CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 05-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2009 |
05-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4496 |
1.4522 |
0.0026 |
0.2% |
1.4647 |
| High |
1.4538 |
1.4730 |
0.0192 |
1.3% |
1.4766 |
| Low |
1.4353 |
1.4407 |
0.0054 |
0.4% |
1.4329 |
| Close |
1.4452 |
1.4707 |
0.0255 |
1.8% |
1.4452 |
| Range |
0.0185 |
0.0323 |
0.0138 |
74.6% |
0.0437 |
| ATR |
0.0315 |
0.0315 |
0.0001 |
0.2% |
0.0000 |
| Volume |
23,743 |
19,710 |
-4,033 |
-17.0% |
83,529 |
|
| Daily Pivots for day following 05-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5584 |
1.5468 |
1.4885 |
|
| R3 |
1.5261 |
1.5145 |
1.4796 |
|
| R2 |
1.4938 |
1.4938 |
1.4766 |
|
| R1 |
1.4822 |
1.4822 |
1.4737 |
1.4880 |
| PP |
1.4615 |
1.4615 |
1.4615 |
1.4644 |
| S1 |
1.4499 |
1.4499 |
1.4677 |
1.4557 |
| S2 |
1.4292 |
1.4292 |
1.4648 |
|
| S3 |
1.3969 |
1.4176 |
1.4618 |
|
| S4 |
1.3646 |
1.3853 |
1.4529 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5827 |
1.5576 |
1.4692 |
|
| R3 |
1.5390 |
1.5139 |
1.4572 |
|
| R2 |
1.4953 |
1.4953 |
1.4532 |
|
| R1 |
1.4702 |
1.4702 |
1.4492 |
1.4609 |
| PP |
1.4516 |
1.4516 |
1.4516 |
1.4469 |
| S1 |
1.4265 |
1.4265 |
1.4412 |
1.4172 |
| S2 |
1.4079 |
1.4079 |
1.4372 |
|
| S3 |
1.3642 |
1.3828 |
1.4332 |
|
| S4 |
1.3205 |
1.3391 |
1.4212 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4766 |
1.4329 |
0.0437 |
3.0% |
0.0287 |
2.0% |
86% |
False |
False |
20,647 |
| 10 |
1.5173 |
1.4329 |
0.0844 |
5.7% |
0.0271 |
1.8% |
45% |
False |
False |
30,476 |
| 20 |
1.5700 |
1.4329 |
0.1371 |
9.3% |
0.0322 |
2.2% |
28% |
False |
False |
34,617 |
| 40 |
1.5753 |
1.4329 |
0.1424 |
9.7% |
0.0302 |
2.1% |
27% |
False |
False |
17,721 |
| 60 |
1.7520 |
1.4329 |
0.3191 |
21.7% |
0.0289 |
2.0% |
12% |
False |
False |
11,882 |
| 80 |
1.8480 |
1.4329 |
0.4151 |
28.2% |
0.0261 |
1.8% |
9% |
False |
False |
8,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6103 |
|
2.618 |
1.5576 |
|
1.618 |
1.5253 |
|
1.000 |
1.5053 |
|
0.618 |
1.4930 |
|
HIGH |
1.4730 |
|
0.618 |
1.4607 |
|
0.500 |
1.4569 |
|
0.382 |
1.4530 |
|
LOW |
1.4407 |
|
0.618 |
1.4207 |
|
1.000 |
1.4084 |
|
1.618 |
1.3884 |
|
2.618 |
1.3561 |
|
4.250 |
1.3034 |
|
|
| Fisher Pivots for day following 05-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4661 |
1.4648 |
| PP |
1.4615 |
1.4589 |
| S1 |
1.4569 |
1.4530 |
|