CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 14-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4790 |
1.4493 |
-0.0297 |
-2.0% |
1.4522 |
| High |
1.4808 |
1.4688 |
-0.0120 |
-0.8% |
1.5356 |
| Low |
1.4430 |
1.4469 |
0.0039 |
0.3% |
1.4407 |
| Close |
1.4477 |
1.4567 |
0.0090 |
0.6% |
1.5109 |
| Range |
0.0378 |
0.0219 |
-0.0159 |
-42.1% |
0.0949 |
| ATR |
0.0340 |
0.0331 |
-0.0009 |
-2.5% |
0.0000 |
| Volume |
56,300 |
66,055 |
9,755 |
17.3% |
281,282 |
|
| Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5232 |
1.5118 |
1.4687 |
|
| R3 |
1.5013 |
1.4899 |
1.4627 |
|
| R2 |
1.4794 |
1.4794 |
1.4607 |
|
| R1 |
1.4680 |
1.4680 |
1.4587 |
1.4737 |
| PP |
1.4575 |
1.4575 |
1.4575 |
1.4603 |
| S1 |
1.4461 |
1.4461 |
1.4547 |
1.4518 |
| S2 |
1.4356 |
1.4356 |
1.4527 |
|
| S3 |
1.4137 |
1.4242 |
1.4507 |
|
| S4 |
1.3918 |
1.4023 |
1.4447 |
|
|
| 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% |
0.0313 |
2.2% |
15% |
False |
False |
63,836 |
| 10 |
1.5356 |
1.4329 |
0.1027 |
7.1% |
0.0342 |
2.3% |
23% |
False |
False |
50,543 |
| 20 |
1.5700 |
1.4329 |
0.1371 |
9.4% |
0.0347 |
2.4% |
17% |
False |
False |
47,426 |
| 40 |
1.5700 |
1.4329 |
0.1371 |
9.4% |
0.0321 |
2.2% |
17% |
False |
False |
28,630 |
| 60 |
1.6780 |
1.4329 |
0.2451 |
16.8% |
0.0312 |
2.1% |
10% |
False |
False |
19,139 |
| 80 |
1.8480 |
1.4329 |
0.4151 |
28.5% |
0.0276 |
1.9% |
6% |
False |
False |
14,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5619 |
|
2.618 |
1.5261 |
|
1.618 |
1.5042 |
|
1.000 |
1.4907 |
|
0.618 |
1.4823 |
|
HIGH |
1.4688 |
|
0.618 |
1.4604 |
|
0.500 |
1.4579 |
|
0.382 |
1.4553 |
|
LOW |
1.4469 |
|
0.618 |
1.4334 |
|
1.000 |
1.4250 |
|
1.618 |
1.4115 |
|
2.618 |
1.3896 |
|
4.250 |
1.3538 |
|
|
| Fisher Pivots for day following 14-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4579 |
1.4780 |
| PP |
1.4575 |
1.4709 |
| S1 |
1.4571 |
1.4638 |
|