CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 07-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4675 |
1.4888 |
0.0213 |
1.5% |
1.4647 |
| High |
1.4982 |
1.5272 |
0.0290 |
1.9% |
1.4766 |
| Low |
1.4486 |
1.4786 |
0.0300 |
2.1% |
1.4329 |
| Close |
1.4920 |
1.5112 |
0.0192 |
1.3% |
1.4452 |
| Range |
0.0496 |
0.0486 |
-0.0010 |
-2.0% |
0.0437 |
| ATR |
0.0328 |
0.0340 |
0.0011 |
3.4% |
0.0000 |
| Volume |
45,461 |
72,634 |
27,173 |
59.8% |
83,529 |
|
| Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6515 |
1.6299 |
1.5379 |
|
| R3 |
1.6029 |
1.5813 |
1.5246 |
|
| R2 |
1.5543 |
1.5543 |
1.5201 |
|
| R1 |
1.5327 |
1.5327 |
1.5157 |
1.5435 |
| PP |
1.5057 |
1.5057 |
1.5057 |
1.5111 |
| S1 |
1.4841 |
1.4841 |
1.5067 |
1.4949 |
| S2 |
1.4571 |
1.4571 |
1.5023 |
|
| S3 |
1.4085 |
1.4355 |
1.4978 |
|
| S4 |
1.3599 |
1.3869 |
1.4845 |
|
|
| 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 |
1.5272 |
1.4329 |
0.0943 |
6.2% |
0.0370 |
2.4% |
83% |
True |
False |
37,250 |
| 10 |
1.5272 |
1.4329 |
0.0943 |
6.2% |
0.0300 |
2.0% |
83% |
True |
False |
28,563 |
| 20 |
1.5700 |
1.4329 |
0.1371 |
9.1% |
0.0343 |
2.3% |
57% |
False |
False |
40,152 |
| 40 |
1.5700 |
1.4329 |
0.1371 |
9.1% |
0.0316 |
2.1% |
57% |
False |
False |
20,671 |
| 60 |
1.7520 |
1.4329 |
0.3191 |
21.1% |
0.0299 |
2.0% |
25% |
False |
False |
13,849 |
| 80 |
1.8480 |
1.4329 |
0.4151 |
27.5% |
0.0268 |
1.8% |
19% |
False |
False |
10,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7338 |
|
2.618 |
1.6544 |
|
1.618 |
1.6058 |
|
1.000 |
1.5758 |
|
0.618 |
1.5572 |
|
HIGH |
1.5272 |
|
0.618 |
1.5086 |
|
0.500 |
1.5029 |
|
0.382 |
1.4972 |
|
LOW |
1.4786 |
|
0.618 |
1.4486 |
|
1.000 |
1.4300 |
|
1.618 |
1.4000 |
|
2.618 |
1.3514 |
|
4.250 |
1.2721 |
|
|
| Fisher Pivots for day following 07-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5084 |
1.5021 |
| PP |
1.5057 |
1.4930 |
| S1 |
1.5029 |
1.4840 |
|