CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 01-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2008 |
01-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.8035 |
1.7879 |
-0.0156 |
-0.9% |
1.8239 |
| High |
1.8145 |
1.7921 |
-0.0224 |
-1.2% |
1.8624 |
| Low |
1.7800 |
1.7647 |
-0.0153 |
-0.9% |
1.8173 |
| Close |
1.7840 |
1.7763 |
-0.0077 |
-0.4% |
1.8381 |
| Range |
0.0345 |
0.0274 |
-0.0071 |
-20.6% |
0.0451 |
| ATR |
0.0271 |
0.0271 |
0.0000 |
0.1% |
0.0000 |
| Volume |
84,156 |
88,360 |
4,204 |
5.0% |
308,301 |
|
| Daily Pivots for day following 01-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8599 |
1.8455 |
1.7914 |
|
| R3 |
1.8325 |
1.8181 |
1.7838 |
|
| R2 |
1.8051 |
1.8051 |
1.7813 |
|
| R1 |
1.7907 |
1.7907 |
1.7788 |
1.7842 |
| PP |
1.7777 |
1.7777 |
1.7777 |
1.7745 |
| S1 |
1.7633 |
1.7633 |
1.7738 |
1.7568 |
| S2 |
1.7503 |
1.7503 |
1.7713 |
|
| S3 |
1.7229 |
1.7359 |
1.7688 |
|
| S4 |
1.6955 |
1.7085 |
1.7612 |
|
|
| 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 |
1.7647 |
0.0977 |
5.5% |
0.0316 |
1.8% |
12% |
False |
True |
69,560 |
| 10 |
1.8624 |
1.7647 |
0.0977 |
5.5% |
0.0295 |
1.7% |
12% |
False |
True |
69,005 |
| 20 |
1.8624 |
1.7327 |
0.1297 |
7.3% |
0.0296 |
1.7% |
34% |
False |
False |
57,294 |
| 40 |
1.9381 |
1.7327 |
0.2054 |
11.6% |
0.0237 |
1.3% |
21% |
False |
False |
28,979 |
| 60 |
1.9923 |
1.7327 |
0.2596 |
14.6% |
0.0188 |
1.1% |
17% |
False |
False |
19,330 |
| 80 |
1.9923 |
1.7327 |
0.2596 |
14.6% |
0.0156 |
0.9% |
17% |
False |
False |
14,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9086 |
|
2.618 |
1.8638 |
|
1.618 |
1.8364 |
|
1.000 |
1.8195 |
|
0.618 |
1.8090 |
|
HIGH |
1.7921 |
|
0.618 |
1.7816 |
|
0.500 |
1.7784 |
|
0.382 |
1.7752 |
|
LOW |
1.7647 |
|
0.618 |
1.7478 |
|
1.000 |
1.7373 |
|
1.618 |
1.7204 |
|
2.618 |
1.6930 |
|
4.250 |
1.6483 |
|
|
| Fisher Pivots for day following 01-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7784 |
1.8016 |
| PP |
1.7777 |
1.7931 |
| S1 |
1.7770 |
1.7847 |
|