CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 03-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4267 |
1.4040 |
-0.0227 |
-1.6% |
1.4403 |
| High |
1.4288 |
1.4157 |
-0.0131 |
-0.9% |
1.4660 |
| Low |
1.3957 |
1.3982 |
0.0025 |
0.2% |
1.4108 |
| Close |
1.4036 |
1.4076 |
0.0040 |
0.3% |
1.4323 |
| Range |
0.0331 |
0.0175 |
-0.0156 |
-47.1% |
0.0552 |
| ATR |
0.0316 |
0.0306 |
-0.0010 |
-3.2% |
0.0000 |
| Volume |
78,986 |
77,031 |
-1,955 |
-2.5% |
325,210 |
|
| Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4597 |
1.4511 |
1.4172 |
|
| R3 |
1.4422 |
1.4336 |
1.4124 |
|
| R2 |
1.4247 |
1.4247 |
1.4108 |
|
| R1 |
1.4161 |
1.4161 |
1.4092 |
1.4204 |
| PP |
1.4072 |
1.4072 |
1.4072 |
1.4093 |
| S1 |
1.3986 |
1.3986 |
1.4060 |
1.4029 |
| S2 |
1.3897 |
1.3897 |
1.4044 |
|
| S3 |
1.3722 |
1.3811 |
1.4028 |
|
| S4 |
1.3547 |
1.3636 |
1.3980 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6020 |
1.5723 |
1.4627 |
|
| R3 |
1.5468 |
1.5171 |
1.4475 |
|
| R2 |
1.4916 |
1.4916 |
1.4424 |
|
| R1 |
1.4619 |
1.4619 |
1.4374 |
1.4492 |
| PP |
1.4364 |
1.4364 |
1.4364 |
1.4300 |
| S1 |
1.4067 |
1.4067 |
1.4272 |
1.3940 |
| S2 |
1.3812 |
1.3812 |
1.4222 |
|
| S3 |
1.3260 |
1.3515 |
1.4171 |
|
| S4 |
1.2708 |
1.2963 |
1.4019 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4597 |
1.3957 |
0.0640 |
4.5% |
0.0283 |
2.0% |
19% |
False |
False |
70,428 |
| 10 |
1.4660 |
1.3957 |
0.0703 |
5.0% |
0.0270 |
1.9% |
17% |
False |
False |
69,400 |
| 20 |
1.4979 |
1.3957 |
0.1022 |
7.3% |
0.0285 |
2.0% |
12% |
False |
False |
71,398 |
| 40 |
1.5356 |
1.3492 |
0.1864 |
13.2% |
0.0337 |
2.4% |
31% |
False |
False |
71,200 |
| 60 |
1.5700 |
1.3492 |
0.2208 |
15.7% |
0.0332 |
2.4% |
26% |
False |
False |
58,698 |
| 80 |
1.5839 |
1.3492 |
0.2347 |
16.7% |
0.0318 |
2.3% |
25% |
False |
False |
44,215 |
| 100 |
1.7520 |
1.3492 |
0.4028 |
28.6% |
0.0306 |
2.2% |
14% |
False |
False |
35,413 |
| 120 |
1.8480 |
1.3492 |
0.4988 |
35.4% |
0.0284 |
2.0% |
12% |
False |
False |
29,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4901 |
|
2.618 |
1.4615 |
|
1.618 |
1.4440 |
|
1.000 |
1.4332 |
|
0.618 |
1.4265 |
|
HIGH |
1.4157 |
|
0.618 |
1.4090 |
|
0.500 |
1.4070 |
|
0.382 |
1.4049 |
|
LOW |
1.3982 |
|
0.618 |
1.3874 |
|
1.000 |
1.3807 |
|
1.618 |
1.3699 |
|
2.618 |
1.3524 |
|
4.250 |
1.3238 |
|
|
| Fisher Pivots for day following 03-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4074 |
1.4162 |
| PP |
1.4072 |
1.4133 |
| S1 |
1.4070 |
1.4105 |
|