CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 09-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2008 |
09-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7496 |
1.7291 |
-0.0205 |
-1.2% |
1.8381 |
| High |
1.7895 |
1.7399 |
-0.0496 |
-2.8% |
1.8384 |
| Low |
1.7269 |
1.7061 |
-0.0208 |
-1.2% |
1.7522 |
| Close |
1.7304 |
1.7199 |
-0.0105 |
-0.6% |
1.7741 |
| Range |
0.0626 |
0.0338 |
-0.0288 |
-46.0% |
0.0862 |
| ATR |
0.0310 |
0.0312 |
0.0002 |
0.6% |
0.0000 |
| Volume |
66,033 |
81,368 |
15,335 |
23.2% |
360,903 |
|
| Daily Pivots for day following 09-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8234 |
1.8054 |
1.7385 |
|
| R3 |
1.7896 |
1.7716 |
1.7292 |
|
| R2 |
1.7558 |
1.7558 |
1.7261 |
|
| R1 |
1.7378 |
1.7378 |
1.7230 |
1.7299 |
| PP |
1.7220 |
1.7220 |
1.7220 |
1.7180 |
| S1 |
1.7040 |
1.7040 |
1.7168 |
1.6961 |
| S2 |
1.6882 |
1.6882 |
1.7137 |
|
| S3 |
1.6544 |
1.6702 |
1.7106 |
|
| S4 |
1.6206 |
1.6364 |
1.7013 |
|
|
| 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 |
1.7895 |
1.7061 |
0.0834 |
4.8% |
0.0397 |
2.3% |
17% |
False |
True |
72,229 |
| 10 |
1.8432 |
1.7061 |
0.1371 |
8.0% |
0.0342 |
2.0% |
10% |
False |
True |
73,574 |
| 20 |
1.8624 |
1.7061 |
0.1563 |
9.1% |
0.0334 |
1.9% |
9% |
False |
True |
73,897 |
| 40 |
1.8636 |
1.7061 |
0.1575 |
9.2% |
0.0264 |
1.5% |
9% |
False |
True |
39,780 |
| 60 |
1.9831 |
1.7061 |
0.2770 |
16.1% |
0.0215 |
1.2% |
5% |
False |
True |
26,538 |
| 80 |
1.9923 |
1.7061 |
0.2862 |
16.6% |
0.0179 |
1.0% |
5% |
False |
True |
19,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8836 |
|
2.618 |
1.8284 |
|
1.618 |
1.7946 |
|
1.000 |
1.7737 |
|
0.618 |
1.7608 |
|
HIGH |
1.7399 |
|
0.618 |
1.7270 |
|
0.500 |
1.7230 |
|
0.382 |
1.7190 |
|
LOW |
1.7061 |
|
0.618 |
1.6852 |
|
1.000 |
1.6723 |
|
1.618 |
1.6514 |
|
2.618 |
1.6176 |
|
4.250 |
1.5625 |
|
|
| Fisher Pivots for day following 09-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7230 |
1.7478 |
| PP |
1.7220 |
1.7385 |
| S1 |
1.7209 |
1.7292 |
|