CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 04-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4040 |
1.4034 |
-0.0006 |
0.0% |
1.4403 |
| High |
1.4157 |
1.4199 |
0.0042 |
0.3% |
1.4660 |
| Low |
1.3982 |
1.3983 |
0.0001 |
0.0% |
1.4108 |
| Close |
1.4076 |
1.4156 |
0.0080 |
0.6% |
1.4323 |
| Range |
0.0175 |
0.0216 |
0.0041 |
23.4% |
0.0552 |
| ATR |
0.0306 |
0.0300 |
-0.0006 |
-2.1% |
0.0000 |
| Volume |
77,031 |
65,511 |
-11,520 |
-15.0% |
325,210 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4761 |
1.4674 |
1.4275 |
|
| R3 |
1.4545 |
1.4458 |
1.4215 |
|
| R2 |
1.4329 |
1.4329 |
1.4196 |
|
| R1 |
1.4242 |
1.4242 |
1.4176 |
1.4286 |
| PP |
1.4113 |
1.4113 |
1.4113 |
1.4134 |
| S1 |
1.4026 |
1.4026 |
1.4136 |
1.4070 |
| S2 |
1.3897 |
1.3897 |
1.4116 |
|
| S3 |
1.3681 |
1.3810 |
1.4097 |
|
| S4 |
1.3465 |
1.3594 |
1.4037 |
|
|
| 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 |
1.4387 |
1.3957 |
0.0430 |
3.0% |
0.0241 |
1.7% |
46% |
False |
False |
71,278 |
| 10 |
1.4660 |
1.3957 |
0.0703 |
5.0% |
0.0271 |
1.9% |
28% |
False |
False |
68,083 |
| 20 |
1.4979 |
1.3957 |
0.1022 |
7.2% |
0.0280 |
2.0% |
19% |
False |
False |
70,955 |
| 40 |
1.5356 |
1.3492 |
0.1864 |
13.2% |
0.0334 |
2.4% |
36% |
False |
False |
72,345 |
| 60 |
1.5700 |
1.3492 |
0.2208 |
15.6% |
0.0330 |
2.3% |
30% |
False |
False |
59,769 |
| 80 |
1.5753 |
1.3492 |
0.2261 |
16.0% |
0.0318 |
2.2% |
29% |
False |
False |
45,033 |
| 100 |
1.7520 |
1.3492 |
0.4028 |
28.5% |
0.0307 |
2.2% |
16% |
False |
False |
36,067 |
| 120 |
1.8480 |
1.3492 |
0.4988 |
35.2% |
0.0286 |
2.0% |
13% |
False |
False |
30,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5117 |
|
2.618 |
1.4764 |
|
1.618 |
1.4548 |
|
1.000 |
1.4415 |
|
0.618 |
1.4332 |
|
HIGH |
1.4199 |
|
0.618 |
1.4116 |
|
0.500 |
1.4091 |
|
0.382 |
1.4066 |
|
LOW |
1.3983 |
|
0.618 |
1.3850 |
|
1.000 |
1.3767 |
|
1.618 |
1.3634 |
|
2.618 |
1.3418 |
|
4.250 |
1.3065 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4134 |
1.4145 |
| PP |
1.4113 |
1.4134 |
| S1 |
1.4091 |
1.4123 |
|