CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 04-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2008 |
04-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.6032 |
1.5703 |
-0.0329 |
-2.1% |
1.5824 |
| High |
1.6363 |
1.6069 |
-0.0294 |
-1.8% |
1.6634 |
| Low |
1.5738 |
1.5564 |
-0.0174 |
-1.1% |
1.5248 |
| Close |
1.5788 |
1.5892 |
0.0104 |
0.7% |
1.6106 |
| Range |
0.0625 |
0.0505 |
-0.0120 |
-19.2% |
0.1386 |
| ATR |
0.0473 |
0.0476 |
0.0002 |
0.5% |
0.0000 |
| Volume |
80,069 |
59,011 |
-21,058 |
-26.3% |
384,304 |
|
| Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7357 |
1.7129 |
1.6170 |
|
| R3 |
1.6852 |
1.6624 |
1.6031 |
|
| R2 |
1.6347 |
1.6347 |
1.5985 |
|
| R1 |
1.6119 |
1.6119 |
1.5938 |
1.6233 |
| PP |
1.5842 |
1.5842 |
1.5842 |
1.5899 |
| S1 |
1.5614 |
1.5614 |
1.5846 |
1.5728 |
| S2 |
1.5337 |
1.5337 |
1.5799 |
|
| S3 |
1.4832 |
1.5109 |
1.5753 |
|
| S4 |
1.4327 |
1.4604 |
1.5614 |
|
|
| 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 |
1.5564 |
0.1070 |
6.7% |
0.0529 |
3.3% |
31% |
False |
True |
74,803 |
| 10 |
1.6680 |
1.5224 |
0.1456 |
9.2% |
0.0573 |
3.6% |
46% |
False |
False |
74,289 |
| 20 |
1.7895 |
1.5224 |
0.2671 |
16.8% |
0.0479 |
3.0% |
25% |
False |
False |
66,636 |
| 40 |
1.8624 |
1.5224 |
0.3400 |
21.4% |
0.0390 |
2.5% |
20% |
False |
False |
68,132 |
| 60 |
1.8876 |
1.5224 |
0.3652 |
23.0% |
0.0328 |
2.1% |
18% |
False |
False |
46,281 |
| 80 |
1.9923 |
1.5224 |
0.4699 |
29.6% |
0.0271 |
1.7% |
14% |
False |
False |
34,721 |
| 100 |
1.9923 |
1.5224 |
0.4699 |
29.6% |
0.0231 |
1.5% |
14% |
False |
False |
27,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8215 |
|
2.618 |
1.7391 |
|
1.618 |
1.6886 |
|
1.000 |
1.6574 |
|
0.618 |
1.6381 |
|
HIGH |
1.6069 |
|
0.618 |
1.5876 |
|
0.500 |
1.5817 |
|
0.382 |
1.5757 |
|
LOW |
1.5564 |
|
0.618 |
1.5252 |
|
1.000 |
1.5059 |
|
1.618 |
1.4747 |
|
2.618 |
1.4242 |
|
4.250 |
1.3418 |
|
|
| Fisher Pivots for day following 04-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5867 |
1.6014 |
| PP |
1.5842 |
1.5973 |
| S1 |
1.5817 |
1.5933 |
|