CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 30-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2008 |
30-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5898 |
1.6343 |
0.0445 |
2.8% |
1.7234 |
| High |
1.6450 |
1.6634 |
0.0184 |
1.1% |
1.7472 |
| Low |
1.5898 |
1.6169 |
0.0271 |
1.7% |
1.5224 |
| Close |
1.6280 |
1.6412 |
0.0132 |
0.8% |
1.5844 |
| Range |
0.0552 |
0.0465 |
-0.0087 |
-15.8% |
0.2248 |
| ATR |
0.0459 |
0.0459 |
0.0000 |
0.1% |
0.0000 |
| Volume |
67,151 |
85,517 |
18,366 |
27.4% |
317,823 |
|
| Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7800 |
1.7571 |
1.6668 |
|
| R3 |
1.7335 |
1.7106 |
1.6540 |
|
| R2 |
1.6870 |
1.6870 |
1.6497 |
|
| R1 |
1.6641 |
1.6641 |
1.6455 |
1.6756 |
| PP |
1.6405 |
1.6405 |
1.6405 |
1.6462 |
| S1 |
1.6176 |
1.6176 |
1.6369 |
1.6291 |
| S2 |
1.5940 |
1.5940 |
1.6327 |
|
| S3 |
1.5475 |
1.5711 |
1.6284 |
|
| S4 |
1.5010 |
1.5246 |
1.6156 |
|
|
| 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 |
1.6634 |
1.5224 |
0.1410 |
8.6% |
0.0642 |
3.9% |
84% |
True |
False |
75,605 |
| 10 |
1.7472 |
1.5224 |
0.2248 |
13.7% |
0.0531 |
3.2% |
53% |
False |
False |
68,160 |
| 20 |
1.7895 |
1.5224 |
0.2671 |
16.3% |
0.0449 |
2.7% |
44% |
False |
False |
66,256 |
| 40 |
1.8624 |
1.5224 |
0.3400 |
20.7% |
0.0372 |
2.3% |
35% |
False |
False |
63,426 |
| 60 |
1.9363 |
1.5224 |
0.4139 |
25.2% |
0.0310 |
1.9% |
29% |
False |
False |
42,594 |
| 80 |
1.9923 |
1.5224 |
0.4699 |
28.6% |
0.0255 |
1.6% |
25% |
False |
False |
31,954 |
| 100 |
1.9923 |
1.5224 |
0.4699 |
28.6% |
0.0217 |
1.3% |
25% |
False |
False |
25,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8610 |
|
2.618 |
1.7851 |
|
1.618 |
1.7386 |
|
1.000 |
1.7099 |
|
0.618 |
1.6921 |
|
HIGH |
1.6634 |
|
0.618 |
1.6456 |
|
0.500 |
1.6402 |
|
0.382 |
1.6347 |
|
LOW |
1.6169 |
|
0.618 |
1.5882 |
|
1.000 |
1.5704 |
|
1.618 |
1.5417 |
|
2.618 |
1.4952 |
|
4.250 |
1.4193 |
|
|
| Fisher Pivots for day following 30-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.6409 |
1.6275 |
| PP |
1.6405 |
1.6139 |
| S1 |
1.6402 |
1.6002 |
|