CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 14-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2008 |
14-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4847 |
1.4819 |
-0.0028 |
-0.2% |
1.5751 |
| High |
1.4982 |
1.4949 |
-0.0033 |
-0.2% |
1.5860 |
| Low |
1.4551 |
1.4648 |
0.0097 |
0.7% |
1.4551 |
| Close |
1.4672 |
1.4935 |
0.0263 |
1.8% |
1.4935 |
| Range |
0.0431 |
0.0301 |
-0.0130 |
-30.2% |
0.1309 |
| ATR |
0.0454 |
0.0443 |
-0.0011 |
-2.4% |
0.0000 |
| Volume |
83,198 |
78,262 |
-4,936 |
-5.9% |
298,982 |
|
| Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5747 |
1.5642 |
1.5101 |
|
| R3 |
1.5446 |
1.5341 |
1.5018 |
|
| R2 |
1.5145 |
1.5145 |
1.4990 |
|
| R1 |
1.5040 |
1.5040 |
1.4963 |
1.5093 |
| PP |
1.4844 |
1.4844 |
1.4844 |
1.4870 |
| S1 |
1.4739 |
1.4739 |
1.4907 |
1.4792 |
| S2 |
1.4543 |
1.4543 |
1.4880 |
|
| S3 |
1.4242 |
1.4438 |
1.4852 |
|
| S4 |
1.3941 |
1.4137 |
1.4769 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9042 |
1.8298 |
1.5655 |
|
| R3 |
1.7733 |
1.6989 |
1.5295 |
|
| R2 |
1.6424 |
1.6424 |
1.5175 |
|
| R1 |
1.5680 |
1.5680 |
1.5055 |
1.5398 |
| PP |
1.5115 |
1.5115 |
1.5115 |
1.4974 |
| S1 |
1.4371 |
1.4371 |
1.4815 |
1.4089 |
| S2 |
1.3806 |
1.3806 |
1.4695 |
|
| S3 |
1.2497 |
1.3062 |
1.4575 |
|
| S4 |
1.1188 |
1.1753 |
1.4215 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5860 |
1.4551 |
0.1309 |
8.8% |
0.0395 |
2.6% |
29% |
False |
False |
59,796 |
| 10 |
1.6363 |
1.4551 |
0.1812 |
12.1% |
0.0438 |
2.9% |
21% |
False |
False |
65,897 |
| 20 |
1.7472 |
1.4551 |
0.2921 |
19.6% |
0.0501 |
3.4% |
13% |
False |
False |
68,054 |
| 40 |
1.8624 |
1.4551 |
0.4073 |
27.3% |
0.0408 |
2.7% |
9% |
False |
False |
66,983 |
| 60 |
1.8636 |
1.4551 |
0.4085 |
27.4% |
0.0361 |
2.4% |
9% |
False |
False |
54,904 |
| 80 |
1.9756 |
1.4551 |
0.5205 |
34.9% |
0.0305 |
2.0% |
7% |
False |
False |
41,218 |
| 100 |
1.9923 |
1.4551 |
0.5372 |
36.0% |
0.0258 |
1.7% |
7% |
False |
False |
32,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6228 |
|
2.618 |
1.5737 |
|
1.618 |
1.5436 |
|
1.000 |
1.5250 |
|
0.618 |
1.5135 |
|
HIGH |
1.4949 |
|
0.618 |
1.4834 |
|
0.500 |
1.4799 |
|
0.382 |
1.4763 |
|
LOW |
1.4648 |
|
0.618 |
1.4462 |
|
1.000 |
1.4347 |
|
1.618 |
1.4161 |
|
2.618 |
1.3860 |
|
4.250 |
1.3369 |
|
|
| Fisher Pivots for day following 14-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4890 |
1.5006 |
| PP |
1.4844 |
1.4982 |
| S1 |
1.4799 |
1.4959 |
|