CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 11-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3779 |
1.3749 |
-0.0030 |
-0.2% |
1.4267 |
| High |
1.3907 |
1.3889 |
-0.0018 |
-0.1% |
1.4309 |
| Low |
1.3688 |
1.3653 |
-0.0035 |
-0.3% |
1.3957 |
| Close |
1.3720 |
1.3848 |
0.0128 |
0.9% |
1.4093 |
| Range |
0.0219 |
0.0236 |
0.0017 |
7.8% |
0.0352 |
| ATR |
0.0295 |
0.0291 |
-0.0004 |
-1.4% |
0.0000 |
| Volume |
101,435 |
89,827 |
-11,608 |
-11.4% |
355,286 |
|
| Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4505 |
1.4412 |
1.3978 |
|
| R3 |
1.4269 |
1.4176 |
1.3913 |
|
| R2 |
1.4033 |
1.4033 |
1.3891 |
|
| R1 |
1.3940 |
1.3940 |
1.3870 |
1.3987 |
| PP |
1.3797 |
1.3797 |
1.3797 |
1.3820 |
| S1 |
1.3704 |
1.3704 |
1.3826 |
1.3751 |
| S2 |
1.3561 |
1.3561 |
1.3805 |
|
| S3 |
1.3325 |
1.3468 |
1.3783 |
|
| S4 |
1.3089 |
1.3232 |
1.3718 |
|
|
| 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 |
1.3653 |
0.0656 |
4.7% |
0.0272 |
2.0% |
30% |
False |
True |
81,187 |
| 10 |
1.4387 |
1.3653 |
0.0734 |
5.3% |
0.0257 |
1.9% |
27% |
False |
True |
76,233 |
| 20 |
1.4660 |
1.3653 |
0.1007 |
7.3% |
0.0268 |
1.9% |
19% |
False |
True |
71,780 |
| 40 |
1.4979 |
1.3492 |
0.1487 |
10.7% |
0.0320 |
2.3% |
24% |
False |
False |
74,620 |
| 60 |
1.5700 |
1.3492 |
0.2208 |
15.9% |
0.0332 |
2.4% |
16% |
False |
False |
65,469 |
| 80 |
1.5700 |
1.3492 |
0.2208 |
15.9% |
0.0319 |
2.3% |
16% |
False |
False |
50,102 |
| 100 |
1.7225 |
1.3492 |
0.3733 |
27.0% |
0.0312 |
2.3% |
10% |
False |
False |
40,114 |
| 120 |
1.8480 |
1.3492 |
0.4988 |
36.0% |
0.0288 |
2.1% |
7% |
False |
False |
33,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4892 |
|
2.618 |
1.4507 |
|
1.618 |
1.4271 |
|
1.000 |
1.4125 |
|
0.618 |
1.4035 |
|
HIGH |
1.3889 |
|
0.618 |
1.3799 |
|
0.500 |
1.3771 |
|
0.382 |
1.3743 |
|
LOW |
1.3653 |
|
0.618 |
1.3507 |
|
1.000 |
1.3417 |
|
1.618 |
1.3271 |
|
2.618 |
1.3035 |
|
4.250 |
1.2650 |
|
|
| Fisher Pivots for day following 11-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3822 |
1.3918 |
| PP |
1.3797 |
1.3895 |
| S1 |
1.3771 |
1.3871 |
|