CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 16-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3916 |
1.3953 |
0.0037 |
0.3% |
1.4126 |
| High |
1.4069 |
1.4231 |
0.0162 |
1.2% |
1.4183 |
| Low |
1.3865 |
1.3896 |
0.0031 |
0.2% |
1.3653 |
| Close |
1.3969 |
1.4083 |
0.0114 |
0.8% |
1.3969 |
| Range |
0.0204 |
0.0335 |
0.0131 |
64.2% |
0.0530 |
| ATR |
0.0285 |
0.0288 |
0.0004 |
1.3% |
0.0000 |
| Volume |
45,753 |
13,972 |
-31,781 |
-69.5% |
389,277 |
|
| Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5075 |
1.4914 |
1.4267 |
|
| R3 |
1.4740 |
1.4579 |
1.4175 |
|
| R2 |
1.4405 |
1.4405 |
1.4144 |
|
| R1 |
1.4244 |
1.4244 |
1.4114 |
1.4325 |
| PP |
1.4070 |
1.4070 |
1.4070 |
1.4110 |
| S1 |
1.3909 |
1.3909 |
1.4052 |
1.3990 |
| S2 |
1.3735 |
1.3735 |
1.4022 |
|
| S3 |
1.3400 |
1.3574 |
1.3991 |
|
| S4 |
1.3065 |
1.3239 |
1.3899 |
|
|
| 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 |
1.4231 |
1.3653 |
0.0578 |
4.1% |
0.0256 |
1.8% |
74% |
True |
False |
64,466 |
| 10 |
1.4309 |
1.3653 |
0.0656 |
4.7% |
0.0258 |
1.8% |
66% |
False |
False |
67,954 |
| 20 |
1.4660 |
1.3653 |
0.1007 |
7.2% |
0.0265 |
1.9% |
43% |
False |
False |
64,826 |
| 40 |
1.4979 |
1.3492 |
0.1487 |
10.6% |
0.0320 |
2.3% |
40% |
False |
False |
73,407 |
| 60 |
1.5700 |
1.3492 |
0.2208 |
15.7% |
0.0325 |
2.3% |
27% |
False |
False |
64,556 |
| 80 |
1.5700 |
1.3492 |
0.2208 |
15.7% |
0.0322 |
2.3% |
27% |
False |
False |
51,733 |
| 100 |
1.6565 |
1.3492 |
0.3073 |
21.8% |
0.0315 |
2.2% |
19% |
False |
False |
41,417 |
| 120 |
1.8480 |
1.3492 |
0.4988 |
35.4% |
0.0292 |
2.1% |
12% |
False |
False |
34,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5655 |
|
2.618 |
1.5108 |
|
1.618 |
1.4773 |
|
1.000 |
1.4566 |
|
0.618 |
1.4438 |
|
HIGH |
1.4231 |
|
0.618 |
1.4103 |
|
0.500 |
1.4064 |
|
0.382 |
1.4024 |
|
LOW |
1.3896 |
|
0.618 |
1.3689 |
|
1.000 |
1.3561 |
|
1.618 |
1.3354 |
|
2.618 |
1.3019 |
|
4.250 |
1.2472 |
|
|
| Fisher Pivots for day following 16-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4077 |
1.4044 |
| PP |
1.4070 |
1.4005 |
| S1 |
1.4064 |
1.3966 |
|