CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 06-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4522 |
1.4675 |
0.0153 |
1.1% |
1.4647 |
| High |
1.4730 |
1.4982 |
0.0252 |
1.7% |
1.4766 |
| Low |
1.4407 |
1.4486 |
0.0079 |
0.5% |
1.4329 |
| Close |
1.4707 |
1.4920 |
0.0213 |
1.4% |
1.4452 |
| Range |
0.0323 |
0.0496 |
0.0173 |
53.6% |
0.0437 |
| ATR |
0.0315 |
0.0328 |
0.0013 |
4.1% |
0.0000 |
| Volume |
19,710 |
45,461 |
25,751 |
130.6% |
83,529 |
|
| Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6284 |
1.6098 |
1.5193 |
|
| R3 |
1.5788 |
1.5602 |
1.5056 |
|
| R2 |
1.5292 |
1.5292 |
1.5011 |
|
| R1 |
1.5106 |
1.5106 |
1.4965 |
1.5199 |
| PP |
1.4796 |
1.4796 |
1.4796 |
1.4843 |
| S1 |
1.4610 |
1.4610 |
1.4875 |
1.4703 |
| S2 |
1.4300 |
1.4300 |
1.4829 |
|
| S3 |
1.3804 |
1.4114 |
1.4784 |
|
| S4 |
1.3308 |
1.3618 |
1.4647 |
|
|
| 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 |
1.4982 |
1.4329 |
0.0653 |
4.4% |
0.0307 |
2.1% |
91% |
True |
False |
28,717 |
| 10 |
1.4982 |
1.4329 |
0.0653 |
4.4% |
0.0282 |
1.9% |
91% |
True |
False |
27,091 |
| 20 |
1.5700 |
1.4329 |
0.1371 |
9.2% |
0.0337 |
2.3% |
43% |
False |
False |
36,676 |
| 40 |
1.5726 |
1.4329 |
0.1397 |
9.4% |
0.0308 |
2.1% |
42% |
False |
False |
18,856 |
| 60 |
1.7520 |
1.4329 |
0.3191 |
21.4% |
0.0294 |
2.0% |
19% |
False |
False |
12,639 |
| 80 |
1.8480 |
1.4329 |
0.4151 |
27.8% |
0.0266 |
1.8% |
14% |
False |
False |
9,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7090 |
|
2.618 |
1.6281 |
|
1.618 |
1.5785 |
|
1.000 |
1.5478 |
|
0.618 |
1.5289 |
|
HIGH |
1.4982 |
|
0.618 |
1.4793 |
|
0.500 |
1.4734 |
|
0.382 |
1.4675 |
|
LOW |
1.4486 |
|
0.618 |
1.4179 |
|
1.000 |
1.3990 |
|
1.618 |
1.3683 |
|
2.618 |
1.3187 |
|
4.250 |
1.2378 |
|
|
| Fisher Pivots for day following 06-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4858 |
1.4836 |
| PP |
1.4796 |
1.4752 |
| S1 |
1.4734 |
1.4668 |
|