CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 06-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4185 |
1.4121 |
-0.0064 |
-0.5% |
1.4267 |
| High |
1.4234 |
1.4309 |
0.0075 |
0.5% |
1.4309 |
| Low |
1.4036 |
1.4041 |
0.0005 |
0.0% |
1.3957 |
| Close |
1.4111 |
1.4093 |
-0.0018 |
-0.1% |
1.4093 |
| Range |
0.0198 |
0.0268 |
0.0070 |
35.4% |
0.0352 |
| ATR |
0.0292 |
0.0291 |
-0.0002 |
-0.6% |
0.0000 |
| Volume |
62,336 |
71,422 |
9,086 |
14.6% |
355,286 |
|
| Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4952 |
1.4790 |
1.4240 |
|
| R3 |
1.4684 |
1.4522 |
1.4167 |
|
| R2 |
1.4416 |
1.4416 |
1.4142 |
|
| R1 |
1.4254 |
1.4254 |
1.4118 |
1.4201 |
| PP |
1.4148 |
1.4148 |
1.4148 |
1.4121 |
| S1 |
1.3986 |
1.3986 |
1.4068 |
1.3933 |
| S2 |
1.3880 |
1.3880 |
1.4044 |
|
| S3 |
1.3612 |
1.3718 |
1.4019 |
|
| S4 |
1.3344 |
1.3450 |
1.3946 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5176 |
1.4986 |
1.4287 |
|
| R3 |
1.4824 |
1.4634 |
1.4190 |
|
| R2 |
1.4472 |
1.4472 |
1.4158 |
|
| R1 |
1.4282 |
1.4282 |
1.4125 |
1.4201 |
| PP |
1.4120 |
1.4120 |
1.4120 |
1.4079 |
| S1 |
1.3930 |
1.3930 |
1.4061 |
1.3849 |
| S2 |
1.3768 |
1.3768 |
1.4028 |
|
| S3 |
1.3416 |
1.3578 |
1.3996 |
|
| S4 |
1.3064 |
1.3226 |
1.3899 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4309 |
1.3957 |
0.0352 |
2.5% |
0.0238 |
1.7% |
39% |
True |
False |
71,057 |
| 10 |
1.4660 |
1.3957 |
0.0703 |
5.0% |
0.0260 |
1.8% |
19% |
False |
False |
68,049 |
| 20 |
1.4979 |
1.3957 |
0.1022 |
7.3% |
0.0273 |
1.9% |
13% |
False |
False |
69,881 |
| 40 |
1.5356 |
1.3492 |
0.1864 |
13.2% |
0.0321 |
2.3% |
32% |
False |
False |
72,737 |
| 60 |
1.5700 |
1.3492 |
0.2208 |
15.7% |
0.0329 |
2.3% |
27% |
False |
False |
61,875 |
| 80 |
1.5700 |
1.3492 |
0.2208 |
15.7% |
0.0319 |
2.3% |
27% |
False |
False |
46,704 |
| 100 |
1.7520 |
1.3492 |
0.4028 |
28.6% |
0.0308 |
2.2% |
15% |
False |
False |
37,404 |
| 120 |
1.8480 |
1.3492 |
0.4988 |
35.4% |
0.0286 |
2.0% |
12% |
False |
False |
31,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5448 |
|
2.618 |
1.5011 |
|
1.618 |
1.4743 |
|
1.000 |
1.4577 |
|
0.618 |
1.4475 |
|
HIGH |
1.4309 |
|
0.618 |
1.4207 |
|
0.500 |
1.4175 |
|
0.382 |
1.4143 |
|
LOW |
1.4041 |
|
0.618 |
1.3875 |
|
1.000 |
1.3773 |
|
1.618 |
1.3607 |
|
2.618 |
1.3339 |
|
4.250 |
1.2902 |
|
|
| Fisher Pivots for day following 06-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4175 |
1.4146 |
| PP |
1.4148 |
1.4128 |
| S1 |
1.4120 |
1.4111 |
|