CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 09-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4121 |
1.4126 |
0.0005 |
0.0% |
1.4267 |
| High |
1.4309 |
1.4183 |
-0.0126 |
-0.9% |
1.4309 |
| Low |
1.4041 |
1.3742 |
-0.0299 |
-2.1% |
1.3957 |
| Close |
1.4093 |
1.3799 |
-0.0294 |
-2.1% |
1.4093 |
| Range |
0.0268 |
0.0441 |
0.0173 |
64.6% |
0.0352 |
| ATR |
0.0291 |
0.0301 |
0.0011 |
3.7% |
0.0000 |
| Volume |
71,422 |
80,918 |
9,496 |
13.3% |
355,286 |
|
| Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5231 |
1.4956 |
1.4042 |
|
| R3 |
1.4790 |
1.4515 |
1.3920 |
|
| R2 |
1.4349 |
1.4349 |
1.3880 |
|
| R1 |
1.4074 |
1.4074 |
1.3839 |
1.3991 |
| PP |
1.3908 |
1.3908 |
1.3908 |
1.3867 |
| S1 |
1.3633 |
1.3633 |
1.3759 |
1.3550 |
| S2 |
1.3467 |
1.3467 |
1.3718 |
|
| S3 |
1.3026 |
1.3192 |
1.3678 |
|
| S4 |
1.2585 |
1.2751 |
1.3556 |
|
|
| 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 |
1.3742 |
0.0567 |
4.1% |
0.0260 |
1.9% |
10% |
False |
True |
71,443 |
| 10 |
1.4597 |
1.3742 |
0.0855 |
6.2% |
0.0275 |
2.0% |
7% |
False |
True |
69,176 |
| 20 |
1.4979 |
1.3742 |
0.1237 |
9.0% |
0.0282 |
2.0% |
5% |
False |
True |
69,545 |
| 40 |
1.5330 |
1.3492 |
0.1838 |
13.3% |
0.0323 |
2.3% |
17% |
False |
False |
72,943 |
| 60 |
1.5700 |
1.3492 |
0.2208 |
16.0% |
0.0331 |
2.4% |
14% |
False |
False |
63,067 |
| 80 |
1.5700 |
1.3492 |
0.2208 |
16.0% |
0.0323 |
2.3% |
14% |
False |
False |
47,714 |
| 100 |
1.7464 |
1.3492 |
0.3972 |
28.8% |
0.0311 |
2.3% |
8% |
False |
False |
38,213 |
| 120 |
1.8480 |
1.3492 |
0.4988 |
36.1% |
0.0288 |
2.1% |
6% |
False |
False |
31,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6057 |
|
2.618 |
1.5338 |
|
1.618 |
1.4897 |
|
1.000 |
1.4624 |
|
0.618 |
1.4456 |
|
HIGH |
1.4183 |
|
0.618 |
1.4015 |
|
0.500 |
1.3963 |
|
0.382 |
1.3910 |
|
LOW |
1.3742 |
|
0.618 |
1.3469 |
|
1.000 |
1.3301 |
|
1.618 |
1.3028 |
|
2.618 |
1.2587 |
|
4.250 |
1.1868 |
|
|
| Fisher Pivots for day following 09-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3963 |
1.4026 |
| PP |
1.3908 |
1.3950 |
| S1 |
1.3854 |
1.3875 |
|