CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 02-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2008 |
02-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7879 |
1.7741 |
-0.0138 |
-0.8% |
1.8239 |
| High |
1.7921 |
1.7742 |
-0.0179 |
-1.0% |
1.8624 |
| Low |
1.7647 |
1.7533 |
-0.0114 |
-0.6% |
1.8173 |
| Close |
1.7763 |
1.7633 |
-0.0130 |
-0.7% |
1.8381 |
| Range |
0.0274 |
0.0209 |
-0.0065 |
-23.7% |
0.0451 |
| ATR |
0.0271 |
0.0268 |
-0.0003 |
-1.1% |
0.0000 |
| Volume |
88,360 |
71,432 |
-16,928 |
-19.2% |
308,301 |
|
| Daily Pivots for day following 02-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8263 |
1.8157 |
1.7748 |
|
| R3 |
1.8054 |
1.7948 |
1.7690 |
|
| R2 |
1.7845 |
1.7845 |
1.7671 |
|
| R1 |
1.7739 |
1.7739 |
1.7652 |
1.7688 |
| PP |
1.7636 |
1.7636 |
1.7636 |
1.7610 |
| S1 |
1.7530 |
1.7530 |
1.7614 |
1.7479 |
| S2 |
1.7427 |
1.7427 |
1.7595 |
|
| S3 |
1.7218 |
1.7321 |
1.7576 |
|
| S4 |
1.7009 |
1.7112 |
1.7518 |
|
|
| 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 |
1.8432 |
1.7533 |
0.0899 |
5.1% |
0.0286 |
1.6% |
11% |
False |
True |
74,920 |
| 10 |
1.8624 |
1.7533 |
0.1091 |
6.2% |
0.0295 |
1.7% |
9% |
False |
True |
68,499 |
| 20 |
1.8624 |
1.7327 |
0.1297 |
7.4% |
0.0295 |
1.7% |
24% |
False |
False |
60,596 |
| 40 |
1.9363 |
1.7327 |
0.2036 |
11.5% |
0.0240 |
1.4% |
15% |
False |
False |
30,763 |
| 60 |
1.9923 |
1.7327 |
0.2596 |
14.7% |
0.0190 |
1.1% |
12% |
False |
False |
20,520 |
| 80 |
1.9923 |
1.7327 |
0.2596 |
14.7% |
0.0159 |
0.9% |
12% |
False |
False |
15,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8630 |
|
2.618 |
1.8289 |
|
1.618 |
1.8080 |
|
1.000 |
1.7951 |
|
0.618 |
1.7871 |
|
HIGH |
1.7742 |
|
0.618 |
1.7662 |
|
0.500 |
1.7638 |
|
0.382 |
1.7613 |
|
LOW |
1.7533 |
|
0.618 |
1.7404 |
|
1.000 |
1.7324 |
|
1.618 |
1.7195 |
|
2.618 |
1.6986 |
|
4.250 |
1.6645 |
|
|
| Fisher Pivots for day following 02-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7638 |
1.7839 |
| PP |
1.7636 |
1.7770 |
| S1 |
1.7635 |
1.7702 |
|