CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 24-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4403 |
1.4486 |
0.0083 |
0.6% |
1.4225 |
| High |
1.4660 |
1.4578 |
-0.0082 |
-0.6% |
1.4483 |
| Low |
1.4361 |
1.4371 |
0.0010 |
0.1% |
1.4090 |
| Close |
1.4483 |
1.4489 |
0.0006 |
0.0% |
1.4438 |
| Range |
0.0299 |
0.0207 |
-0.0092 |
-30.8% |
0.0393 |
| ATR |
0.0324 |
0.0316 |
-0.0008 |
-2.6% |
0.0000 |
| Volume |
69,648 |
59,437 |
-10,211 |
-14.7% |
212,780 |
|
| Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5100 |
1.5002 |
1.4603 |
|
| R3 |
1.4893 |
1.4795 |
1.4546 |
|
| R2 |
1.4686 |
1.4686 |
1.4527 |
|
| R1 |
1.4588 |
1.4588 |
1.4508 |
1.4637 |
| PP |
1.4479 |
1.4479 |
1.4479 |
1.4504 |
| S1 |
1.4381 |
1.4381 |
1.4470 |
1.4430 |
| S2 |
1.4272 |
1.4272 |
1.4451 |
|
| S3 |
1.4065 |
1.4174 |
1.4432 |
|
| S4 |
1.3858 |
1.3967 |
1.4375 |
|
|
| 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% |
0.0257 |
1.8% |
70% |
False |
False |
68,373 |
| 10 |
1.4904 |
1.4090 |
0.0814 |
5.6% |
0.0282 |
1.9% |
49% |
False |
False |
67,618 |
| 20 |
1.4979 |
1.3917 |
0.1062 |
7.3% |
0.0301 |
2.1% |
54% |
False |
False |
73,735 |
| 40 |
1.5356 |
1.3492 |
0.1864 |
12.9% |
0.0334 |
2.3% |
53% |
False |
False |
64,689 |
| 60 |
1.5700 |
1.3492 |
0.2208 |
15.2% |
0.0332 |
2.3% |
45% |
False |
False |
52,913 |
| 80 |
1.6565 |
1.3492 |
0.3073 |
21.2% |
0.0320 |
2.2% |
32% |
False |
False |
39,817 |
| 100 |
1.7706 |
1.3492 |
0.4214 |
29.1% |
0.0302 |
2.1% |
24% |
False |
False |
31,899 |
| 120 |
1.8480 |
1.3492 |
0.4988 |
34.4% |
0.0273 |
1.9% |
20% |
False |
False |
26,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5458 |
|
2.618 |
1.5120 |
|
1.618 |
1.4913 |
|
1.000 |
1.4785 |
|
0.618 |
1.4706 |
|
HIGH |
1.4578 |
|
0.618 |
1.4499 |
|
0.500 |
1.4475 |
|
0.382 |
1.4450 |
|
LOW |
1.4371 |
|
0.618 |
1.4243 |
|
1.000 |
1.4164 |
|
1.618 |
1.4036 |
|
2.618 |
1.3829 |
|
4.250 |
1.3491 |
|
|
| Fisher Pivots for day following 24-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4484 |
1.4460 |
| PP |
1.4479 |
1.4432 |
| S1 |
1.4475 |
1.4403 |
|