CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 10-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4126 |
1.3779 |
-0.0347 |
-2.5% |
1.4267 |
| High |
1.4183 |
1.3907 |
-0.0276 |
-1.9% |
1.4309 |
| Low |
1.3742 |
1.3688 |
-0.0054 |
-0.4% |
1.3957 |
| Close |
1.3799 |
1.3720 |
-0.0079 |
-0.6% |
1.4093 |
| Range |
0.0441 |
0.0219 |
-0.0222 |
-50.3% |
0.0352 |
| ATR |
0.0301 |
0.0295 |
-0.0006 |
-2.0% |
0.0000 |
| Volume |
80,918 |
101,435 |
20,517 |
25.4% |
355,286 |
|
| Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4429 |
1.4293 |
1.3840 |
|
| R3 |
1.4210 |
1.4074 |
1.3780 |
|
| R2 |
1.3991 |
1.3991 |
1.3760 |
|
| R1 |
1.3855 |
1.3855 |
1.3740 |
1.3814 |
| PP |
1.3772 |
1.3772 |
1.3772 |
1.3751 |
| S1 |
1.3636 |
1.3636 |
1.3700 |
1.3595 |
| S2 |
1.3553 |
1.3553 |
1.3680 |
|
| S3 |
1.3334 |
1.3417 |
1.3660 |
|
| S4 |
1.3115 |
1.3198 |
1.3600 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5176 |
1.4986 |
1.4287 |
|
| R3 |
1.4824 |
1.4634 |
1.4190 |
|
| R2 |
1.4472 |
1.4472 |
1.4158 |
|
| R1 |
1.4282 |
1.4282 |
1.4125 |
1.4201 |
| PP |
1.4120 |
1.4120 |
1.4120 |
1.4079 |
| S1 |
1.3930 |
1.3930 |
1.4061 |
1.3849 |
| S2 |
1.3768 |
1.3768 |
1.4028 |
|
| S3 |
1.3416 |
1.3578 |
1.3996 |
|
| S4 |
1.3064 |
1.3226 |
1.3899 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4309 |
1.3688 |
0.0621 |
4.5% |
0.0268 |
2.0% |
5% |
False |
True |
76,324 |
| 10 |
1.4597 |
1.3688 |
0.0909 |
6.6% |
0.0276 |
2.0% |
4% |
False |
True |
73,376 |
| 20 |
1.4904 |
1.3688 |
0.1216 |
8.9% |
0.0279 |
2.0% |
3% |
False |
True |
70,497 |
| 40 |
1.5130 |
1.3492 |
0.1638 |
11.9% |
0.0322 |
2.3% |
14% |
False |
False |
73,708 |
| 60 |
1.5700 |
1.3492 |
0.2208 |
16.1% |
0.0333 |
2.4% |
10% |
False |
False |
64,338 |
| 80 |
1.5700 |
1.3492 |
0.2208 |
16.1% |
0.0320 |
2.3% |
10% |
False |
False |
48,982 |
| 100 |
1.7225 |
1.3492 |
0.3733 |
27.2% |
0.0311 |
2.3% |
6% |
False |
False |
39,222 |
| 120 |
1.8480 |
1.3492 |
0.4988 |
36.4% |
0.0287 |
2.1% |
5% |
False |
False |
32,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4838 |
|
2.618 |
1.4480 |
|
1.618 |
1.4261 |
|
1.000 |
1.4126 |
|
0.618 |
1.4042 |
|
HIGH |
1.3907 |
|
0.618 |
1.3823 |
|
0.500 |
1.3798 |
|
0.382 |
1.3772 |
|
LOW |
1.3688 |
|
0.618 |
1.3553 |
|
1.000 |
1.3469 |
|
1.618 |
1.3334 |
|
2.618 |
1.3115 |
|
4.250 |
1.2757 |
|
|
| Fisher Pivots for day following 10-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3798 |
1.3999 |
| PP |
1.3772 |
1.3906 |
| S1 |
1.3746 |
1.3813 |
|