CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 25-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4486 |
1.4519 |
0.0033 |
0.2% |
1.4225 |
| High |
1.4578 |
1.4597 |
0.0019 |
0.1% |
1.4483 |
| Low |
1.4371 |
1.4173 |
-0.0198 |
-1.4% |
1.4090 |
| Close |
1.4489 |
1.4194 |
-0.0295 |
-2.0% |
1.4438 |
| Range |
0.0207 |
0.0424 |
0.0217 |
104.8% |
0.0393 |
| ATR |
0.0316 |
0.0323 |
0.0008 |
2.5% |
0.0000 |
| Volume |
59,437 |
61,259 |
1,822 |
3.1% |
212,780 |
|
| Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5593 |
1.5318 |
1.4427 |
|
| R3 |
1.5169 |
1.4894 |
1.4311 |
|
| R2 |
1.4745 |
1.4745 |
1.4272 |
|
| R1 |
1.4470 |
1.4470 |
1.4233 |
1.4396 |
| PP |
1.4321 |
1.4321 |
1.4321 |
1.4284 |
| S1 |
1.4046 |
1.4046 |
1.4155 |
1.3972 |
| S2 |
1.3897 |
1.3897 |
1.4116 |
|
| S3 |
1.3473 |
1.3622 |
1.4077 |
|
| S4 |
1.3049 |
1.3198 |
1.3961 |
|
|
| 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 |
1.4660 |
1.4146 |
0.0514 |
3.6% |
0.0301 |
2.1% |
9% |
False |
False |
64,888 |
| 10 |
1.4660 |
1.4090 |
0.0570 |
4.0% |
0.0279 |
2.0% |
18% |
False |
False |
67,328 |
| 20 |
1.4979 |
1.4044 |
0.0935 |
6.6% |
0.0306 |
2.2% |
16% |
False |
False |
73,007 |
| 40 |
1.5356 |
1.3492 |
0.1864 |
13.1% |
0.0340 |
2.4% |
38% |
False |
False |
66,016 |
| 60 |
1.5700 |
1.3492 |
0.2208 |
15.6% |
0.0337 |
2.4% |
32% |
False |
False |
53,914 |
| 80 |
1.6170 |
1.3492 |
0.2678 |
18.9% |
0.0323 |
2.3% |
26% |
False |
False |
40,581 |
| 100 |
1.7706 |
1.3492 |
0.4214 |
29.7% |
0.0306 |
2.2% |
17% |
False |
False |
32,509 |
| 120 |
1.8480 |
1.3492 |
0.4988 |
35.1% |
0.0276 |
1.9% |
14% |
False |
False |
27,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6399 |
|
2.618 |
1.5707 |
|
1.618 |
1.5283 |
|
1.000 |
1.5021 |
|
0.618 |
1.4859 |
|
HIGH |
1.4597 |
|
0.618 |
1.4435 |
|
0.500 |
1.4385 |
|
0.382 |
1.4335 |
|
LOW |
1.4173 |
|
0.618 |
1.3911 |
|
1.000 |
1.3749 |
|
1.618 |
1.3487 |
|
2.618 |
1.3063 |
|
4.250 |
1.2371 |
|
|
| Fisher Pivots for day following 25-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4385 |
1.4417 |
| PP |
1.4321 |
1.4342 |
| S1 |
1.4258 |
1.4268 |
|