CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 05-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2008 |
05-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5703 |
1.5916 |
0.0213 |
1.4% |
1.5824 |
| High |
1.6069 |
1.6166 |
0.0097 |
0.6% |
1.6634 |
| Low |
1.5564 |
1.5713 |
0.0149 |
1.0% |
1.5248 |
| Close |
1.5892 |
1.5931 |
0.0039 |
0.2% |
1.6106 |
| Range |
0.0505 |
0.0453 |
-0.0052 |
-10.3% |
0.1386 |
| ATR |
0.0476 |
0.0474 |
-0.0002 |
-0.3% |
0.0000 |
| Volume |
59,011 |
63,409 |
4,398 |
7.5% |
384,304 |
|
| Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7296 |
1.7066 |
1.6180 |
|
| R3 |
1.6843 |
1.6613 |
1.6056 |
|
| R2 |
1.6390 |
1.6390 |
1.6014 |
|
| R1 |
1.6160 |
1.6160 |
1.5973 |
1.6275 |
| PP |
1.5937 |
1.5937 |
1.5937 |
1.5994 |
| S1 |
1.5707 |
1.5707 |
1.5889 |
1.5822 |
| S2 |
1.5484 |
1.5484 |
1.5848 |
|
| S3 |
1.5031 |
1.5254 |
1.5806 |
|
| S4 |
1.4578 |
1.4801 |
1.5682 |
|
|
| 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% |
0.0509 |
3.2% |
34% |
False |
False |
74,055 |
| 10 |
1.6634 |
1.5224 |
0.1410 |
8.9% |
0.0560 |
3.5% |
50% |
False |
False |
74,258 |
| 20 |
1.7590 |
1.5224 |
0.2366 |
14.9% |
0.0471 |
3.0% |
30% |
False |
False |
66,505 |
| 40 |
1.8624 |
1.5224 |
0.3400 |
21.3% |
0.0397 |
2.5% |
21% |
False |
False |
68,873 |
| 60 |
1.8859 |
1.5224 |
0.3635 |
22.8% |
0.0334 |
2.1% |
19% |
False |
False |
47,334 |
| 80 |
1.9831 |
1.5224 |
0.4607 |
28.9% |
0.0275 |
1.7% |
15% |
False |
False |
35,513 |
| 100 |
1.9923 |
1.5224 |
0.4699 |
29.5% |
0.0234 |
1.5% |
15% |
False |
False |
28,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8091 |
|
2.618 |
1.7352 |
|
1.618 |
1.6899 |
|
1.000 |
1.6619 |
|
0.618 |
1.6446 |
|
HIGH |
1.6166 |
|
0.618 |
1.5993 |
|
0.500 |
1.5940 |
|
0.382 |
1.5886 |
|
LOW |
1.5713 |
|
0.618 |
1.5433 |
|
1.000 |
1.5260 |
|
1.618 |
1.4980 |
|
2.618 |
1.4527 |
|
4.250 |
1.3788 |
|
|
| Fisher Pivots for day following 05-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5940 |
1.5964 |
| PP |
1.5937 |
1.5953 |
| S1 |
1.5934 |
1.5942 |
|