CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 12-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4530 |
1.4371 |
-0.0159 |
-1.1% |
1.4471 |
| High |
1.4563 |
1.4410 |
-0.0153 |
-1.1% |
1.4840 |
| Low |
1.4310 |
1.4132 |
-0.0178 |
-1.2% |
1.4044 |
| Close |
1.4374 |
1.4190 |
-0.0184 |
-1.3% |
1.4792 |
| Range |
0.0253 |
0.0278 |
0.0025 |
9.9% |
0.0796 |
| ATR |
0.0347 |
0.0343 |
-0.0005 |
-1.4% |
0.0000 |
| Volume |
98,461 |
86,666 |
-11,795 |
-12.0% |
401,798 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5078 |
1.4912 |
1.4343 |
|
| R3 |
1.4800 |
1.4634 |
1.4266 |
|
| R2 |
1.4522 |
1.4522 |
1.4241 |
|
| R1 |
1.4356 |
1.4356 |
1.4215 |
1.4300 |
| PP |
1.4244 |
1.4244 |
1.4244 |
1.4216 |
| S1 |
1.4078 |
1.4078 |
1.4165 |
1.4022 |
| S2 |
1.3966 |
1.3966 |
1.4139 |
|
| S3 |
1.3688 |
1.3800 |
1.4114 |
|
| S4 |
1.3410 |
1.3522 |
1.4037 |
|
|
| 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 |
1.4132 |
0.0847 |
6.0% |
0.0305 |
2.2% |
7% |
False |
True |
83,864 |
| 10 |
1.4979 |
1.4044 |
0.0935 |
6.6% |
0.0326 |
2.3% |
16% |
False |
False |
81,277 |
| 20 |
1.4979 |
1.3492 |
0.1487 |
10.5% |
0.0368 |
2.6% |
47% |
False |
False |
80,599 |
| 40 |
1.5700 |
1.3492 |
0.2208 |
15.6% |
0.0357 |
2.5% |
32% |
False |
False |
64,012 |
| 60 |
1.5700 |
1.3492 |
0.2208 |
15.6% |
0.0337 |
2.4% |
32% |
False |
False |
45,953 |
| 80 |
1.6780 |
1.3492 |
0.3288 |
23.2% |
0.0326 |
2.3% |
21% |
False |
False |
34,504 |
| 100 |
1.8480 |
1.3492 |
0.4988 |
35.2% |
0.0295 |
2.1% |
14% |
False |
False |
27,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5592 |
|
2.618 |
1.5138 |
|
1.618 |
1.4860 |
|
1.000 |
1.4688 |
|
0.618 |
1.4582 |
|
HIGH |
1.4410 |
|
0.618 |
1.4304 |
|
0.500 |
1.4271 |
|
0.382 |
1.4238 |
|
LOW |
1.4132 |
|
0.618 |
1.3960 |
|
1.000 |
1.3854 |
|
1.618 |
1.3682 |
|
2.618 |
1.3404 |
|
4.250 |
1.2951 |
|
|
| Fisher Pivots for day following 12-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4271 |
1.4518 |
| PP |
1.4244 |
1.4409 |
| S1 |
1.4217 |
1.4299 |
|