CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 03-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4471 |
1.4237 |
-0.0234 |
-1.6% |
1.3810 |
| High |
1.4488 |
1.4481 |
-0.0007 |
0.0% |
1.4536 |
| Low |
1.4044 |
1.4149 |
0.0105 |
0.7% |
1.3536 |
| Close |
1.4265 |
1.4417 |
0.0152 |
1.1% |
1.4443 |
| Range |
0.0444 |
0.0332 |
-0.0112 |
-25.2% |
0.1000 |
| ATR |
0.0371 |
0.0368 |
-0.0003 |
-0.8% |
0.0000 |
| Volume |
84,534 |
74,374 |
-10,160 |
-12.0% |
385,316 |
|
| Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5345 |
1.5213 |
1.4600 |
|
| R3 |
1.5013 |
1.4881 |
1.4508 |
|
| R2 |
1.4681 |
1.4681 |
1.4478 |
|
| R1 |
1.4549 |
1.4549 |
1.4447 |
1.4615 |
| PP |
1.4349 |
1.4349 |
1.4349 |
1.4382 |
| S1 |
1.4217 |
1.4217 |
1.4387 |
1.4283 |
| S2 |
1.4017 |
1.4017 |
1.4356 |
|
| S3 |
1.3685 |
1.3885 |
1.4326 |
|
| S4 |
1.3353 |
1.3553 |
1.4234 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7172 |
1.6807 |
1.4993 |
|
| R3 |
1.6172 |
1.5807 |
1.4718 |
|
| R2 |
1.5172 |
1.5172 |
1.4626 |
|
| R1 |
1.4807 |
1.4807 |
1.4535 |
1.4990 |
| PP |
1.4172 |
1.4172 |
1.4172 |
1.4263 |
| S1 |
1.3807 |
1.3807 |
1.4351 |
1.3990 |
| S2 |
1.3172 |
1.3172 |
1.4260 |
|
| S3 |
1.2172 |
1.2807 |
1.4168 |
|
| S4 |
1.1172 |
1.1807 |
1.3893 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4536 |
1.4044 |
0.0492 |
3.4% |
0.0347 |
2.4% |
76% |
False |
False |
79,486 |
| 10 |
1.4536 |
1.3492 |
0.1044 |
7.2% |
0.0363 |
2.5% |
89% |
False |
False |
84,780 |
| 20 |
1.5356 |
1.3492 |
0.1864 |
12.9% |
0.0389 |
2.7% |
50% |
False |
False |
73,735 |
| 40 |
1.5700 |
1.3492 |
0.2208 |
15.3% |
0.0356 |
2.5% |
42% |
False |
False |
54,176 |
| 60 |
1.5753 |
1.3492 |
0.2261 |
15.7% |
0.0331 |
2.3% |
41% |
False |
False |
36,393 |
| 80 |
1.7520 |
1.3492 |
0.4028 |
27.9% |
0.0314 |
2.2% |
23% |
False |
False |
27,345 |
| 100 |
1.8480 |
1.3492 |
0.4988 |
34.6% |
0.0287 |
2.0% |
19% |
False |
False |
21,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5892 |
|
2.618 |
1.5350 |
|
1.618 |
1.5018 |
|
1.000 |
1.4813 |
|
0.618 |
1.4686 |
|
HIGH |
1.4481 |
|
0.618 |
1.4354 |
|
0.500 |
1.4315 |
|
0.382 |
1.4276 |
|
LOW |
1.4149 |
|
0.618 |
1.3944 |
|
1.000 |
1.3817 |
|
1.618 |
1.3612 |
|
2.618 |
1.3280 |
|
4.250 |
1.2738 |
|
|
| Fisher Pivots for day following 03-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4383 |
1.4375 |
| PP |
1.4349 |
1.4332 |
| S1 |
1.4315 |
1.4290 |
|