CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 21-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7234 |
1.7107 |
-0.0127 |
-0.7% |
1.7128 |
| High |
1.7472 |
1.7147 |
-0.0325 |
-1.9% |
1.7590 |
| Low |
1.7045 |
1.6530 |
-0.0515 |
-3.0% |
1.6933 |
| Close |
1.7082 |
1.6893 |
-0.0189 |
-1.1% |
1.7287 |
| Range |
0.0427 |
0.0617 |
0.0190 |
44.5% |
0.0657 |
| ATR |
0.0321 |
0.0342 |
0.0021 |
6.6% |
0.0000 |
| Volume |
44,978 |
53,336 |
8,358 |
18.6% |
282,406 |
|
| Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8708 |
1.8417 |
1.7232 |
|
| R3 |
1.8091 |
1.7800 |
1.7063 |
|
| R2 |
1.7474 |
1.7474 |
1.7006 |
|
| R1 |
1.7183 |
1.7183 |
1.6950 |
1.7020 |
| PP |
1.6857 |
1.6857 |
1.6857 |
1.6775 |
| S1 |
1.6566 |
1.6566 |
1.6836 |
1.6403 |
| S2 |
1.6240 |
1.6240 |
1.6780 |
|
| S3 |
1.5623 |
1.5949 |
1.6723 |
|
| S4 |
1.5006 |
1.5332 |
1.6554 |
|
|
| 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 |
1.7570 |
1.6530 |
0.1040 |
6.2% |
0.0353 |
2.1% |
35% |
False |
True |
55,371 |
| 10 |
1.7895 |
1.6530 |
0.1365 |
8.1% |
0.0386 |
2.3% |
27% |
False |
True |
58,984 |
| 20 |
1.8624 |
1.6530 |
0.2094 |
12.4% |
0.0340 |
2.0% |
17% |
False |
True |
64,187 |
| 40 |
1.8624 |
1.6530 |
0.2094 |
12.4% |
0.0306 |
1.8% |
17% |
False |
True |
50,760 |
| 60 |
1.9746 |
1.6530 |
0.3216 |
19.0% |
0.0254 |
1.5% |
11% |
False |
True |
33,910 |
| 80 |
1.9923 |
1.6530 |
0.3393 |
20.1% |
0.0209 |
1.2% |
11% |
False |
True |
25,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9769 |
|
2.618 |
1.8762 |
|
1.618 |
1.8145 |
|
1.000 |
1.7764 |
|
0.618 |
1.7528 |
|
HIGH |
1.7147 |
|
0.618 |
1.6911 |
|
0.500 |
1.6839 |
|
0.382 |
1.6766 |
|
LOW |
1.6530 |
|
0.618 |
1.6149 |
|
1.000 |
1.5913 |
|
1.618 |
1.5532 |
|
2.618 |
1.4915 |
|
4.250 |
1.3908 |
|
|
| Fisher Pivots for day following 21-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.6875 |
1.7001 |
| PP |
1.6857 |
1.6965 |
| S1 |
1.6839 |
1.6929 |
|