CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 11-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2008 |
11-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5751 |
1.5595 |
-0.0156 |
-1.0% |
1.6032 |
| High |
1.5860 |
1.5675 |
-0.0185 |
-1.2% |
1.6363 |
| Low |
1.5545 |
1.5340 |
-0.0205 |
-1.3% |
1.5511 |
| Close |
1.5593 |
1.5395 |
-0.0198 |
-1.3% |
1.5669 |
| Range |
0.0315 |
0.0335 |
0.0020 |
6.3% |
0.0852 |
| ATR |
0.0454 |
0.0446 |
-0.0009 |
-1.9% |
0.0000 |
| Volume |
50,474 |
46,380 |
-4,094 |
-8.1% |
359,990 |
|
| Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6475 |
1.6270 |
1.5579 |
|
| R3 |
1.6140 |
1.5935 |
1.5487 |
|
| R2 |
1.5805 |
1.5805 |
1.5456 |
|
| R1 |
1.5600 |
1.5600 |
1.5426 |
1.5535 |
| PP |
1.5470 |
1.5470 |
1.5470 |
1.5438 |
| S1 |
1.5265 |
1.5265 |
1.5364 |
1.5200 |
| S2 |
1.5135 |
1.5135 |
1.5334 |
|
| S3 |
1.4800 |
1.4930 |
1.5303 |
|
| S4 |
1.4465 |
1.4595 |
1.5211 |
|
|
| 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 |
1.5340 |
0.0826 |
5.4% |
0.0385 |
2.5% |
7% |
False |
True |
63,552 |
| 10 |
1.6634 |
1.5340 |
0.1294 |
8.4% |
0.0457 |
3.0% |
4% |
False |
True |
69,178 |
| 20 |
1.7570 |
1.5224 |
0.2346 |
15.2% |
0.0471 |
3.1% |
7% |
False |
False |
66,875 |
| 40 |
1.8624 |
1.5224 |
0.3400 |
22.1% |
0.0404 |
2.6% |
5% |
False |
False |
67,146 |
| 60 |
1.8636 |
1.5224 |
0.3412 |
22.2% |
0.0346 |
2.2% |
5% |
False |
False |
51,555 |
| 80 |
1.9817 |
1.5224 |
0.4593 |
29.8% |
0.0292 |
1.9% |
4% |
False |
False |
38,692 |
| 100 |
1.9923 |
1.5224 |
0.4699 |
30.5% |
0.0247 |
1.6% |
4% |
False |
False |
30,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7099 |
|
2.618 |
1.6552 |
|
1.618 |
1.6217 |
|
1.000 |
1.6010 |
|
0.618 |
1.5882 |
|
HIGH |
1.5675 |
|
0.618 |
1.5547 |
|
0.500 |
1.5508 |
|
0.382 |
1.5468 |
|
LOW |
1.5340 |
|
0.618 |
1.5133 |
|
1.000 |
1.5005 |
|
1.618 |
1.4798 |
|
2.618 |
1.4463 |
|
4.250 |
1.3916 |
|
|
| Fisher Pivots for day following 11-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5508 |
1.5600 |
| PP |
1.5470 |
1.5532 |
| S1 |
1.5433 |
1.5463 |
|