CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 26-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4519 |
1.4209 |
-0.0310 |
-2.1% |
1.4225 |
| High |
1.4597 |
1.4387 |
-0.0210 |
-1.4% |
1.4483 |
| Low |
1.4173 |
1.4160 |
-0.0013 |
-0.1% |
1.4090 |
| Close |
1.4194 |
1.4311 |
0.0117 |
0.8% |
1.4438 |
| Range |
0.0424 |
0.0227 |
-0.0197 |
-46.5% |
0.0393 |
| ATR |
0.0323 |
0.0316 |
-0.0007 |
-2.1% |
0.0000 |
| Volume |
61,259 |
68,648 |
7,389 |
12.1% |
212,780 |
|
| Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4967 |
1.4866 |
1.4436 |
|
| R3 |
1.4740 |
1.4639 |
1.4373 |
|
| R2 |
1.4513 |
1.4513 |
1.4353 |
|
| R1 |
1.4412 |
1.4412 |
1.4332 |
1.4463 |
| PP |
1.4286 |
1.4286 |
1.4286 |
1.4311 |
| S1 |
1.4185 |
1.4185 |
1.4290 |
1.4236 |
| S2 |
1.4059 |
1.4059 |
1.4269 |
|
| S3 |
1.3832 |
1.3958 |
1.4249 |
|
| S4 |
1.3605 |
1.3731 |
1.4186 |
|
|
| 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% |
0.0299 |
2.1% |
32% |
False |
False |
65,560 |
| 10 |
1.4660 |
1.4090 |
0.0570 |
4.0% |
0.0276 |
1.9% |
39% |
False |
False |
64,346 |
| 20 |
1.4979 |
1.4044 |
0.0935 |
6.5% |
0.0305 |
2.1% |
29% |
False |
False |
72,543 |
| 40 |
1.5356 |
1.3492 |
0.1864 |
13.0% |
0.0336 |
2.3% |
44% |
False |
False |
67,604 |
| 60 |
1.5700 |
1.3492 |
0.2208 |
15.4% |
0.0338 |
2.4% |
37% |
False |
False |
55,053 |
| 80 |
1.6170 |
1.3492 |
0.2678 |
18.7% |
0.0323 |
2.3% |
31% |
False |
False |
41,439 |
| 100 |
1.7600 |
1.3492 |
0.4108 |
28.7% |
0.0306 |
2.1% |
20% |
False |
False |
33,194 |
| 120 |
1.8480 |
1.3492 |
0.4988 |
34.9% |
0.0278 |
1.9% |
16% |
False |
False |
27,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5352 |
|
2.618 |
1.4981 |
|
1.618 |
1.4754 |
|
1.000 |
1.4614 |
|
0.618 |
1.4527 |
|
HIGH |
1.4387 |
|
0.618 |
1.4300 |
|
0.500 |
1.4274 |
|
0.382 |
1.4247 |
|
LOW |
1.4160 |
|
0.618 |
1.4020 |
|
1.000 |
1.3933 |
|
1.618 |
1.3793 |
|
2.618 |
1.3566 |
|
4.250 |
1.3195 |
|
|
| Fisher Pivots for day following 26-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4299 |
1.4379 |
| PP |
1.4286 |
1.4356 |
| S1 |
1.4274 |
1.4334 |
|