CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 06-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2009 |
06-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4435 |
1.4608 |
0.0173 |
1.2% |
1.4471 |
| High |
1.4700 |
1.4840 |
0.0140 |
1.0% |
1.4840 |
| Low |
1.4359 |
1.4581 |
0.0222 |
1.5% |
1.4044 |
| Close |
1.4628 |
1.4792 |
0.0164 |
1.1% |
1.4792 |
| Range |
0.0341 |
0.0259 |
-0.0082 |
-24.0% |
0.0796 |
| ATR |
0.0359 |
0.0352 |
-0.0007 |
-2.0% |
0.0000 |
| Volume |
77,961 |
87,646 |
9,685 |
12.4% |
401,798 |
|
| Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5515 |
1.5412 |
1.4934 |
|
| R3 |
1.5256 |
1.5153 |
1.4863 |
|
| R2 |
1.4997 |
1.4997 |
1.4839 |
|
| R1 |
1.4894 |
1.4894 |
1.4816 |
1.4946 |
| PP |
1.4738 |
1.4738 |
1.4738 |
1.4763 |
| S1 |
1.4635 |
1.4635 |
1.4768 |
1.4687 |
| S2 |
1.4479 |
1.4479 |
1.4745 |
|
| S3 |
1.4220 |
1.4376 |
1.4721 |
|
| S4 |
1.3961 |
1.4117 |
1.4650 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6947 |
1.6665 |
1.5230 |
|
| R3 |
1.6151 |
1.5869 |
1.5011 |
|
| R2 |
1.5355 |
1.5355 |
1.4938 |
|
| R1 |
1.5073 |
1.5073 |
1.4865 |
1.5214 |
| PP |
1.4559 |
1.4559 |
1.4559 |
1.4629 |
| S1 |
1.4277 |
1.4277 |
1.4719 |
1.4418 |
| S2 |
1.3763 |
1.3763 |
1.4646 |
|
| S3 |
1.2967 |
1.3481 |
1.4573 |
|
| S4 |
1.2171 |
1.2685 |
1.4354 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4840 |
1.4044 |
0.0796 |
5.4% |
0.0327 |
2.2% |
94% |
True |
False |
80,359 |
| 10 |
1.4840 |
1.3536 |
0.1304 |
8.8% |
0.0336 |
2.3% |
96% |
True |
False |
78,711 |
| 20 |
1.5330 |
1.3492 |
0.1838 |
12.4% |
0.0363 |
2.5% |
71% |
False |
False |
76,342 |
| 40 |
1.5700 |
1.3492 |
0.2208 |
14.9% |
0.0356 |
2.4% |
59% |
False |
False |
59,829 |
| 60 |
1.5700 |
1.3492 |
0.2208 |
14.9% |
0.0336 |
2.3% |
59% |
False |
False |
40,438 |
| 80 |
1.7464 |
1.3492 |
0.3972 |
26.9% |
0.0319 |
2.2% |
33% |
False |
False |
30,380 |
| 100 |
1.8480 |
1.3492 |
0.4988 |
33.7% |
0.0290 |
2.0% |
26% |
False |
False |
24,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5941 |
|
2.618 |
1.5518 |
|
1.618 |
1.5259 |
|
1.000 |
1.5099 |
|
0.618 |
1.5000 |
|
HIGH |
1.4840 |
|
0.618 |
1.4741 |
|
0.500 |
1.4711 |
|
0.382 |
1.4680 |
|
LOW |
1.4581 |
|
0.618 |
1.4421 |
|
1.000 |
1.4322 |
|
1.618 |
1.4162 |
|
2.618 |
1.3903 |
|
4.250 |
1.3480 |
|
|
| Fisher Pivots for day following 06-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4765 |
1.4720 |
| PP |
1.4738 |
1.4648 |
| S1 |
1.4711 |
1.4577 |
|