CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 27-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4209 |
1.4309 |
0.0100 |
0.7% |
1.4403 |
| High |
1.4387 |
1.4366 |
-0.0021 |
-0.1% |
1.4660 |
| Low |
1.4160 |
1.4108 |
-0.0052 |
-0.4% |
1.4108 |
| Close |
1.4311 |
1.4323 |
0.0012 |
0.1% |
1.4323 |
| Range |
0.0227 |
0.0258 |
0.0031 |
13.7% |
0.0552 |
| ATR |
0.0316 |
0.0312 |
-0.0004 |
-1.3% |
0.0000 |
| Volume |
68,648 |
66,218 |
-2,430 |
-3.5% |
325,210 |
|
| Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5040 |
1.4939 |
1.4465 |
|
| R3 |
1.4782 |
1.4681 |
1.4394 |
|
| R2 |
1.4524 |
1.4524 |
1.4370 |
|
| R1 |
1.4423 |
1.4423 |
1.4347 |
1.4474 |
| PP |
1.4266 |
1.4266 |
1.4266 |
1.4291 |
| S1 |
1.4165 |
1.4165 |
1.4299 |
1.4216 |
| S2 |
1.4008 |
1.4008 |
1.4276 |
|
| S3 |
1.3750 |
1.3907 |
1.4252 |
|
| S4 |
1.3492 |
1.3649 |
1.4181 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6020 |
1.5723 |
1.4627 |
|
| R3 |
1.5468 |
1.5171 |
1.4475 |
|
| R2 |
1.4916 |
1.4916 |
1.4424 |
|
| R1 |
1.4619 |
1.4619 |
1.4374 |
1.4492 |
| PP |
1.4364 |
1.4364 |
1.4364 |
1.4300 |
| S1 |
1.4067 |
1.4067 |
1.4272 |
1.3940 |
| S2 |
1.3812 |
1.3812 |
1.4222 |
|
| S3 |
1.3260 |
1.3515 |
1.4171 |
|
| S4 |
1.2708 |
1.2963 |
1.4019 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4660 |
1.4108 |
0.0552 |
3.9% |
0.0283 |
2.0% |
39% |
False |
True |
65,042 |
| 10 |
1.4660 |
1.4090 |
0.0570 |
4.0% |
0.0274 |
1.9% |
41% |
False |
False |
62,302 |
| 20 |
1.4979 |
1.4044 |
0.0935 |
6.5% |
0.0300 |
2.1% |
30% |
False |
False |
71,789 |
| 40 |
1.5356 |
1.3492 |
0.1864 |
13.0% |
0.0338 |
2.4% |
45% |
False |
False |
68,511 |
| 60 |
1.5700 |
1.3492 |
0.2208 |
15.4% |
0.0332 |
2.3% |
38% |
False |
False |
56,150 |
| 80 |
1.6066 |
1.3492 |
0.2574 |
18.0% |
0.0321 |
2.2% |
32% |
False |
False |
42,266 |
| 100 |
1.7600 |
1.3492 |
0.4108 |
28.7% |
0.0306 |
2.1% |
20% |
False |
False |
33,855 |
| 120 |
1.8480 |
1.3492 |
0.4988 |
34.8% |
0.0280 |
2.0% |
17% |
False |
False |
28,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5463 |
|
2.618 |
1.5041 |
|
1.618 |
1.4783 |
|
1.000 |
1.4624 |
|
0.618 |
1.4525 |
|
HIGH |
1.4366 |
|
0.618 |
1.4267 |
|
0.500 |
1.4237 |
|
0.382 |
1.4207 |
|
LOW |
1.4108 |
|
0.618 |
1.3949 |
|
1.000 |
1.3850 |
|
1.618 |
1.3691 |
|
2.618 |
1.3433 |
|
4.250 |
1.3012 |
|
|
| Fisher Pivots for day following 27-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4294 |
1.4353 |
| PP |
1.4266 |
1.4343 |
| S1 |
1.4237 |
1.4333 |
|