CME British Pound Future March 2009
Trading Metrics calculated at close of trading on 18-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
1.4225 |
1.4242 |
0.0017 |
0.1% |
1.4795 |
High |
1.4316 |
1.4297 |
-0.0019 |
-0.1% |
1.4979 |
Low |
1.4121 |
1.4090 |
-0.0031 |
-0.2% |
1.4132 |
Close |
1.4263 |
1.4217 |
-0.0046 |
-0.3% |
1.4381 |
Range |
0.0195 |
0.0207 |
0.0012 |
6.2% |
0.0847 |
ATR |
0.0341 |
0.0332 |
-0.0010 |
-2.8% |
0.0000 |
Volume |
0 |
78,680 |
78,680 |
|
416,706 |
|
Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4822 |
1.4727 |
1.4331 |
|
R3 |
1.4615 |
1.4520 |
1.4274 |
|
R2 |
1.4408 |
1.4408 |
1.4255 |
|
R1 |
1.4313 |
1.4313 |
1.4236 |
1.4257 |
PP |
1.4201 |
1.4201 |
1.4201 |
1.4174 |
S1 |
1.4106 |
1.4106 |
1.4198 |
1.4050 |
S2 |
1.3994 |
1.3994 |
1.4179 |
|
S3 |
1.3787 |
1.3899 |
1.4160 |
|
S4 |
1.3580 |
1.3692 |
1.4103 |
|
|
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 |
1.4604 |
1.4090 |
0.0514 |
3.6% |
0.0257 |
1.8% |
25% |
False |
True |
69,767 |
10 |
1.4979 |
1.4090 |
0.0889 |
6.3% |
0.0288 |
2.0% |
14% |
False |
True |
73,827 |
20 |
1.4979 |
1.3492 |
0.1487 |
10.5% |
0.0325 |
2.3% |
49% |
False |
False |
79,304 |
40 |
1.5356 |
1.3492 |
0.1864 |
13.1% |
0.0334 |
2.4% |
39% |
False |
False |
62,943 |
60 |
1.5700 |
1.3492 |
0.2208 |
15.5% |
0.0338 |
2.4% |
33% |
False |
False |
48,651 |
80 |
1.6565 |
1.3492 |
0.3073 |
21.6% |
0.0327 |
2.3% |
24% |
False |
False |
36,544 |
100 |
1.8292 |
1.3492 |
0.4800 |
33.8% |
0.0299 |
2.1% |
15% |
False |
False |
29,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5177 |
2.618 |
1.4839 |
1.618 |
1.4632 |
1.000 |
1.4504 |
0.618 |
1.4425 |
HIGH |
1.4297 |
0.618 |
1.4218 |
0.500 |
1.4194 |
0.382 |
1.4169 |
LOW |
1.4090 |
0.618 |
1.3962 |
1.000 |
1.3883 |
1.618 |
1.3755 |
2.618 |
1.3548 |
4.250 |
1.3210 |
|
|
Fisher Pivots for day following 18-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
1.4209 |
1.4347 |
PP |
1.4201 |
1.4304 |
S1 |
1.4194 |
1.4260 |
|