CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 20-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4229 |
1.4295 |
0.0066 |
0.5% |
1.4225 |
| High |
1.4451 |
1.4483 |
0.0032 |
0.2% |
1.4483 |
| Low |
1.4215 |
1.4146 |
-0.0069 |
-0.5% |
1.4090 |
| Close |
1.4299 |
1.4438 |
0.0139 |
1.0% |
1.4438 |
| Range |
0.0236 |
0.0337 |
0.0101 |
42.8% |
0.0393 |
| ATR |
0.0325 |
0.0326 |
0.0001 |
0.3% |
0.0000 |
| Volume |
65,289 |
68,811 |
3,522 |
5.4% |
212,780 |
|
| Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5367 |
1.5239 |
1.4623 |
|
| R3 |
1.5030 |
1.4902 |
1.4531 |
|
| R2 |
1.4693 |
1.4693 |
1.4500 |
|
| R1 |
1.4565 |
1.4565 |
1.4469 |
1.4629 |
| PP |
1.4356 |
1.4356 |
1.4356 |
1.4388 |
| S1 |
1.4228 |
1.4228 |
1.4407 |
1.4292 |
| S2 |
1.4019 |
1.4019 |
1.4376 |
|
| S3 |
1.3682 |
1.3891 |
1.4345 |
|
| S4 |
1.3345 |
1.3554 |
1.4253 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5516 |
1.5370 |
1.4654 |
|
| R3 |
1.5123 |
1.4977 |
1.4546 |
|
| R2 |
1.4730 |
1.4730 |
1.4510 |
|
| R1 |
1.4584 |
1.4584 |
1.4474 |
1.4657 |
| PP |
1.4337 |
1.4337 |
1.4337 |
1.4374 |
| S1 |
1.4191 |
1.4191 |
1.4402 |
1.4264 |
| S2 |
1.3944 |
1.3944 |
1.4366 |
|
| S3 |
1.3551 |
1.3798 |
1.4330 |
|
| S4 |
1.3158 |
1.3405 |
1.4222 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4604 |
1.4090 |
0.0514 |
3.6% |
0.0266 |
1.8% |
68% |
False |
False |
59,562 |
| 10 |
1.4979 |
1.4090 |
0.0889 |
6.2% |
0.0286 |
2.0% |
39% |
False |
False |
71,713 |
| 20 |
1.4979 |
1.3492 |
0.1487 |
10.3% |
0.0317 |
2.2% |
64% |
False |
False |
75,005 |
| 40 |
1.5356 |
1.3492 |
0.1864 |
12.9% |
0.0331 |
2.3% |
51% |
False |
False |
62,865 |
| 60 |
1.5700 |
1.3492 |
0.2208 |
15.3% |
0.0338 |
2.3% |
43% |
False |
False |
50,790 |
| 80 |
1.6565 |
1.3492 |
0.3073 |
21.3% |
0.0324 |
2.2% |
31% |
False |
False |
38,215 |
| 100 |
1.8050 |
1.3492 |
0.4558 |
31.6% |
0.0302 |
2.1% |
21% |
False |
False |
30,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5915 |
|
2.618 |
1.5365 |
|
1.618 |
1.5028 |
|
1.000 |
1.4820 |
|
0.618 |
1.4691 |
|
HIGH |
1.4483 |
|
0.618 |
1.4354 |
|
0.500 |
1.4315 |
|
0.382 |
1.4275 |
|
LOW |
1.4146 |
|
0.618 |
1.3938 |
|
1.000 |
1.3809 |
|
1.618 |
1.3601 |
|
2.618 |
1.3264 |
|
4.250 |
1.2714 |
|
|
| Fisher Pivots for day following 20-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4397 |
1.4388 |
| PP |
1.4356 |
1.4337 |
| S1 |
1.4315 |
1.4287 |
|