CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 27-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2008 |
27-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.6242 |
1.5824 |
-0.0418 |
-2.6% |
1.7234 |
| High |
1.6245 |
1.5854 |
-0.0391 |
-2.4% |
1.7472 |
| Low |
1.5224 |
1.5248 |
0.0024 |
0.2% |
1.5224 |
| Close |
1.5844 |
1.5611 |
-0.0233 |
-1.5% |
1.5844 |
| Range |
0.1021 |
0.0606 |
-0.0415 |
-40.6% |
0.2248 |
| ATR |
0.0416 |
0.0430 |
0.0014 |
3.3% |
0.0000 |
| Volume |
75,990 |
88,327 |
12,337 |
16.2% |
317,823 |
|
| Daily Pivots for day following 27-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7389 |
1.7106 |
1.5944 |
|
| R3 |
1.6783 |
1.6500 |
1.5778 |
|
| R2 |
1.6177 |
1.6177 |
1.5722 |
|
| R1 |
1.5894 |
1.5894 |
1.5667 |
1.5733 |
| PP |
1.5571 |
1.5571 |
1.5571 |
1.5490 |
| S1 |
1.5288 |
1.5288 |
1.5555 |
1.5127 |
| S2 |
1.4965 |
1.4965 |
1.5500 |
|
| S3 |
1.4359 |
1.4682 |
1.5444 |
|
| S4 |
1.3753 |
1.4076 |
1.5278 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.2924 |
2.1632 |
1.7080 |
|
| R3 |
2.0676 |
1.9384 |
1.6462 |
|
| R2 |
1.8428 |
1.8428 |
1.6256 |
|
| R1 |
1.7136 |
1.7136 |
1.6050 |
1.6658 |
| PP |
1.6180 |
1.6180 |
1.6180 |
1.5941 |
| S1 |
1.4888 |
1.4888 |
1.5638 |
1.4410 |
| S2 |
1.3932 |
1.3932 |
1.5432 |
|
| S3 |
1.1684 |
1.2640 |
1.5226 |
|
| S4 |
0.9436 |
1.0392 |
1.4608 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7147 |
1.5224 |
0.1923 |
12.3% |
0.0627 |
4.0% |
20% |
False |
False |
72,234 |
| 10 |
1.7590 |
1.5224 |
0.2366 |
15.2% |
0.0451 |
2.9% |
16% |
False |
False |
62,828 |
| 20 |
1.8145 |
1.5224 |
0.2921 |
18.7% |
0.0411 |
2.6% |
13% |
False |
False |
67,768 |
| 40 |
1.8624 |
1.5224 |
0.3400 |
21.8% |
0.0352 |
2.3% |
11% |
False |
False |
58,389 |
| 60 |
1.9563 |
1.5224 |
0.4339 |
27.8% |
0.0289 |
1.9% |
9% |
False |
False |
39,034 |
| 80 |
1.9923 |
1.5224 |
0.4699 |
30.1% |
0.0239 |
1.5% |
8% |
False |
False |
29,284 |
| 100 |
1.9923 |
1.5224 |
0.4699 |
30.1% |
0.0203 |
1.3% |
8% |
False |
False |
23,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8430 |
|
2.618 |
1.7441 |
|
1.618 |
1.6835 |
|
1.000 |
1.6460 |
|
0.618 |
1.6229 |
|
HIGH |
1.5854 |
|
0.618 |
1.5623 |
|
0.500 |
1.5551 |
|
0.382 |
1.5479 |
|
LOW |
1.5248 |
|
0.618 |
1.4873 |
|
1.000 |
1.4642 |
|
1.618 |
1.4267 |
|
2.618 |
1.3661 |
|
4.250 |
1.2673 |
|
|
| Fisher Pivots for day following 27-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5591 |
1.5771 |
| PP |
1.5571 |
1.5718 |
| S1 |
1.5551 |
1.5664 |
|