CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 15-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2008 |
15-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7371 |
1.7370 |
-0.0001 |
0.0% |
1.7702 |
| High |
1.7590 |
1.7570 |
-0.0020 |
-0.1% |
1.7895 |
| Low |
1.7359 |
1.7235 |
-0.0124 |
-0.7% |
1.6785 |
| Close |
1.7405 |
1.7289 |
-0.0116 |
-0.7% |
1.6973 |
| Range |
0.0231 |
0.0335 |
0.0104 |
45.0% |
0.1110 |
| ATR |
0.0332 |
0.0332 |
0.0000 |
0.1% |
0.0000 |
| Volume |
43,592 |
63,409 |
19,817 |
45.5% |
366,632 |
|
| Daily Pivots for day following 15-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8370 |
1.8164 |
1.7473 |
|
| R3 |
1.8035 |
1.7829 |
1.7381 |
|
| R2 |
1.7700 |
1.7700 |
1.7350 |
|
| R1 |
1.7494 |
1.7494 |
1.7320 |
1.7430 |
| PP |
1.7365 |
1.7365 |
1.7365 |
1.7332 |
| S1 |
1.7159 |
1.7159 |
1.7258 |
1.7095 |
| S2 |
1.7030 |
1.7030 |
1.7228 |
|
| S3 |
1.6695 |
1.6824 |
1.7197 |
|
| S4 |
1.6360 |
1.6489 |
1.7105 |
|
|
| 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 |
1.7590 |
1.6785 |
0.0805 |
4.7% |
0.0360 |
2.1% |
63% |
False |
False |
62,071 |
| 10 |
1.7895 |
1.6785 |
0.1110 |
6.4% |
0.0366 |
2.1% |
45% |
False |
False |
66,156 |
| 20 |
1.8624 |
1.6785 |
0.1839 |
10.6% |
0.0330 |
1.9% |
27% |
False |
False |
67,580 |
| 40 |
1.8636 |
1.6785 |
0.1851 |
10.7% |
0.0288 |
1.7% |
27% |
False |
False |
45,465 |
| 60 |
1.9817 |
1.6785 |
0.3032 |
17.5% |
0.0236 |
1.4% |
17% |
False |
False |
30,354 |
| 80 |
1.9923 |
1.6785 |
0.3138 |
18.2% |
0.0195 |
1.1% |
16% |
False |
False |
22,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8994 |
|
2.618 |
1.8447 |
|
1.618 |
1.8112 |
|
1.000 |
1.7905 |
|
0.618 |
1.7777 |
|
HIGH |
1.7570 |
|
0.618 |
1.7442 |
|
0.500 |
1.7403 |
|
0.382 |
1.7363 |
|
LOW |
1.7235 |
|
0.618 |
1.7028 |
|
1.000 |
1.6900 |
|
1.618 |
1.6693 |
|
2.618 |
1.6358 |
|
4.250 |
1.5811 |
|
|
| Fisher Pivots for day following 15-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7403 |
1.7280 |
| PP |
1.7365 |
1.7271 |
| S1 |
1.7327 |
1.7262 |
|