CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 28-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4000 |
1.4145 |
0.0145 |
1.0% |
1.4809 |
| High |
1.4234 |
1.4366 |
0.0132 |
0.9% |
1.4893 |
| Low |
1.3917 |
1.4115 |
0.0198 |
1.4% |
1.3492 |
| Close |
1.4142 |
1.4240 |
0.0098 |
0.7% |
1.3753 |
| Range |
0.0317 |
0.0251 |
-0.0066 |
-20.8% |
0.1401 |
| ATR |
0.0377 |
0.0368 |
-0.0009 |
-2.4% |
0.0000 |
| Volume |
75,808 |
77,924 |
2,116 |
2.8% |
372,083 |
|
| Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4993 |
1.4868 |
1.4378 |
|
| R3 |
1.4742 |
1.4617 |
1.4309 |
|
| R2 |
1.4491 |
1.4491 |
1.4286 |
|
| R1 |
1.4366 |
1.4366 |
1.4263 |
1.4429 |
| PP |
1.4240 |
1.4240 |
1.4240 |
1.4272 |
| S1 |
1.4115 |
1.4115 |
1.4217 |
1.4178 |
| S2 |
1.3989 |
1.3989 |
1.4194 |
|
| S3 |
1.3738 |
1.3864 |
1.4171 |
|
| S4 |
1.3487 |
1.3613 |
1.4102 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8249 |
1.7402 |
1.4524 |
|
| R3 |
1.6848 |
1.6001 |
1.4138 |
|
| R2 |
1.5447 |
1.5447 |
1.4010 |
|
| R1 |
1.4600 |
1.4600 |
1.3881 |
1.4323 |
| PP |
1.4046 |
1.4046 |
1.4046 |
1.3908 |
| S1 |
1.3199 |
1.3199 |
1.3625 |
1.2922 |
| S2 |
1.2645 |
1.2645 |
1.3496 |
|
| S3 |
1.1244 |
1.1798 |
1.3368 |
|
| S4 |
0.9843 |
1.0397 |
1.2982 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4366 |
1.3492 |
0.0874 |
6.1% |
0.0348 |
2.4% |
86% |
True |
False |
79,614 |
| 10 |
1.4964 |
1.3492 |
0.1472 |
10.3% |
0.0397 |
2.8% |
51% |
False |
False |
78,397 |
| 20 |
1.5356 |
1.3492 |
0.1864 |
13.1% |
0.0367 |
2.6% |
40% |
False |
False |
62,666 |
| 40 |
1.5700 |
1.3492 |
0.2208 |
15.5% |
0.0354 |
2.5% |
34% |
False |
False |
46,307 |
| 60 |
1.6170 |
1.3492 |
0.2678 |
18.8% |
0.0330 |
2.3% |
28% |
False |
False |
31,071 |
| 80 |
1.7600 |
1.3492 |
0.4108 |
28.8% |
0.0306 |
2.1% |
18% |
False |
False |
23,357 |
| 100 |
1.8480 |
1.3492 |
0.4988 |
35.0% |
0.0273 |
1.9% |
15% |
False |
False |
18,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5433 |
|
2.618 |
1.5023 |
|
1.618 |
1.4772 |
|
1.000 |
1.4617 |
|
0.618 |
1.4521 |
|
HIGH |
1.4366 |
|
0.618 |
1.4270 |
|
0.500 |
1.4241 |
|
0.382 |
1.4211 |
|
LOW |
1.4115 |
|
0.618 |
1.3960 |
|
1.000 |
1.3864 |
|
1.618 |
1.3709 |
|
2.618 |
1.3458 |
|
4.250 |
1.3048 |
|
|
| Fisher Pivots for day following 28-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4241 |
1.4144 |
| PP |
1.4240 |
1.4047 |
| S1 |
1.4240 |
1.3951 |
|