CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 02-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4309 |
1.4267 |
-0.0042 |
-0.3% |
1.4403 |
| High |
1.4366 |
1.4288 |
-0.0078 |
-0.5% |
1.4660 |
| Low |
1.4108 |
1.3957 |
-0.0151 |
-1.1% |
1.4108 |
| Close |
1.4323 |
1.4036 |
-0.0287 |
-2.0% |
1.4323 |
| Range |
0.0258 |
0.0331 |
0.0073 |
28.3% |
0.0552 |
| ATR |
0.0312 |
0.0316 |
0.0004 |
1.2% |
0.0000 |
| Volume |
66,218 |
78,986 |
12,768 |
19.3% |
325,210 |
|
| Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5087 |
1.4892 |
1.4218 |
|
| R3 |
1.4756 |
1.4561 |
1.4127 |
|
| R2 |
1.4425 |
1.4425 |
1.4097 |
|
| R1 |
1.4230 |
1.4230 |
1.4066 |
1.4162 |
| PP |
1.4094 |
1.4094 |
1.4094 |
1.4060 |
| S1 |
1.3899 |
1.3899 |
1.4006 |
1.3831 |
| S2 |
1.3763 |
1.3763 |
1.3975 |
|
| S3 |
1.3432 |
1.3568 |
1.3945 |
|
| S4 |
1.3101 |
1.3237 |
1.3854 |
|
|
| 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 |
1.4597 |
1.3957 |
0.0640 |
4.6% |
0.0289 |
2.1% |
12% |
False |
True |
66,909 |
| 10 |
1.4660 |
1.3957 |
0.0703 |
5.0% |
0.0272 |
1.9% |
11% |
False |
True |
61,697 |
| 20 |
1.4979 |
1.3957 |
0.1022 |
7.3% |
0.0299 |
2.1% |
8% |
False |
True |
71,774 |
| 40 |
1.5356 |
1.3492 |
0.1864 |
13.3% |
0.0337 |
2.4% |
29% |
False |
False |
69,868 |
| 60 |
1.5700 |
1.3492 |
0.2208 |
15.7% |
0.0333 |
2.4% |
25% |
False |
False |
57,448 |
| 80 |
1.6066 |
1.3492 |
0.2574 |
18.3% |
0.0320 |
2.3% |
21% |
False |
False |
43,253 |
| 100 |
1.7600 |
1.3492 |
0.4108 |
29.3% |
0.0308 |
2.2% |
13% |
False |
False |
34,643 |
| 120 |
1.8480 |
1.3492 |
0.4988 |
35.5% |
0.0282 |
2.0% |
11% |
False |
False |
28,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5695 |
|
2.618 |
1.5155 |
|
1.618 |
1.4824 |
|
1.000 |
1.4619 |
|
0.618 |
1.4493 |
|
HIGH |
1.4288 |
|
0.618 |
1.4162 |
|
0.500 |
1.4123 |
|
0.382 |
1.4083 |
|
LOW |
1.3957 |
|
0.618 |
1.3752 |
|
1.000 |
1.3626 |
|
1.618 |
1.3421 |
|
2.618 |
1.3090 |
|
4.250 |
1.2550 |
|
|
| Fisher Pivots for day following 02-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4123 |
1.4172 |
| PP |
1.4094 |
1.4127 |
| S1 |
1.4065 |
1.4081 |
|