CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 12-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2009 |
12-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5203 |
1.5119 |
-0.0084 |
-0.6% |
1.4522 |
| High |
1.5330 |
1.5130 |
-0.0200 |
-1.3% |
1.5356 |
| Low |
1.5097 |
1.4780 |
-0.0317 |
-2.1% |
1.4407 |
| Close |
1.5109 |
1.4822 |
-0.0287 |
-1.9% |
1.5109 |
| Range |
0.0233 |
0.0350 |
0.0117 |
50.2% |
0.0949 |
| ATR |
0.0335 |
0.0336 |
0.0001 |
0.3% |
0.0000 |
| Volume |
70,826 |
53,350 |
-17,476 |
-24.7% |
281,282 |
|
| Daily Pivots for day following 12-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5961 |
1.5741 |
1.5015 |
|
| R3 |
1.5611 |
1.5391 |
1.4918 |
|
| R2 |
1.5261 |
1.5261 |
1.4886 |
|
| R1 |
1.5041 |
1.5041 |
1.4854 |
1.4976 |
| PP |
1.4911 |
1.4911 |
1.4911 |
1.4878 |
| S1 |
1.4691 |
1.4691 |
1.4790 |
1.4626 |
| S2 |
1.4561 |
1.4561 |
1.4758 |
|
| S3 |
1.4211 |
1.4341 |
1.4726 |
|
| S4 |
1.3861 |
1.3991 |
1.4630 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7804 |
1.7406 |
1.5631 |
|
| R3 |
1.6855 |
1.6457 |
1.5370 |
|
| R2 |
1.5906 |
1.5906 |
1.5283 |
|
| R1 |
1.5508 |
1.5508 |
1.5196 |
1.5707 |
| PP |
1.4957 |
1.4957 |
1.4957 |
1.5057 |
| S1 |
1.4559 |
1.4559 |
1.5022 |
1.4758 |
| S2 |
1.4008 |
1.4008 |
1.4935 |
|
| S3 |
1.3059 |
1.3610 |
1.4848 |
|
| S4 |
1.2110 |
1.2661 |
1.4587 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5356 |
1.4486 |
0.0870 |
5.9% |
0.0390 |
2.6% |
39% |
False |
False |
62,984 |
| 10 |
1.5356 |
1.4329 |
0.1027 |
6.9% |
0.0339 |
2.3% |
48% |
False |
False |
41,816 |
| 20 |
1.5700 |
1.4329 |
0.1371 |
9.2% |
0.0356 |
2.4% |
36% |
False |
False |
47,166 |
| 40 |
1.5700 |
1.4329 |
0.1371 |
9.2% |
0.0319 |
2.2% |
36% |
False |
False |
25,584 |
| 60 |
1.7225 |
1.4329 |
0.2896 |
19.5% |
0.0308 |
2.1% |
17% |
False |
False |
17,110 |
| 80 |
1.8480 |
1.4329 |
0.4151 |
28.0% |
0.0273 |
1.8% |
12% |
False |
False |
12,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6618 |
|
2.618 |
1.6046 |
|
1.618 |
1.5696 |
|
1.000 |
1.5480 |
|
0.618 |
1.5346 |
|
HIGH |
1.5130 |
|
0.618 |
1.4996 |
|
0.500 |
1.4955 |
|
0.382 |
1.4914 |
|
LOW |
1.4780 |
|
0.618 |
1.4564 |
|
1.000 |
1.4430 |
|
1.618 |
1.4214 |
|
2.618 |
1.3864 |
|
4.250 |
1.3293 |
|
|
| Fisher Pivots for day following 12-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4955 |
1.5068 |
| PP |
1.4911 |
1.4986 |
| S1 |
1.4866 |
1.4904 |
|