
1.4979 |
1.3492 |
0.1487 |
10.3% |
0.0365 |
2.5% |
59% |
False |
False |
79,569 |
| 40 |
1.5700 |
1.3492 |
0.2208 |
15.4% |
0.0362 |
2.5% |
40% |
False |
False |
63,501 |
| 60 |
1.5700 |
1.3492 |
0.2208 |
15.4% |
0.0337 |
2.3% |
40% |
False |
False |
44,515 |
| 80 |
1.7219 |
1.3492 |
0.3727 |
25.9% |
0.0325 |
2.3% |
24% |
False |
False |
33,428 |
| 100 |
1.8480 |
1.3492 |
0.4988 |
34.7% |
0.0294 |
2.0% |
18% |
False |
False |
26,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5638 |
|
2.618 |
1.5225 |
|
1.618 |
1.4972 |
|
1.000 |
1.4816 |
|
0.618 |
1.4719 |
|
HIGH |
1.4563 |
|
0.618 |
1.4466 |
|
0.500 |
1.4437 |
|
0.382 |
1.4407 |
|
LOW |
1.4310 |
|
0.618 |
1.4154 |
|
1.000 |
1.4057 |
|
1.618 |
1.3901 |
|
2.618 |
1.3648 |
|
4.250 |
1.3235 |
|
|
| Fisher Pivots for day following 11-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4437 |
1.4645 |
| PP |
1.4416 |
1.4554 |
| S1 |
1.4395 |
1.4464 |
|