CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 10-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2008 |
10-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5595 |
1.5751 |
0.0156 |
1.0% |
1.6032 |
| High |
1.5855 |
1.5860 |
0.0005 |
0.0% |
1.6363 |
| Low |
1.5511 |
1.5545 |
0.0034 |
0.2% |
1.5511 |
| Close |
1.5669 |
1.5593 |
-0.0076 |
-0.5% |
1.5669 |
| Range |
0.0344 |
0.0315 |
-0.0029 |
-8.4% |
0.0852 |
| ATR |
0.0465 |
0.0454 |
-0.0011 |
-2.3% |
0.0000 |
| Volume |
82,966 |
50,474 |
-32,492 |
-39.2% |
359,990 |
|
| Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6611 |
1.6417 |
1.5766 |
|
| R3 |
1.6296 |
1.6102 |
1.5680 |
|
| R2 |
1.5981 |
1.5981 |
1.5651 |
|
| R1 |
1.5787 |
1.5787 |
1.5622 |
1.5727 |
| PP |
1.5666 |
1.5666 |
1.5666 |
1.5636 |
| S1 |
1.5472 |
1.5472 |
1.5564 |
1.5412 |
| S2 |
1.5351 |
1.5351 |
1.5535 |
|
| S3 |
1.5036 |
1.5157 |
1.5506 |
|
| S4 |
1.4721 |
1.4842 |
1.5420 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8404 |
1.7888 |
1.6138 |
|
| R3 |
1.7552 |
1.7036 |
1.5903 |
|
| R2 |
1.6700 |
1.6700 |
1.5825 |
|
| R1 |
1.6184 |
1.6184 |
1.5747 |
1.6016 |
| PP |
1.5848 |
1.5848 |
1.5848 |
1.5764 |
| S1 |
1.5332 |
1.5332 |
1.5591 |
1.5164 |
| S2 |
1.4996 |
1.4996 |
1.5513 |
|
| S3 |
1.4144 |
1.4480 |
1.5435 |
|
| S4 |
1.3292 |
1.3628 |
1.5200 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6166 |
1.5511 |
0.0655 |
4.2% |
0.0419 |
2.7% |
13% |
False |
False |
66,079 |
| 10 |
1.6634 |
1.5370 |
0.1264 |
8.1% |
0.0480 |
3.1% |
18% |
False |
False |
70,644 |
| 20 |
1.7590 |
1.5224 |
0.2366 |
15.2% |
0.0466 |
3.0% |
16% |
False |
False |
66,736 |
| 40 |
1.8624 |
1.5224 |
0.3400 |
21.8% |
0.0403 |
2.6% |
11% |
False |
False |
68,695 |
| 60 |
1.8636 |
1.5224 |
0.3412 |
21.9% |
0.0342 |
2.2% |
11% |
False |
False |
50,787 |
| 80 |
1.9817 |
1.5224 |
0.4593 |
29.5% |
0.0288 |
1.8% |
8% |
False |
False |
38,112 |
| 100 |
1.9923 |
1.5224 |
0.4699 |
30.1% |
0.0243 |
1.6% |
8% |
False |
False |
30,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7199 |
|
2.618 |
1.6685 |
|
1.618 |
1.6370 |
|
1.000 |
1.6175 |
|
0.618 |
1.6055 |
|
HIGH |
1.5860 |
|
0.618 |
1.5740 |
|
0.500 |
1.5703 |
|
0.382 |
1.5665 |
|
LOW |
1.5545 |
|
0.618 |
1.5350 |
|
1.000 |
1.5230 |
|
1.618 |
1.5035 |
|
2.618 |
1.4720 |
|
4.250 |
1.4206 |
|
|
| Fisher Pivots for day following 10-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5703 |
1.5765 |
| PP |
1.5666 |
1.5707 |
| S1 |
1.5630 |
1.5650 |
|