CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 20-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2008 |
20-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7296 |
1.7234 |
-0.0062 |
-0.4% |
1.7128 |
| High |
1.7350 |
1.7472 |
0.0122 |
0.7% |
1.7590 |
| Low |
1.7182 |
1.7045 |
-0.0137 |
-0.8% |
1.6933 |
| Close |
1.7287 |
1.7082 |
-0.0205 |
-1.2% |
1.7287 |
| Range |
0.0168 |
0.0427 |
0.0259 |
154.2% |
0.0657 |
| ATR |
0.0313 |
0.0321 |
0.0008 |
2.6% |
0.0000 |
| Volume |
61,745 |
44,978 |
-16,767 |
-27.2% |
282,406 |
|
| Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8481 |
1.8208 |
1.7317 |
|
| R3 |
1.8054 |
1.7781 |
1.7199 |
|
| R2 |
1.7627 |
1.7627 |
1.7160 |
|
| R1 |
1.7354 |
1.7354 |
1.7121 |
1.7277 |
| PP |
1.7200 |
1.7200 |
1.7200 |
1.7161 |
| S1 |
1.6927 |
1.6927 |
1.7043 |
1.6850 |
| S2 |
1.6773 |
1.6773 |
1.7004 |
|
| S3 |
1.6346 |
1.6500 |
1.6965 |
|
| S4 |
1.5919 |
1.6073 |
1.6847 |
|
|
| 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 |
1.7045 |
0.0545 |
3.2% |
0.0275 |
1.6% |
7% |
False |
True |
53,422 |
| 10 |
1.7895 |
1.6785 |
0.1110 |
6.5% |
0.0358 |
2.1% |
27% |
False |
False |
61,327 |
| 20 |
1.8624 |
1.6785 |
0.1839 |
10.8% |
0.0318 |
1.9% |
16% |
False |
False |
64,807 |
| 40 |
1.8624 |
1.6785 |
0.1839 |
10.8% |
0.0295 |
1.7% |
16% |
False |
False |
49,445 |
| 60 |
1.9755 |
1.6785 |
0.2970 |
17.4% |
0.0245 |
1.4% |
10% |
False |
False |
33,021 |
| 80 |
1.9923 |
1.6785 |
0.3138 |
18.4% |
0.0202 |
1.2% |
9% |
False |
False |
24,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9287 |
|
2.618 |
1.8590 |
|
1.618 |
1.8163 |
|
1.000 |
1.7899 |
|
0.618 |
1.7736 |
|
HIGH |
1.7472 |
|
0.618 |
1.7309 |
|
0.500 |
1.7259 |
|
0.382 |
1.7208 |
|
LOW |
1.7045 |
|
0.618 |
1.6781 |
|
1.000 |
1.6618 |
|
1.618 |
1.6354 |
|
2.618 |
1.5927 |
|
4.250 |
1.5230 |
|
|
| Fisher Pivots for day following 20-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7259 |
1.7259 |
| PP |
1.7200 |
1.7200 |
| S1 |
1.7141 |
1.7141 |
|