CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4277 |
1.4225 |
-0.0052 |
-0.4% |
1.4795 |
| High |
1.4604 |
1.4316 |
-0.0288 |
-2.0% |
1.4979 |
| Low |
1.4250 |
1.4121 |
-0.0129 |
-0.9% |
1.4132 |
| Close |
1.4381 |
1.4263 |
-0.0118 |
-0.8% |
1.4381 |
| Range |
0.0354 |
0.0195 |
-0.0159 |
-44.9% |
0.0847 |
| ATR |
0.0348 |
0.0341 |
-0.0006 |
-1.8% |
0.0000 |
| Volume |
85,030 |
0 |
-85,030 |
-100.0% |
416,706 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4818 |
1.4736 |
1.4370 |
|
| R3 |
1.4623 |
1.4541 |
1.4317 |
|
| R2 |
1.4428 |
1.4428 |
1.4299 |
|
| R1 |
1.4346 |
1.4346 |
1.4281 |
1.4387 |
| PP |
1.4233 |
1.4233 |
1.4233 |
1.4254 |
| S1 |
1.4151 |
1.4151 |
1.4245 |
1.4192 |
| S2 |
1.4038 |
1.4038 |
1.4227 |
|
| S3 |
1.3843 |
1.3956 |
1.4209 |
|
| S4 |
1.3648 |
1.3761 |
1.4156 |
|
|
| 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 |
1.4904 |
1.4121 |
0.0783 |
5.5% |
0.0307 |
2.2% |
18% |
False |
True |
66,863 |
| 10 |
1.4979 |
1.4121 |
0.0858 |
6.0% |
0.0301 |
2.1% |
17% |
False |
True |
73,397 |
| 20 |
1.4979 |
1.3492 |
0.1487 |
10.4% |
0.0368 |
2.6% |
52% |
False |
False |
78,795 |
| 40 |
1.5601 |
1.3492 |
0.2109 |
14.8% |
0.0348 |
2.4% |
37% |
False |
False |
63,054 |
| 60 |
1.5700 |
1.3492 |
0.2208 |
15.5% |
0.0339 |
2.4% |
35% |
False |
False |
47,368 |
| 80 |
1.6565 |
1.3492 |
0.3073 |
21.5% |
0.0326 |
2.3% |
25% |
False |
False |
35,564 |
| 100 |
1.8480 |
1.3492 |
0.4988 |
35.0% |
0.0299 |
2.1% |
15% |
False |
False |
28,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5145 |
|
2.618 |
1.4827 |
|
1.618 |
1.4632 |
|
1.000 |
1.4511 |
|
0.618 |
1.4437 |
|
HIGH |
1.4316 |
|
0.618 |
1.4242 |
|
0.500 |
1.4219 |
|
0.382 |
1.4195 |
|
LOW |
1.4121 |
|
0.618 |
1.4000 |
|
1.000 |
1.3926 |
|
1.618 |
1.3805 |
|
2.618 |
1.3610 |
|
4.250 |
1.3292 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4248 |
1.4363 |
| PP |
1.4233 |
1.4329 |
| S1 |
1.4219 |
1.4296 |
|