CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 13-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2008 |
13-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7110 |
1.7128 |
0.0018 |
0.1% |
1.7702 |
| High |
1.7182 |
1.7433 |
0.0251 |
1.5% |
1.7895 |
| Low |
1.6785 |
1.6933 |
0.0148 |
0.9% |
1.6785 |
| Close |
1.6973 |
1.7262 |
0.0289 |
1.7% |
1.6973 |
| Range |
0.0397 |
0.0500 |
0.0103 |
25.9% |
0.1110 |
| ATR |
0.0319 |
0.0332 |
0.0013 |
4.0% |
0.0000 |
| Volume |
61,720 |
60,270 |
-1,450 |
-2.3% |
366,632 |
|
| Daily Pivots for day following 13-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8709 |
1.8486 |
1.7537 |
|
| R3 |
1.8209 |
1.7986 |
1.7400 |
|
| R2 |
1.7709 |
1.7709 |
1.7354 |
|
| R1 |
1.7486 |
1.7486 |
1.7308 |
1.7598 |
| PP |
1.7209 |
1.7209 |
1.7209 |
1.7265 |
| S1 |
1.6986 |
1.6986 |
1.7216 |
1.7098 |
| S2 |
1.6709 |
1.6709 |
1.7170 |
|
| S3 |
1.6209 |
1.6486 |
1.7125 |
|
| S4 |
1.5709 |
1.5986 |
1.6987 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0548 |
1.9870 |
1.7584 |
|
| R3 |
1.9438 |
1.8760 |
1.7278 |
|
| R2 |
1.8328 |
1.8328 |
1.7177 |
|
| R1 |
1.7650 |
1.7650 |
1.7075 |
1.7434 |
| PP |
1.7218 |
1.7218 |
1.7218 |
1.7110 |
| S1 |
1.6540 |
1.6540 |
1.6871 |
1.6324 |
| S2 |
1.6108 |
1.6108 |
1.6770 |
|
| S3 |
1.4998 |
1.5430 |
1.6668 |
|
| S4 |
1.3888 |
1.4320 |
1.6363 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7895 |
1.6785 |
0.1110 |
6.4% |
0.0441 |
2.6% |
43% |
False |
False |
69,231 |
| 10 |
1.8145 |
1.6785 |
0.1360 |
7.9% |
0.0371 |
2.1% |
35% |
False |
False |
72,708 |
| 20 |
1.8624 |
1.6785 |
0.1839 |
10.7% |
0.0340 |
2.0% |
26% |
False |
False |
70,655 |
| 40 |
1.8636 |
1.6785 |
0.1851 |
10.7% |
0.0280 |
1.6% |
26% |
False |
False |
42,812 |
| 60 |
1.9817 |
1.6785 |
0.3032 |
17.6% |
0.0228 |
1.3% |
16% |
False |
False |
28,571 |
| 80 |
1.9923 |
1.6785 |
0.3138 |
18.2% |
0.0188 |
1.1% |
15% |
False |
False |
21,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9558 |
|
2.618 |
1.8742 |
|
1.618 |
1.8242 |
|
1.000 |
1.7933 |
|
0.618 |
1.7742 |
|
HIGH |
1.7433 |
|
0.618 |
1.7242 |
|
0.500 |
1.7183 |
|
0.382 |
1.7124 |
|
LOW |
1.6933 |
|
0.618 |
1.6624 |
|
1.000 |
1.6433 |
|
1.618 |
1.6124 |
|
2.618 |
1.5624 |
|
4.250 |
1.4808 |
|
|
| Fisher Pivots for day following 13-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7236 |
1.7211 |
| PP |
1.7209 |
1.7160 |
| S1 |
1.7183 |
1.7109 |
|