CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 21-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4809 |
1.3859 |
-0.0950 |
-6.4% |
1.5119 |
| High |
1.4893 |
1.4015 |
-0.0878 |
-5.9% |
1.5130 |
| Low |
1.3844 |
1.3612 |
-0.0232 |
-1.7% |
1.4430 |
| Close |
1.3908 |
1.3907 |
-0.0001 |
0.0% |
1.4646 |
| Range |
0.1049 |
0.0403 |
-0.0646 |
-61.6% |
0.0700 |
| ATR |
0.0376 |
0.0378 |
0.0002 |
0.5% |
0.0000 |
| Volume |
68,501 |
130,223 |
61,722 |
90.1% |
296,826 |
|
| Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5054 |
1.4883 |
1.4129 |
|
| R3 |
1.4651 |
1.4480 |
1.4018 |
|
| R2 |
1.4248 |
1.4248 |
1.3981 |
|
| R1 |
1.4077 |
1.4077 |
1.3944 |
1.4163 |
| PP |
1.3845 |
1.3845 |
1.3845 |
1.3887 |
| S1 |
1.3674 |
1.3674 |
1.3870 |
1.3760 |
| S2 |
1.3442 |
1.3442 |
1.3833 |
|
| S3 |
1.3039 |
1.3271 |
1.3796 |
|
| S4 |
1.2636 |
1.2868 |
1.3685 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6835 |
1.6441 |
1.5031 |
|
| R3 |
1.6135 |
1.5741 |
1.4839 |
|
| R2 |
1.5435 |
1.5435 |
1.4774 |
|
| R1 |
1.5041 |
1.5041 |
1.4710 |
1.4888 |
| PP |
1.4735 |
1.4735 |
1.4735 |
1.4659 |
| S1 |
1.4341 |
1.4341 |
1.4582 |
1.4188 |
| S2 |
1.4035 |
1.4035 |
1.4518 |
|
| S3 |
1.3335 |
1.3641 |
1.4454 |
|
| S4 |
1.2635 |
1.2941 |
1.4261 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4964 |
1.3612 |
0.1352 |
9.7% |
0.0445 |
3.2% |
22% |
False |
True |
77,180 |
| 10 |
1.5356 |
1.3612 |
0.1744 |
12.5% |
0.0406 |
2.9% |
17% |
False |
True |
71,166 |
| 20 |
1.5356 |
1.3612 |
0.1744 |
12.5% |
0.0344 |
2.5% |
17% |
False |
True |
49,128 |
| 40 |
1.5700 |
1.3612 |
0.2088 |
15.0% |
0.0347 |
2.5% |
14% |
False |
True |
36,508 |
| 60 |
1.6565 |
1.3612 |
0.2953 |
21.2% |
0.0326 |
2.3% |
10% |
False |
True |
24,455 |
| 80 |
1.8089 |
1.3612 |
0.4477 |
32.2% |
0.0297 |
2.1% |
7% |
False |
True |
18,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5728 |
|
2.618 |
1.5070 |
|
1.618 |
1.4667 |
|
1.000 |
1.4418 |
|
0.618 |
1.4264 |
|
HIGH |
1.4015 |
|
0.618 |
1.3861 |
|
0.500 |
1.3814 |
|
0.382 |
1.3766 |
|
LOW |
1.3612 |
|
0.618 |
1.3363 |
|
1.000 |
1.3209 |
|
1.618 |
1.2960 |
|
2.618 |
1.2557 |
|
4.250 |
1.1899 |
|
|
| Fisher Pivots for day following 21-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3876 |
1.4288 |
| PP |
1.3845 |
1.4161 |
| S1 |
1.3814 |
1.4034 |
|