CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 29-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2008 |
29-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5493 |
1.5898 |
0.0405 |
2.6% |
1.7234 |
| High |
1.5937 |
1.6450 |
0.0513 |
3.2% |
1.7472 |
| Low |
1.5370 |
1.5898 |
0.0528 |
3.4% |
1.5224 |
| Close |
1.5743 |
1.6280 |
0.0537 |
3.4% |
1.5844 |
| Range |
0.0567 |
0.0552 |
-0.0015 |
-2.6% |
0.2248 |
| ATR |
0.0440 |
0.0459 |
0.0019 |
4.3% |
0.0000 |
| Volume |
61,040 |
67,151 |
6,111 |
10.0% |
317,823 |
|
| Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7865 |
1.7625 |
1.6584 |
|
| R3 |
1.7313 |
1.7073 |
1.6432 |
|
| R2 |
1.6761 |
1.6761 |
1.6381 |
|
| R1 |
1.6521 |
1.6521 |
1.6331 |
1.6641 |
| PP |
1.6209 |
1.6209 |
1.6209 |
1.6270 |
| S1 |
1.5969 |
1.5969 |
1.6229 |
1.6089 |
| S2 |
1.5657 |
1.5657 |
1.6179 |
|
| S3 |
1.5105 |
1.5417 |
1.6128 |
|
| S4 |
1.4553 |
1.4865 |
1.5976 |
|
|
| 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 |
1.6450 |
1.5224 |
0.1226 |
7.5% |
0.0611 |
3.8% |
86% |
True |
False |
74,461 |
| 10 |
1.7472 |
1.5224 |
0.2248 |
13.8% |
0.0507 |
3.1% |
47% |
False |
False |
64,947 |
| 20 |
1.7895 |
1.5224 |
0.2671 |
16.4% |
0.0436 |
2.7% |
40% |
False |
False |
65,552 |
| 40 |
1.8624 |
1.5224 |
0.3400 |
20.9% |
0.0366 |
2.2% |
31% |
False |
False |
61,423 |
| 60 |
1.9381 |
1.5224 |
0.4157 |
25.5% |
0.0303 |
1.9% |
25% |
False |
False |
41,170 |
| 80 |
1.9923 |
1.5224 |
0.4699 |
28.9% |
0.0250 |
1.5% |
22% |
False |
False |
30,885 |
| 100 |
1.9923 |
1.5224 |
0.4699 |
28.9% |
0.0212 |
1.3% |
22% |
False |
False |
24,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8796 |
|
2.618 |
1.7895 |
|
1.618 |
1.7343 |
|
1.000 |
1.7002 |
|
0.618 |
1.6791 |
|
HIGH |
1.6450 |
|
0.618 |
1.6239 |
|
0.500 |
1.6174 |
|
0.382 |
1.6109 |
|
LOW |
1.5898 |
|
0.618 |
1.5557 |
|
1.000 |
1.5346 |
|
1.618 |
1.5005 |
|
2.618 |
1.4453 |
|
4.250 |
1.3552 |
|
|
| Fisher Pivots for day following 29-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.6245 |
1.6136 |
| PP |
1.6209 |
1.5993 |
| S1 |
1.6174 |
1.5849 |
|