CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 05-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4427 |
1.4435 |
0.0008 |
0.1% |
1.3810 |
| High |
1.4570 |
1.4700 |
0.0130 |
0.9% |
1.4536 |
| Low |
1.4313 |
1.4359 |
0.0046 |
0.3% |
1.3536 |
| Close |
1.4451 |
1.4628 |
0.0177 |
1.2% |
1.4443 |
| Range |
0.0257 |
0.0341 |
0.0084 |
32.7% |
0.1000 |
| ATR |
0.0361 |
0.0359 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
77,283 |
77,961 |
678 |
0.9% |
385,316 |
|
| Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5585 |
1.5448 |
1.4816 |
|
| R3 |
1.5244 |
1.5107 |
1.4722 |
|
| R2 |
1.4903 |
1.4903 |
1.4691 |
|
| R1 |
1.4766 |
1.4766 |
1.4659 |
1.4835 |
| PP |
1.4562 |
1.4562 |
1.4562 |
1.4597 |
| S1 |
1.4425 |
1.4425 |
1.4597 |
1.4494 |
| S2 |
1.4221 |
1.4221 |
1.4565 |
|
| S3 |
1.3880 |
1.4084 |
1.4534 |
|
| S4 |
1.3539 |
1.3743 |
1.4440 |
|
|
| 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 |
1.4700 |
1.4044 |
0.0656 |
4.5% |
0.0347 |
2.4% |
89% |
True |
False |
78,689 |
| 10 |
1.4700 |
1.3492 |
0.1208 |
8.3% |
0.0349 |
2.4% |
94% |
True |
False |
78,296 |
| 20 |
1.5356 |
1.3492 |
0.1864 |
12.7% |
0.0370 |
2.5% |
61% |
False |
False |
75,592 |
| 40 |
1.5700 |
1.3492 |
0.2208 |
15.1% |
0.0357 |
2.4% |
51% |
False |
False |
57,872 |
| 60 |
1.5700 |
1.3492 |
0.2208 |
15.1% |
0.0334 |
2.3% |
51% |
False |
False |
38,978 |
| 80 |
1.7520 |
1.3492 |
0.4028 |
27.5% |
0.0317 |
2.2% |
28% |
False |
False |
29,285 |
| 100 |
1.8480 |
1.3492 |
0.4988 |
34.1% |
0.0288 |
2.0% |
23% |
False |
False |
23,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6149 |
|
2.618 |
1.5593 |
|
1.618 |
1.5252 |
|
1.000 |
1.5041 |
|
0.618 |
1.4911 |
|
HIGH |
1.4700 |
|
0.618 |
1.4570 |
|
0.500 |
1.4530 |
|
0.382 |
1.4489 |
|
LOW |
1.4359 |
|
0.618 |
1.4148 |
|
1.000 |
1.4018 |
|
1.618 |
1.3807 |
|
2.618 |
1.3466 |
|
4.250 |
1.2910 |
|
|
| Fisher Pivots for day following 05-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4595 |
1.4560 |
| PP |
1.4562 |
1.4492 |
| S1 |
1.4530 |
1.4425 |
|