CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 13-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4371 |
1.4277 |
-0.0094 |
-0.7% |
1.4795 |
| High |
1.4410 |
1.4604 |
0.0194 |
1.3% |
1.4979 |
| Low |
1.4132 |
1.4250 |
0.0118 |
0.8% |
1.4132 |
| Close |
1.4190 |
1.4381 |
0.0191 |
1.3% |
1.4381 |
| Range |
0.0278 |
0.0354 |
0.0076 |
27.3% |
0.0847 |
| ATR |
0.0343 |
0.0348 |
0.0005 |
1.5% |
0.0000 |
| Volume |
86,666 |
85,030 |
-1,636 |
-1.9% |
416,706 |
|
| Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5474 |
1.5281 |
1.4576 |
|
| R3 |
1.5120 |
1.4927 |
1.4478 |
|
| R2 |
1.4766 |
1.4766 |
1.4446 |
|
| R1 |
1.4573 |
1.4573 |
1.4413 |
1.4670 |
| PP |
1.4412 |
1.4412 |
1.4412 |
1.4460 |
| S1 |
1.4219 |
1.4219 |
1.4349 |
1.4316 |
| S2 |
1.4058 |
1.4058 |
1.4316 |
|
| S3 |
1.3704 |
1.3865 |
1.4284 |
|
| S4 |
1.3350 |
1.3511 |
1.4186 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7038 |
1.6557 |
1.4847 |
|
| R3 |
1.6191 |
1.5710 |
1.4614 |
|
| R2 |
1.5344 |
1.5344 |
1.4536 |
|
| R1 |
1.4863 |
1.4863 |
1.4459 |
1.4680 |
| PP |
1.4497 |
1.4497 |
1.4497 |
1.4406 |
| S1 |
1.4016 |
1.4016 |
1.4303 |
1.3833 |
| S2 |
1.3650 |
1.3650 |
1.4226 |
|
| S3 |
1.2803 |
1.3169 |
1.4148 |
|
| S4 |
1.1956 |
1.2322 |
1.3915 |
|
|
| 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 |
5.9% |
0.0324 |
2.3% |
29% |
False |
False |
83,341 |
| 10 |
1.4979 |
1.4044 |
0.0935 |
6.5% |
0.0326 |
2.3% |
36% |
False |
False |
81,850 |
| 20 |
1.4979 |
1.3492 |
0.1487 |
10.3% |
0.0375 |
2.6% |
60% |
False |
False |
81,989 |
| 40 |
1.5700 |
1.3492 |
0.2208 |
15.4% |
0.0355 |
2.5% |
40% |
False |
False |
64,422 |
| 60 |
1.5700 |
1.3492 |
0.2208 |
15.4% |
0.0341 |
2.4% |
40% |
False |
False |
47,368 |
| 80 |
1.6565 |
1.3492 |
0.3073 |
21.4% |
0.0327 |
2.3% |
29% |
False |
False |
35,564 |
| 100 |
1.8480 |
1.3492 |
0.4988 |
34.7% |
0.0297 |
2.1% |
18% |
False |
False |
28,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6109 |
|
2.618 |
1.5531 |
|
1.618 |
1.5177 |
|
1.000 |
1.4958 |
|
0.618 |
1.4823 |
|
HIGH |
1.4604 |
|
0.618 |
1.4469 |
|
0.500 |
1.4427 |
|
0.382 |
1.4385 |
|
LOW |
1.4250 |
|
0.618 |
1.4031 |
|
1.000 |
1.3896 |
|
1.618 |
1.3677 |
|
2.618 |
1.3323 |
|
4.250 |
1.2746 |
|
|
| Fisher Pivots for day following 13-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4427 |
1.4377 |
| PP |
1.4412 |
1.4372 |
| S1 |
1.4396 |
1.4368 |
|