CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 03-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2008 |
03-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7741 |
1.7618 |
-0.0123 |
-0.7% |
1.8381 |
| High |
1.7742 |
1.7802 |
0.0060 |
0.3% |
1.8384 |
| Low |
1.7533 |
1.7522 |
-0.0011 |
-0.1% |
1.7522 |
| Close |
1.7633 |
1.7741 |
0.0108 |
0.6% |
1.7741 |
| Range |
0.0209 |
0.0280 |
0.0071 |
34.0% |
0.0862 |
| ATR |
0.0268 |
0.0269 |
0.0001 |
0.3% |
0.0000 |
| Volume |
71,432 |
56,234 |
-15,198 |
-21.3% |
360,903 |
|
| Daily Pivots for day following 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8528 |
1.8415 |
1.7895 |
|
| R3 |
1.8248 |
1.8135 |
1.7818 |
|
| R2 |
1.7968 |
1.7968 |
1.7792 |
|
| R1 |
1.7855 |
1.7855 |
1.7767 |
1.7912 |
| PP |
1.7688 |
1.7688 |
1.7688 |
1.7717 |
| S1 |
1.7575 |
1.7575 |
1.7715 |
1.7632 |
| S2 |
1.7408 |
1.7408 |
1.7690 |
|
| S3 |
1.7128 |
1.7295 |
1.7664 |
|
| S4 |
1.6848 |
1.7015 |
1.7587 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0468 |
1.9967 |
1.8215 |
|
| R3 |
1.9606 |
1.9105 |
1.7978 |
|
| R2 |
1.8744 |
1.8744 |
1.7899 |
|
| R1 |
1.8243 |
1.8243 |
1.7820 |
1.8063 |
| PP |
1.7882 |
1.7882 |
1.7882 |
1.7792 |
| S1 |
1.7381 |
1.7381 |
1.7662 |
1.7201 |
| S2 |
1.7020 |
1.7020 |
1.7583 |
|
| S3 |
1.6158 |
1.6519 |
1.7504 |
|
| S4 |
1.5296 |
1.5657 |
1.7267 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.8384 |
1.7522 |
0.0862 |
4.9% |
0.0314 |
1.8% |
25% |
False |
True |
72,180 |
| 10 |
1.8624 |
1.7522 |
0.1102 |
6.2% |
0.0276 |
1.6% |
20% |
False |
True |
66,920 |
| 20 |
1.8624 |
1.7327 |
0.1297 |
7.3% |
0.0299 |
1.7% |
32% |
False |
False |
63,148 |
| 40 |
1.9259 |
1.7327 |
0.1932 |
10.9% |
0.0244 |
1.4% |
21% |
False |
False |
32,168 |
| 60 |
1.9923 |
1.7327 |
0.2596 |
14.6% |
0.0194 |
1.1% |
16% |
False |
False |
21,457 |
| 80 |
1.9923 |
1.7327 |
0.2596 |
14.6% |
0.0162 |
0.9% |
16% |
False |
False |
16,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8992 |
|
2.618 |
1.8535 |
|
1.618 |
1.8255 |
|
1.000 |
1.8082 |
|
0.618 |
1.7975 |
|
HIGH |
1.7802 |
|
0.618 |
1.7695 |
|
0.500 |
1.7662 |
|
0.382 |
1.7629 |
|
LOW |
1.7522 |
|
0.618 |
1.7349 |
|
1.000 |
1.7242 |
|
1.618 |
1.7069 |
|
2.618 |
1.6789 |
|
4.250 |
1.6332 |
|
|
| Fisher Pivots for day following 03-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7715 |
1.7735 |
| PP |
1.7688 |
1.7728 |
| S1 |
1.7662 |
1.7722 |
|