CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 06-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2008 |
06-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7618 |
1.7702 |
0.0084 |
0.5% |
1.8381 |
| High |
1.7802 |
1.7702 |
-0.0100 |
-0.6% |
1.8384 |
| Low |
1.7522 |
1.7303 |
-0.0219 |
-1.2% |
1.7522 |
| Close |
1.7741 |
1.7375 |
-0.0366 |
-2.1% |
1.7741 |
| Range |
0.0280 |
0.0399 |
0.0119 |
42.5% |
0.0862 |
| ATR |
0.0269 |
0.0281 |
0.0012 |
4.5% |
0.0000 |
| Volume |
56,234 |
80,745 |
24,511 |
43.6% |
360,903 |
|
| Daily Pivots for day following 06-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8657 |
1.8415 |
1.7594 |
|
| R3 |
1.8258 |
1.8016 |
1.7485 |
|
| R2 |
1.7859 |
1.7859 |
1.7448 |
|
| R1 |
1.7617 |
1.7617 |
1.7412 |
1.7539 |
| PP |
1.7460 |
1.7460 |
1.7460 |
1.7421 |
| S1 |
1.7218 |
1.7218 |
1.7338 |
1.7140 |
| S2 |
1.7061 |
1.7061 |
1.7302 |
|
| S3 |
1.6662 |
1.6819 |
1.7265 |
|
| S4 |
1.6263 |
1.6420 |
1.7156 |
|
|
| 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 |
1.8145 |
1.7303 |
0.0842 |
4.8% |
0.0301 |
1.7% |
9% |
False |
True |
76,185 |
| 10 |
1.8624 |
1.7303 |
0.1321 |
7.6% |
0.0277 |
1.6% |
5% |
False |
True |
68,287 |
| 20 |
1.8624 |
1.7303 |
0.1321 |
7.6% |
0.0293 |
1.7% |
5% |
False |
True |
66,951 |
| 40 |
1.9065 |
1.7303 |
0.1762 |
10.1% |
0.0247 |
1.4% |
4% |
False |
True |
34,186 |
| 60 |
1.9923 |
1.7303 |
0.2620 |
15.1% |
0.0198 |
1.1% |
3% |
False |
True |
22,803 |
| 80 |
1.9923 |
1.7303 |
0.2620 |
15.1% |
0.0166 |
1.0% |
3% |
False |
True |
17,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9398 |
|
2.618 |
1.8747 |
|
1.618 |
1.8348 |
|
1.000 |
1.8101 |
|
0.618 |
1.7949 |
|
HIGH |
1.7702 |
|
0.618 |
1.7550 |
|
0.500 |
1.7503 |
|
0.382 |
1.7455 |
|
LOW |
1.7303 |
|
0.618 |
1.7056 |
|
1.000 |
1.6904 |
|
1.618 |
1.6657 |
|
2.618 |
1.6258 |
|
4.250 |
1.5607 |
|
|
| Fisher Pivots for day following 06-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7503 |
1.7553 |
| PP |
1.7460 |
1.7493 |
| S1 |
1.7418 |
1.7434 |
|