CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 23-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2008 |
23-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.6680 |
1.6198 |
-0.0482 |
-2.9% |
1.7128 |
| High |
1.6680 |
1.6318 |
-0.0362 |
-2.2% |
1.7590 |
| Low |
1.6100 |
1.6007 |
-0.0093 |
-0.6% |
1.6933 |
| Close |
1.6305 |
1.6088 |
-0.0217 |
-1.3% |
1.7287 |
| Range |
0.0580 |
0.0311 |
-0.0269 |
-46.4% |
0.0657 |
| ATR |
0.0374 |
0.0370 |
-0.0005 |
-1.2% |
0.0000 |
| Volume |
63,721 |
79,798 |
16,077 |
25.2% |
282,406 |
|
| Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7071 |
1.6890 |
1.6259 |
|
| R3 |
1.6760 |
1.6579 |
1.6174 |
|
| R2 |
1.6449 |
1.6449 |
1.6145 |
|
| R1 |
1.6268 |
1.6268 |
1.6117 |
1.6203 |
| PP |
1.6138 |
1.6138 |
1.6138 |
1.6105 |
| S1 |
1.5957 |
1.5957 |
1.6059 |
1.5892 |
| S2 |
1.5827 |
1.5827 |
1.6031 |
|
| S3 |
1.5516 |
1.5646 |
1.6002 |
|
| S4 |
1.5205 |
1.5335 |
1.5917 |
|
|
| 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 |
1.7472 |
1.6007 |
0.1465 |
9.1% |
0.0421 |
2.6% |
6% |
False |
True |
60,715 |
| 10 |
1.7590 |
1.6007 |
0.1583 |
9.8% |
0.0378 |
2.4% |
5% |
False |
True |
58,595 |
| 20 |
1.8432 |
1.6007 |
0.2425 |
15.1% |
0.0360 |
2.2% |
3% |
False |
True |
66,085 |
| 40 |
1.8624 |
1.6007 |
0.2617 |
16.3% |
0.0319 |
2.0% |
3% |
False |
True |
54,331 |
| 60 |
1.9701 |
1.6007 |
0.3694 |
23.0% |
0.0265 |
1.6% |
2% |
False |
True |
36,300 |
| 80 |
1.9923 |
1.6007 |
0.3916 |
24.3% |
0.0219 |
1.4% |
2% |
False |
True |
27,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7640 |
|
2.618 |
1.7132 |
|
1.618 |
1.6821 |
|
1.000 |
1.6629 |
|
0.618 |
1.6510 |
|
HIGH |
1.6318 |
|
0.618 |
1.6199 |
|
0.500 |
1.6163 |
|
0.382 |
1.6126 |
|
LOW |
1.6007 |
|
0.618 |
1.5815 |
|
1.000 |
1.5696 |
|
1.618 |
1.5504 |
|
2.618 |
1.5193 |
|
4.250 |
1.4685 |
|
|
| Fisher Pivots for day following 23-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.6163 |
1.6577 |
| PP |
1.6138 |
1.6414 |
| S1 |
1.6113 |
1.6251 |
|