CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 17-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2008 |
17-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7140 |
1.7296 |
0.0156 |
0.9% |
1.7128 |
| High |
1.7324 |
1.7350 |
0.0026 |
0.2% |
1.7590 |
| Low |
1.7108 |
1.7182 |
0.0074 |
0.4% |
1.6933 |
| Close |
1.7263 |
1.7287 |
0.0024 |
0.1% |
1.7287 |
| Range |
0.0216 |
0.0168 |
-0.0048 |
-22.2% |
0.0657 |
| ATR |
0.0324 |
0.0313 |
-0.0011 |
-3.4% |
0.0000 |
| Volume |
53,390 |
61,745 |
8,355 |
15.6% |
282,406 |
|
| Daily Pivots for day following 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7777 |
1.7700 |
1.7379 |
|
| R3 |
1.7609 |
1.7532 |
1.7333 |
|
| R2 |
1.7441 |
1.7441 |
1.7318 |
|
| R1 |
1.7364 |
1.7364 |
1.7302 |
1.7319 |
| PP |
1.7273 |
1.7273 |
1.7273 |
1.7250 |
| S1 |
1.7196 |
1.7196 |
1.7272 |
1.7151 |
| S2 |
1.7105 |
1.7105 |
1.7256 |
|
| S3 |
1.6937 |
1.7028 |
1.7241 |
|
| S4 |
1.6769 |
1.6860 |
1.7195 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9241 |
1.8921 |
1.7648 |
|
| R3 |
1.8584 |
1.8264 |
1.7468 |
|
| R2 |
1.7927 |
1.7927 |
1.7407 |
|
| R1 |
1.7607 |
1.7607 |
1.7347 |
1.7767 |
| PP |
1.7270 |
1.7270 |
1.7270 |
1.7350 |
| S1 |
1.6950 |
1.6950 |
1.7227 |
1.7110 |
| S2 |
1.6613 |
1.6613 |
1.7167 |
|
| S3 |
1.5956 |
1.6293 |
1.7106 |
|
| S4 |
1.5299 |
1.5636 |
1.6926 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7590 |
1.6933 |
0.0657 |
3.8% |
0.0290 |
1.7% |
54% |
False |
False |
56,481 |
| 10 |
1.7895 |
1.6785 |
0.1110 |
6.4% |
0.0355 |
2.1% |
45% |
False |
False |
64,903 |
| 20 |
1.8624 |
1.6785 |
0.1839 |
10.6% |
0.0316 |
1.8% |
27% |
False |
False |
65,912 |
| 40 |
1.8636 |
1.6785 |
0.1851 |
10.7% |
0.0291 |
1.7% |
27% |
False |
False |
48,328 |
| 60 |
1.9756 |
1.6785 |
0.2971 |
17.2% |
0.0239 |
1.4% |
17% |
False |
False |
32,272 |
| 80 |
1.9923 |
1.6785 |
0.3138 |
18.2% |
0.0198 |
1.1% |
16% |
False |
False |
24,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8064 |
|
2.618 |
1.7790 |
|
1.618 |
1.7622 |
|
1.000 |
1.7518 |
|
0.618 |
1.7454 |
|
HIGH |
1.7350 |
|
0.618 |
1.7286 |
|
0.500 |
1.7266 |
|
0.382 |
1.7246 |
|
LOW |
1.7182 |
|
0.618 |
1.7078 |
|
1.000 |
1.7014 |
|
1.618 |
1.6910 |
|
2.618 |
1.6742 |
|
4.250 |
1.6468 |
|
|
| Fisher Pivots for day following 17-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7280 |
1.7339 |
| PP |
1.7273 |
1.7322 |
| S1 |
1.7266 |
1.7304 |
|