CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 12-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3749 |
1.3868 |
0.0119 |
0.9% |
1.4267 |
| High |
1.3889 |
1.3986 |
0.0097 |
0.7% |
1.4309 |
| Low |
1.3653 |
1.3700 |
0.0047 |
0.3% |
1.3957 |
| Close |
1.3848 |
1.3911 |
0.0063 |
0.5% |
1.4093 |
| Range |
0.0236 |
0.0286 |
0.0050 |
21.2% |
0.0352 |
| ATR |
0.0291 |
0.0291 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
89,827 |
71,344 |
-18,483 |
-20.6% |
355,286 |
|
| Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4724 |
1.4603 |
1.4068 |
|
| R3 |
1.4438 |
1.4317 |
1.3990 |
|
| R2 |
1.4152 |
1.4152 |
1.3963 |
|
| R1 |
1.4031 |
1.4031 |
1.3937 |
1.4092 |
| PP |
1.3866 |
1.3866 |
1.3866 |
1.3896 |
| S1 |
1.3745 |
1.3745 |
1.3885 |
1.3806 |
| S2 |
1.3580 |
1.3580 |
1.3859 |
|
| S3 |
1.3294 |
1.3459 |
1.3832 |
|
| S4 |
1.3008 |
1.3173 |
1.3754 |
|
|
| 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 |
1.3653 |
0.0656 |
4.7% |
0.0290 |
2.1% |
39% |
False |
False |
82,989 |
| 10 |
1.4366 |
1.3653 |
0.0713 |
5.1% |
0.0263 |
1.9% |
36% |
False |
False |
76,502 |
| 20 |
1.4660 |
1.3653 |
0.1007 |
7.2% |
0.0270 |
1.9% |
26% |
False |
False |
70,424 |
| 40 |
1.4979 |
1.3492 |
0.1487 |
10.7% |
0.0317 |
2.3% |
28% |
False |
False |
74,996 |
| 60 |
1.5700 |
1.3492 |
0.2208 |
15.9% |
0.0331 |
2.4% |
19% |
False |
False |
65,809 |
| 80 |
1.5700 |
1.3492 |
0.2208 |
15.9% |
0.0320 |
2.3% |
19% |
False |
False |
50,992 |
| 100 |
1.7219 |
1.3492 |
0.3727 |
26.8% |
0.0314 |
2.3% |
11% |
False |
False |
40,828 |
| 120 |
1.8480 |
1.3492 |
0.4988 |
35.9% |
0.0290 |
2.1% |
8% |
False |
False |
34,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5202 |
|
2.618 |
1.4735 |
|
1.618 |
1.4449 |
|
1.000 |
1.4272 |
|
0.618 |
1.4163 |
|
HIGH |
1.3986 |
|
0.618 |
1.3877 |
|
0.500 |
1.3843 |
|
0.382 |
1.3809 |
|
LOW |
1.3700 |
|
0.618 |
1.3523 |
|
1.000 |
1.3414 |
|
1.618 |
1.3237 |
|
2.618 |
1.2951 |
|
4.250 |
1.2485 |
|
|
| Fisher Pivots for day following 12-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3888 |
1.3881 |
| PP |
1.3866 |
1.3850 |
| S1 |
1.3843 |
1.3820 |
|