CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 07-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2008 |
07-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7702 |
1.7449 |
-0.0253 |
-1.4% |
1.8381 |
| High |
1.7702 |
1.7660 |
-0.0042 |
-0.2% |
1.8384 |
| Low |
1.7303 |
1.7317 |
0.0014 |
0.1% |
1.7522 |
| Close |
1.7375 |
1.7506 |
0.0131 |
0.8% |
1.7741 |
| Range |
0.0399 |
0.0343 |
-0.0056 |
-14.0% |
0.0862 |
| ATR |
0.0281 |
0.0285 |
0.0004 |
1.6% |
0.0000 |
| Volume |
80,745 |
76,766 |
-3,979 |
-4.9% |
360,903 |
|
| Daily Pivots for day following 07-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8523 |
1.8358 |
1.7695 |
|
| R3 |
1.8180 |
1.8015 |
1.7600 |
|
| R2 |
1.7837 |
1.7837 |
1.7569 |
|
| R1 |
1.7672 |
1.7672 |
1.7537 |
1.7755 |
| PP |
1.7494 |
1.7494 |
1.7494 |
1.7536 |
| S1 |
1.7329 |
1.7329 |
1.7475 |
1.7412 |
| S2 |
1.7151 |
1.7151 |
1.7443 |
|
| S3 |
1.6808 |
1.6986 |
1.7412 |
|
| S4 |
1.6465 |
1.6643 |
1.7317 |
|
|
| 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 |
1.7921 |
1.7303 |
0.0618 |
3.5% |
0.0301 |
1.7% |
33% |
False |
False |
74,707 |
| 10 |
1.8624 |
1.7303 |
0.1321 |
7.5% |
0.0295 |
1.7% |
15% |
False |
False |
69,390 |
| 20 |
1.8624 |
1.7303 |
0.1321 |
7.5% |
0.0301 |
1.7% |
15% |
False |
False |
69,628 |
| 40 |
1.8876 |
1.7303 |
0.1573 |
9.0% |
0.0252 |
1.4% |
13% |
False |
False |
36,103 |
| 60 |
1.9923 |
1.7303 |
0.2620 |
15.0% |
0.0202 |
1.2% |
8% |
False |
False |
24,082 |
| 80 |
1.9923 |
1.7303 |
0.2620 |
15.0% |
0.0169 |
1.0% |
8% |
False |
False |
18,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9118 |
|
2.618 |
1.8558 |
|
1.618 |
1.8215 |
|
1.000 |
1.8003 |
|
0.618 |
1.7872 |
|
HIGH |
1.7660 |
|
0.618 |
1.7529 |
|
0.500 |
1.7489 |
|
0.382 |
1.7448 |
|
LOW |
1.7317 |
|
0.618 |
1.7105 |
|
1.000 |
1.6974 |
|
1.618 |
1.6762 |
|
2.618 |
1.6419 |
|
4.250 |
1.5859 |
|
|
| Fisher Pivots for day following 07-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7500 |
1.7553 |
| PP |
1.7494 |
1.7537 |
| S1 |
1.7489 |
1.7522 |
|