CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 19-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4242 |
1.4229 |
-0.0013 |
-0.1% |
1.4795 |
| High |
1.4297 |
1.4451 |
0.0154 |
1.1% |
1.4979 |
| Low |
1.4090 |
1.4215 |
0.0125 |
0.9% |
1.4132 |
| Close |
1.4217 |
1.4299 |
0.0082 |
0.6% |
1.4381 |
| Range |
0.0207 |
0.0236 |
0.0029 |
14.0% |
0.0847 |
| ATR |
0.0332 |
0.0325 |
-0.0007 |
-2.1% |
0.0000 |
| Volume |
78,680 |
65,289 |
-13,391 |
-17.0% |
416,706 |
|
| Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5030 |
1.4900 |
1.4429 |
|
| R3 |
1.4794 |
1.4664 |
1.4364 |
|
| R2 |
1.4558 |
1.4558 |
1.4342 |
|
| R1 |
1.4428 |
1.4428 |
1.4321 |
1.4493 |
| PP |
1.4322 |
1.4322 |
1.4322 |
1.4354 |
| S1 |
1.4192 |
1.4192 |
1.4277 |
1.4257 |
| S2 |
1.4086 |
1.4086 |
1.4256 |
|
| S3 |
1.3850 |
1.3956 |
1.4234 |
|
| S4 |
1.3614 |
1.3720 |
1.4169 |
|
|
| 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% |
0.0254 |
1.8% |
41% |
False |
False |
63,133 |
| 10 |
1.4979 |
1.4090 |
0.0889 |
6.2% |
0.0286 |
2.0% |
24% |
False |
False |
72,628 |
| 20 |
1.4979 |
1.3492 |
0.1487 |
10.4% |
0.0317 |
2.2% |
54% |
False |
False |
76,057 |
| 40 |
1.5356 |
1.3492 |
0.1864 |
13.0% |
0.0331 |
2.3% |
43% |
False |
False |
62,593 |
| 60 |
1.5700 |
1.3492 |
0.2208 |
15.4% |
0.0337 |
2.4% |
37% |
False |
False |
49,691 |
| 80 |
1.6565 |
1.3492 |
0.3073 |
21.5% |
0.0324 |
2.3% |
26% |
False |
False |
37,355 |
| 100 |
1.8089 |
1.3492 |
0.4597 |
32.1% |
0.0301 |
2.1% |
18% |
False |
False |
29,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5454 |
|
2.618 |
1.5069 |
|
1.618 |
1.4833 |
|
1.000 |
1.4687 |
|
0.618 |
1.4597 |
|
HIGH |
1.4451 |
|
0.618 |
1.4361 |
|
0.500 |
1.4333 |
|
0.382 |
1.4305 |
|
LOW |
1.4215 |
|
0.618 |
1.4069 |
|
1.000 |
1.3979 |
|
1.618 |
1.3833 |
|
2.618 |
1.3597 |
|
4.250 |
1.3212 |
|
|
| Fisher Pivots for day following 19-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4333 |
1.4290 |
| PP |
1.4322 |
1.4280 |
| S1 |
1.4310 |
1.4271 |
|