CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 16-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2008 |
16-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7370 |
1.7140 |
-0.0230 |
-1.3% |
1.7702 |
| High |
1.7570 |
1.7324 |
-0.0246 |
-1.4% |
1.7895 |
| Low |
1.7235 |
1.7108 |
-0.0127 |
-0.7% |
1.6785 |
| Close |
1.7289 |
1.7263 |
-0.0026 |
-0.2% |
1.6973 |
| Range |
0.0335 |
0.0216 |
-0.0119 |
-35.5% |
0.1110 |
| ATR |
0.0332 |
0.0324 |
-0.0008 |
-2.5% |
0.0000 |
| Volume |
63,409 |
53,390 |
-10,019 |
-15.8% |
366,632 |
|
| Daily Pivots for day following 16-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7880 |
1.7787 |
1.7382 |
|
| R3 |
1.7664 |
1.7571 |
1.7322 |
|
| R2 |
1.7448 |
1.7448 |
1.7303 |
|
| R1 |
1.7355 |
1.7355 |
1.7283 |
1.7402 |
| PP |
1.7232 |
1.7232 |
1.7232 |
1.7255 |
| S1 |
1.7139 |
1.7139 |
1.7243 |
1.7186 |
| S2 |
1.7016 |
1.7016 |
1.7223 |
|
| S3 |
1.6800 |
1.6923 |
1.7204 |
|
| S4 |
1.6584 |
1.6707 |
1.7144 |
|
|
| 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% |
0.0336 |
1.9% |
59% |
False |
False |
56,476 |
| 10 |
1.7895 |
1.6785 |
0.1110 |
6.4% |
0.0367 |
2.1% |
43% |
False |
False |
64,352 |
| 20 |
1.8624 |
1.6785 |
0.1839 |
10.7% |
0.0331 |
1.9% |
26% |
False |
False |
66,426 |
| 40 |
1.8636 |
1.6785 |
0.1851 |
10.7% |
0.0291 |
1.7% |
26% |
False |
False |
46,795 |
| 60 |
1.9756 |
1.6785 |
0.2971 |
17.2% |
0.0237 |
1.4% |
16% |
False |
False |
31,243 |
| 80 |
1.9923 |
1.6785 |
0.3138 |
18.2% |
0.0198 |
1.1% |
15% |
False |
False |
23,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8242 |
|
2.618 |
1.7889 |
|
1.618 |
1.7673 |
|
1.000 |
1.7540 |
|
0.618 |
1.7457 |
|
HIGH |
1.7324 |
|
0.618 |
1.7241 |
|
0.500 |
1.7216 |
|
0.382 |
1.7191 |
|
LOW |
1.7108 |
|
0.618 |
1.6975 |
|
1.000 |
1.6892 |
|
1.618 |
1.6759 |
|
2.618 |
1.6543 |
|
4.250 |
1.6190 |
|
|
| Fisher Pivots for day following 16-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7247 |
1.7349 |
| PP |
1.7232 |
1.7320 |
| S1 |
1.7216 |
1.7292 |
|