CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 29-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2008 |
29-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.8335 |
1.8381 |
0.0046 |
0.3% |
1.8239 |
| High |
1.8432 |
1.8384 |
-0.0048 |
-0.3% |
1.8624 |
| Low |
1.8292 |
1.7922 |
-0.0370 |
-2.0% |
1.8173 |
| Close |
1.8381 |
1.8132 |
-0.0249 |
-1.4% |
1.8381 |
| Range |
0.0140 |
0.0462 |
0.0322 |
230.0% |
0.0451 |
| ATR |
0.0250 |
0.0265 |
0.0015 |
6.1% |
0.0000 |
| Volume |
69,933 |
60,721 |
-9,212 |
-13.2% |
308,301 |
|
| Daily Pivots for day following 29-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9532 |
1.9294 |
1.8386 |
|
| R3 |
1.9070 |
1.8832 |
1.8259 |
|
| R2 |
1.8608 |
1.8608 |
1.8217 |
|
| R1 |
1.8370 |
1.8370 |
1.8174 |
1.8258 |
| PP |
1.8146 |
1.8146 |
1.8146 |
1.8090 |
| S1 |
1.7908 |
1.7908 |
1.8090 |
1.7796 |
| S2 |
1.7684 |
1.7684 |
1.8047 |
|
| S3 |
1.7222 |
1.7446 |
1.8005 |
|
| S4 |
1.6760 |
1.6984 |
1.7878 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9746 |
1.9514 |
1.8629 |
|
| R3 |
1.9295 |
1.9063 |
1.8505 |
|
| R2 |
1.8844 |
1.8844 |
1.8464 |
|
| R1 |
1.8612 |
1.8612 |
1.8422 |
1.8728 |
| PP |
1.8393 |
1.8393 |
1.8393 |
1.8451 |
| S1 |
1.8161 |
1.8161 |
1.8340 |
1.8277 |
| S2 |
1.7942 |
1.7942 |
1.8298 |
|
| S3 |
1.7491 |
1.7710 |
1.8257 |
|
| S4 |
1.7040 |
1.7259 |
1.8133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.8624 |
1.7922 |
0.0702 |
3.9% |
0.0252 |
1.4% |
30% |
False |
True |
60,389 |
| 10 |
1.8624 |
1.7615 |
0.1009 |
5.6% |
0.0309 |
1.7% |
51% |
False |
False |
68,601 |
| 20 |
1.8624 |
1.7327 |
0.1297 |
7.2% |
0.0293 |
1.6% |
62% |
False |
False |
49,009 |
| 40 |
1.9563 |
1.7327 |
0.2236 |
12.3% |
0.0228 |
1.3% |
36% |
False |
False |
24,667 |
| 60 |
1.9923 |
1.7327 |
0.2596 |
14.3% |
0.0181 |
1.0% |
31% |
False |
False |
16,456 |
| 80 |
1.9923 |
1.7327 |
0.2596 |
14.3% |
0.0150 |
0.8% |
31% |
False |
False |
12,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0348 |
|
2.618 |
1.9594 |
|
1.618 |
1.9132 |
|
1.000 |
1.8846 |
|
0.618 |
1.8670 |
|
HIGH |
1.8384 |
|
0.618 |
1.8208 |
|
0.500 |
1.8153 |
|
0.382 |
1.8098 |
|
LOW |
1.7922 |
|
0.618 |
1.7636 |
|
1.000 |
1.7460 |
|
1.618 |
1.7174 |
|
2.618 |
1.6712 |
|
4.250 |
1.5959 |
|
|
| Fisher Pivots for day following 29-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.8153 |
1.8273 |
| PP |
1.8146 |
1.8226 |
| S1 |
1.8139 |
1.8179 |
|