CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 28-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2008 |
28-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5824 |
1.5493 |
-0.0331 |
-2.1% |
1.7234 |
| High |
1.5854 |
1.5937 |
0.0083 |
0.5% |
1.7472 |
| Low |
1.5248 |
1.5370 |
0.0122 |
0.8% |
1.5224 |
| Close |
1.5611 |
1.5743 |
0.0132 |
0.8% |
1.5844 |
| Range |
0.0606 |
0.0567 |
-0.0039 |
-6.4% |
0.2248 |
| ATR |
0.0430 |
0.0440 |
0.0010 |
2.3% |
0.0000 |
| Volume |
88,327 |
61,040 |
-27,287 |
-30.9% |
317,823 |
|
| Daily Pivots for day following 28-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7384 |
1.7131 |
1.6055 |
|
| R3 |
1.6817 |
1.6564 |
1.5899 |
|
| R2 |
1.6250 |
1.6250 |
1.5847 |
|
| R1 |
1.5997 |
1.5997 |
1.5795 |
1.6124 |
| PP |
1.5683 |
1.5683 |
1.5683 |
1.5747 |
| S1 |
1.5430 |
1.5430 |
1.5691 |
1.5557 |
| S2 |
1.5116 |
1.5116 |
1.5639 |
|
| S3 |
1.4549 |
1.4863 |
1.5587 |
|
| S4 |
1.3982 |
1.4296 |
1.5431 |
|
|
| 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 |
1.6680 |
1.5224 |
0.1456 |
9.2% |
0.0617 |
3.9% |
36% |
False |
False |
73,775 |
| 10 |
1.7570 |
1.5224 |
0.2346 |
14.9% |
0.0485 |
3.1% |
22% |
False |
False |
64,573 |
| 20 |
1.7921 |
1.5224 |
0.2697 |
17.1% |
0.0422 |
2.7% |
19% |
False |
False |
66,612 |
| 40 |
1.8624 |
1.5224 |
0.3400 |
21.6% |
0.0356 |
2.3% |
15% |
False |
False |
59,881 |
| 60 |
1.9443 |
1.5224 |
0.4219 |
26.8% |
0.0296 |
1.9% |
12% |
False |
False |
40,051 |
| 80 |
1.9923 |
1.5224 |
0.4699 |
29.8% |
0.0244 |
1.6% |
11% |
False |
False |
30,047 |
| 100 |
1.9923 |
1.5224 |
0.4699 |
29.8% |
0.0208 |
1.3% |
11% |
False |
False |
24,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8347 |
|
2.618 |
1.7421 |
|
1.618 |
1.6854 |
|
1.000 |
1.6504 |
|
0.618 |
1.6287 |
|
HIGH |
1.5937 |
|
0.618 |
1.5720 |
|
0.500 |
1.5654 |
|
0.382 |
1.5587 |
|
LOW |
1.5370 |
|
0.618 |
1.5020 |
|
1.000 |
1.4803 |
|
1.618 |
1.4453 |
|
2.618 |
1.3886 |
|
4.250 |
1.2960 |
|
|
| Fisher Pivots for day following 28-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5713 |
1.5740 |
| PP |
1.5683 |
1.5737 |
| S1 |
1.5654 |
1.5735 |
|