CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 06-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5916 |
1.5855 |
-0.0061 |
-0.4% |
1.5824 |
| High |
1.6166 |
1.6018 |
-0.0148 |
-0.9% |
1.6634 |
| Low |
1.5713 |
1.5542 |
-0.0171 |
-1.1% |
1.5248 |
| Close |
1.5931 |
1.5727 |
-0.0204 |
-1.3% |
1.6106 |
| Range |
0.0453 |
0.0476 |
0.0023 |
5.1% |
0.1386 |
| ATR |
0.0474 |
0.0474 |
0.0000 |
0.0% |
0.0000 |
| Volume |
63,409 |
74,535 |
11,126 |
17.5% |
384,304 |
|
| Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7190 |
1.6935 |
1.5989 |
|
| R3 |
1.6714 |
1.6459 |
1.5858 |
|
| R2 |
1.6238 |
1.6238 |
1.5814 |
|
| R1 |
1.5983 |
1.5983 |
1.5771 |
1.5873 |
| PP |
1.5762 |
1.5762 |
1.5762 |
1.5707 |
| S1 |
1.5507 |
1.5507 |
1.5683 |
1.5397 |
| S2 |
1.5286 |
1.5286 |
1.5640 |
|
| S3 |
1.4810 |
1.5031 |
1.5596 |
|
| S4 |
1.4334 |
1.4555 |
1.5465 |
|
|
| 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 |
1.6464 |
1.5542 |
0.0922 |
5.9% |
0.0511 |
3.3% |
20% |
False |
True |
71,858 |
| 10 |
1.6634 |
1.5224 |
0.1410 |
9.0% |
0.0577 |
3.7% |
36% |
False |
False |
73,731 |
| 20 |
1.7590 |
1.5224 |
0.2366 |
15.0% |
0.0477 |
3.0% |
21% |
False |
False |
66,163 |
| 40 |
1.8624 |
1.5224 |
0.3400 |
21.6% |
0.0406 |
2.6% |
15% |
False |
False |
70,030 |
| 60 |
1.8636 |
1.5224 |
0.3412 |
21.7% |
0.0335 |
2.1% |
15% |
False |
False |
48,574 |
| 80 |
1.9831 |
1.5224 |
0.4607 |
29.3% |
0.0280 |
1.8% |
11% |
False |
False |
36,444 |
| 100 |
1.9923 |
1.5224 |
0.4699 |
29.9% |
0.0238 |
1.5% |
11% |
False |
False |
29,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8041 |
|
2.618 |
1.7264 |
|
1.618 |
1.6788 |
|
1.000 |
1.6494 |
|
0.618 |
1.6312 |
|
HIGH |
1.6018 |
|
0.618 |
1.5836 |
|
0.500 |
1.5780 |
|
0.382 |
1.5724 |
|
LOW |
1.5542 |
|
0.618 |
1.5248 |
|
1.000 |
1.5066 |
|
1.618 |
1.4772 |
|
2.618 |
1.4296 |
|
4.250 |
1.3519 |
|
|
| Fisher Pivots for day following 06-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5780 |
1.5854 |
| PP |
1.5762 |
1.5812 |
| S1 |
1.5745 |
1.5769 |
|