CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 13-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3868 |
1.3916 |
0.0048 |
0.3% |
1.4126 |
| High |
1.3986 |
1.4069 |
0.0083 |
0.6% |
1.4183 |
| Low |
1.3700 |
1.3865 |
0.0165 |
1.2% |
1.3653 |
| Close |
1.3911 |
1.3969 |
0.0058 |
0.4% |
1.3969 |
| Range |
0.0286 |
0.0204 |
-0.0082 |
-28.7% |
0.0530 |
| ATR |
0.0291 |
0.0285 |
-0.0006 |
-2.1% |
0.0000 |
| Volume |
71,344 |
45,753 |
-25,591 |
-35.9% |
389,277 |
|
| Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4580 |
1.4478 |
1.4081 |
|
| R3 |
1.4376 |
1.4274 |
1.4025 |
|
| R2 |
1.4172 |
1.4172 |
1.4006 |
|
| R1 |
1.4070 |
1.4070 |
1.3988 |
1.4121 |
| PP |
1.3968 |
1.3968 |
1.3968 |
1.3993 |
| S1 |
1.3866 |
1.3866 |
1.3950 |
1.3917 |
| S2 |
1.3764 |
1.3764 |
1.3932 |
|
| S3 |
1.3560 |
1.3662 |
1.3913 |
|
| S4 |
1.3356 |
1.3458 |
1.3857 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5525 |
1.5277 |
1.4261 |
|
| R3 |
1.4995 |
1.4747 |
1.4115 |
|
| R2 |
1.4465 |
1.4465 |
1.4066 |
|
| R1 |
1.4217 |
1.4217 |
1.4018 |
1.4076 |
| PP |
1.3935 |
1.3935 |
1.3935 |
1.3865 |
| S1 |
1.3687 |
1.3687 |
1.3920 |
1.3546 |
| S2 |
1.3405 |
1.3405 |
1.3872 |
|
| S3 |
1.2875 |
1.3157 |
1.3823 |
|
| S4 |
1.2345 |
1.2627 |
1.3678 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4183 |
1.3653 |
0.0530 |
3.8% |
0.0277 |
2.0% |
60% |
False |
False |
77,855 |
| 10 |
1.4309 |
1.3653 |
0.0656 |
4.7% |
0.0257 |
1.8% |
48% |
False |
False |
74,456 |
| 20 |
1.4660 |
1.3653 |
0.1007 |
7.2% |
0.0266 |
1.9% |
31% |
False |
False |
68,379 |
| 40 |
1.4979 |
1.3492 |
0.1487 |
10.6% |
0.0317 |
2.3% |
32% |
False |
False |
74,489 |
| 60 |
1.5700 |
1.3492 |
0.2208 |
15.8% |
0.0327 |
2.3% |
22% |
False |
False |
65,468 |
| 80 |
1.5700 |
1.3492 |
0.2208 |
15.8% |
0.0319 |
2.3% |
22% |
False |
False |
51,559 |
| 100 |
1.6780 |
1.3492 |
0.3288 |
23.5% |
0.0314 |
2.2% |
15% |
False |
False |
41,279 |
| 120 |
1.8480 |
1.3492 |
0.4988 |
35.7% |
0.0290 |
2.1% |
10% |
False |
False |
34,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4936 |
|
2.618 |
1.4603 |
|
1.618 |
1.4399 |
|
1.000 |
1.4273 |
|
0.618 |
1.4195 |
|
HIGH |
1.4069 |
|
0.618 |
1.3991 |
|
0.500 |
1.3967 |
|
0.382 |
1.3943 |
|
LOW |
1.3865 |
|
0.618 |
1.3739 |
|
1.000 |
1.3661 |
|
1.618 |
1.3535 |
|
2.618 |
1.3331 |
|
4.250 |
1.2998 |
|
|
| Fisher Pivots for day following 13-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3968 |
1.3933 |
| PP |
1.3968 |
1.3897 |
| S1 |
1.3967 |
1.3861 |
|