CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 13-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2009 |
13-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5119 |
1.4790 |
-0.0329 |
-2.2% |
1.4522 |
| High |
1.5130 |
1.4808 |
-0.0322 |
-2.1% |
1.5356 |
| Low |
1.4780 |
1.4430 |
-0.0350 |
-2.4% |
1.4407 |
| Close |
1.4822 |
1.4477 |
-0.0345 |
-2.3% |
1.5109 |
| Range |
0.0350 |
0.0378 |
0.0028 |
8.0% |
0.0949 |
| ATR |
0.0336 |
0.0340 |
0.0004 |
1.2% |
0.0000 |
| Volume |
53,350 |
56,300 |
2,950 |
5.5% |
281,282 |
|
| Daily Pivots for day following 13-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5706 |
1.5469 |
1.4685 |
|
| R3 |
1.5328 |
1.5091 |
1.4581 |
|
| R2 |
1.4950 |
1.4950 |
1.4546 |
|
| R1 |
1.4713 |
1.4713 |
1.4512 |
1.4643 |
| PP |
1.4572 |
1.4572 |
1.4572 |
1.4536 |
| S1 |
1.4335 |
1.4335 |
1.4442 |
1.4265 |
| S2 |
1.4194 |
1.4194 |
1.4408 |
|
| S3 |
1.3816 |
1.3957 |
1.4373 |
|
| S4 |
1.3438 |
1.3579 |
1.4269 |
|
|
| 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 |
1.4430 |
0.0926 |
6.4% |
0.0367 |
2.5% |
5% |
False |
True |
65,152 |
| 10 |
1.5356 |
1.4329 |
0.1027 |
7.1% |
0.0337 |
2.3% |
14% |
False |
False |
46,934 |
| 20 |
1.5700 |
1.4329 |
0.1371 |
9.5% |
0.0359 |
2.5% |
11% |
False |
False |
47,434 |
| 40 |
1.5700 |
1.4329 |
0.1371 |
9.5% |
0.0323 |
2.2% |
11% |
False |
False |
26,988 |
| 60 |
1.7219 |
1.4329 |
0.2890 |
20.0% |
0.0312 |
2.2% |
5% |
False |
False |
18,048 |
| 80 |
1.8480 |
1.4329 |
0.4151 |
28.7% |
0.0276 |
1.9% |
4% |
False |
False |
13,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6415 |
|
2.618 |
1.5798 |
|
1.618 |
1.5420 |
|
1.000 |
1.5186 |
|
0.618 |
1.5042 |
|
HIGH |
1.4808 |
|
0.618 |
1.4664 |
|
0.500 |
1.4619 |
|
0.382 |
1.4574 |
|
LOW |
1.4430 |
|
0.618 |
1.4196 |
|
1.000 |
1.4052 |
|
1.618 |
1.3818 |
|
2.618 |
1.3440 |
|
4.250 |
1.2824 |
|
|
| Fisher Pivots for day following 13-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4619 |
1.4880 |
| PP |
1.4572 |
1.4746 |
| S1 |
1.4524 |
1.4611 |
|