CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 31-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2008 |
31-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.6343 |
1.6338 |
-0.0005 |
0.0% |
1.5824 |
| High |
1.6634 |
1.6464 |
-0.0170 |
-1.0% |
1.6634 |
| Low |
1.6169 |
1.5967 |
-0.0202 |
-1.2% |
1.5248 |
| Close |
1.6412 |
1.6106 |
-0.0306 |
-1.9% |
1.6106 |
| Range |
0.0465 |
0.0497 |
0.0032 |
6.9% |
0.1386 |
| ATR |
0.0459 |
0.0462 |
0.0003 |
0.6% |
0.0000 |
| Volume |
85,517 |
82,269 |
-3,248 |
-3.8% |
384,304 |
|
| Daily Pivots for day following 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7670 |
1.7385 |
1.6379 |
|
| R3 |
1.7173 |
1.6888 |
1.6243 |
|
| R2 |
1.6676 |
1.6676 |
1.6197 |
|
| R1 |
1.6391 |
1.6391 |
1.6152 |
1.6285 |
| PP |
1.6179 |
1.6179 |
1.6179 |
1.6126 |
| S1 |
1.5894 |
1.5894 |
1.6060 |
1.5788 |
| S2 |
1.5682 |
1.5682 |
1.6015 |
|
| S3 |
1.5185 |
1.5397 |
1.5969 |
|
| S4 |
1.4688 |
1.4900 |
1.5833 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0154 |
1.9516 |
1.6868 |
|
| R3 |
1.8768 |
1.8130 |
1.6487 |
|
| R2 |
1.7382 |
1.7382 |
1.6360 |
|
| R1 |
1.6744 |
1.6744 |
1.6233 |
1.7063 |
| PP |
1.5996 |
1.5996 |
1.5996 |
1.6156 |
| S1 |
1.5358 |
1.5358 |
1.5979 |
1.5677 |
| S2 |
1.4610 |
1.4610 |
1.5852 |
|
| S3 |
1.3224 |
1.3972 |
1.5725 |
|
| S4 |
1.1838 |
1.2586 |
1.5344 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6634 |
1.5248 |
0.1386 |
8.6% |
0.0537 |
3.3% |
62% |
False |
False |
76,860 |
| 10 |
1.7472 |
1.5224 |
0.2248 |
14.0% |
0.0564 |
3.5% |
39% |
False |
False |
70,212 |
| 20 |
1.7895 |
1.5224 |
0.2671 |
16.6% |
0.0460 |
2.9% |
33% |
False |
False |
67,558 |
| 40 |
1.8624 |
1.5224 |
0.3400 |
21.1% |
0.0379 |
2.4% |
26% |
False |
False |
65,353 |
| 60 |
1.9259 |
1.5224 |
0.4035 |
25.1% |
0.0316 |
2.0% |
22% |
False |
False |
43,965 |
| 80 |
1.9923 |
1.5224 |
0.4699 |
29.2% |
0.0261 |
1.6% |
19% |
False |
False |
32,982 |
| 100 |
1.9923 |
1.5224 |
0.4699 |
29.2% |
0.0221 |
1.4% |
19% |
False |
False |
26,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8576 |
|
2.618 |
1.7765 |
|
1.618 |
1.7268 |
|
1.000 |
1.6961 |
|
0.618 |
1.6771 |
|
HIGH |
1.6464 |
|
0.618 |
1.6274 |
|
0.500 |
1.6216 |
|
0.382 |
1.6157 |
|
LOW |
1.5967 |
|
0.618 |
1.5660 |
|
1.000 |
1.5470 |
|
1.618 |
1.5163 |
|
2.618 |
1.4666 |
|
4.250 |
1.3855 |
|
|
| Fisher Pivots for day following 31-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.6216 |
1.6266 |
| PP |
1.6179 |
1.6213 |
| S1 |
1.6143 |
1.6159 |
|