CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 04-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4237 |
1.4427 |
0.0190 |
1.3% |
1.3810 |
| High |
1.4481 |
1.4570 |
0.0089 |
0.6% |
1.4536 |
| Low |
1.4149 |
1.4313 |
0.0164 |
1.2% |
1.3536 |
| Close |
1.4417 |
1.4451 |
0.0034 |
0.2% |
1.4443 |
| Range |
0.0332 |
0.0257 |
-0.0075 |
-22.6% |
0.1000 |
| ATR |
0.0368 |
0.0361 |
-0.0008 |
-2.2% |
0.0000 |
| Volume |
74,374 |
77,283 |
2,909 |
3.9% |
385,316 |
|
| Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5216 |
1.5090 |
1.4592 |
|
| R3 |
1.4959 |
1.4833 |
1.4522 |
|
| R2 |
1.4702 |
1.4702 |
1.4498 |
|
| R1 |
1.4576 |
1.4576 |
1.4475 |
1.4639 |
| PP |
1.4445 |
1.4445 |
1.4445 |
1.4476 |
| S1 |
1.4319 |
1.4319 |
1.4427 |
1.4382 |
| S2 |
1.4188 |
1.4188 |
1.4404 |
|
| S3 |
1.3931 |
1.4062 |
1.4380 |
|
| S4 |
1.3674 |
1.3805 |
1.4310 |
|
|
| 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 |
1.4570 |
1.4044 |
0.0526 |
3.6% |
0.0348 |
2.4% |
77% |
True |
False |
79,358 |
| 10 |
1.4570 |
1.3492 |
0.1078 |
7.5% |
0.0348 |
2.4% |
89% |
True |
False |
79,486 |
| 20 |
1.5356 |
1.3492 |
0.1864 |
12.9% |
0.0377 |
2.6% |
51% |
False |
False |
75,326 |
| 40 |
1.5700 |
1.3492 |
0.2208 |
15.3% |
0.0357 |
2.5% |
43% |
False |
False |
56,001 |
| 60 |
1.5726 |
1.3492 |
0.2234 |
15.5% |
0.0331 |
2.3% |
43% |
False |
False |
37,679 |
| 80 |
1.7520 |
1.3492 |
0.4028 |
27.9% |
0.0315 |
2.2% |
24% |
False |
False |
28,311 |
| 100 |
1.8480 |
1.3492 |
0.4988 |
34.5% |
0.0288 |
2.0% |
19% |
False |
False |
22,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5662 |
|
2.618 |
1.5243 |
|
1.618 |
1.4986 |
|
1.000 |
1.4827 |
|
0.618 |
1.4729 |
|
HIGH |
1.4570 |
|
0.618 |
1.4472 |
|
0.500 |
1.4442 |
|
0.382 |
1.4411 |
|
LOW |
1.4313 |
|
0.618 |
1.4154 |
|
1.000 |
1.4056 |
|
1.618 |
1.3897 |
|
2.618 |
1.3640 |
|
4.250 |
1.3221 |
|
|
| Fisher Pivots for day following 04-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4448 |
1.4403 |
| PP |
1.4445 |
1.4355 |
| S1 |
1.4442 |
1.4307 |
|