CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 23-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4295 |
1.4403 |
0.0108 |
0.8% |
1.4225 |
| High |
1.4483 |
1.4660 |
0.0177 |
1.2% |
1.4483 |
| Low |
1.4146 |
1.4361 |
0.0215 |
1.5% |
1.4090 |
| Close |
1.4438 |
1.4483 |
0.0045 |
0.3% |
1.4438 |
| Range |
0.0337 |
0.0299 |
-0.0038 |
-11.3% |
0.0393 |
| ATR |
0.0326 |
0.0324 |
-0.0002 |
-0.6% |
0.0000 |
| Volume |
68,811 |
69,648 |
837 |
1.2% |
212,780 |
|
| Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5398 |
1.5240 |
1.4647 |
|
| R3 |
1.5099 |
1.4941 |
1.4565 |
|
| R2 |
1.4800 |
1.4800 |
1.4538 |
|
| R1 |
1.4642 |
1.4642 |
1.4510 |
1.4721 |
| PP |
1.4501 |
1.4501 |
1.4501 |
1.4541 |
| S1 |
1.4343 |
1.4343 |
1.4456 |
1.4422 |
| S2 |
1.4202 |
1.4202 |
1.4428 |
|
| S3 |
1.3903 |
1.4044 |
1.4401 |
|
| S4 |
1.3604 |
1.3745 |
1.4319 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5516 |
1.5370 |
1.4654 |
|
| R3 |
1.5123 |
1.4977 |
1.4546 |
|
| R2 |
1.4730 |
1.4730 |
1.4510 |
|
| R1 |
1.4584 |
1.4584 |
1.4474 |
1.4657 |
| PP |
1.4337 |
1.4337 |
1.4337 |
1.4374 |
| S1 |
1.4191 |
1.4191 |
1.4402 |
1.4264 |
| S2 |
1.3944 |
1.3944 |
1.4366 |
|
| S3 |
1.3551 |
1.3798 |
1.4330 |
|
| S4 |
1.3158 |
1.3405 |
1.4222 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4660 |
1.4090 |
0.0570 |
3.9% |
0.0255 |
1.8% |
69% |
True |
False |
56,485 |
| 10 |
1.4979 |
1.4090 |
0.0889 |
6.1% |
0.0290 |
2.0% |
44% |
False |
False |
69,913 |
| 20 |
1.4979 |
1.3536 |
0.1443 |
10.0% |
0.0313 |
2.2% |
66% |
False |
False |
74,312 |
| 40 |
1.5356 |
1.3492 |
0.1864 |
12.9% |
0.0333 |
2.3% |
53% |
False |
False |
63,771 |
| 60 |
1.5700 |
1.3492 |
0.2208 |
15.2% |
0.0333 |
2.3% |
45% |
False |
False |
51,943 |
| 80 |
1.6565 |
1.3492 |
0.3073 |
21.2% |
0.0322 |
2.2% |
32% |
False |
False |
39,085 |
| 100 |
1.7842 |
1.3492 |
0.4350 |
30.0% |
0.0302 |
2.1% |
23% |
False |
False |
31,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5931 |
|
2.618 |
1.5443 |
|
1.618 |
1.5144 |
|
1.000 |
1.4959 |
|
0.618 |
1.4845 |
|
HIGH |
1.4660 |
|
0.618 |
1.4546 |
|
0.500 |
1.4511 |
|
0.382 |
1.4475 |
|
LOW |
1.4361 |
|
0.618 |
1.4176 |
|
1.000 |
1.4062 |
|
1.618 |
1.3877 |
|
2.618 |
1.3578 |
|
4.250 |
1.3090 |
|
|
| Fisher Pivots for day following 23-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4511 |
1.4456 |
| PP |
1.4501 |
1.4430 |
| S1 |
1.4492 |
1.4403 |
|