CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 19-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2008 |
19-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4945 |
1.4955 |
0.0010 |
0.1% |
1.5751 |
| High |
1.5080 |
1.5244 |
0.0164 |
1.1% |
1.5860 |
| Low |
1.4886 |
1.4894 |
0.0008 |
0.1% |
1.4551 |
| Close |
1.4902 |
1.5018 |
0.0116 |
0.8% |
1.4935 |
| Range |
0.0194 |
0.0350 |
0.0156 |
80.4% |
0.1309 |
| ATR |
0.0425 |
0.0420 |
-0.0005 |
-1.3% |
0.0000 |
| Volume |
60,269 |
57,892 |
-2,377 |
-3.9% |
298,982 |
|
| Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6102 |
1.5910 |
1.5211 |
|
| R3 |
1.5752 |
1.5560 |
1.5114 |
|
| R2 |
1.5402 |
1.5402 |
1.5082 |
|
| R1 |
1.5210 |
1.5210 |
1.5050 |
1.5306 |
| PP |
1.5052 |
1.5052 |
1.5052 |
1.5100 |
| S1 |
1.4860 |
1.4860 |
1.4986 |
1.4956 |
| S2 |
1.4702 |
1.4702 |
1.4954 |
|
| S3 |
1.4352 |
1.4510 |
1.4922 |
|
| S4 |
1.4002 |
1.4160 |
1.4826 |
|
|
| 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 |
1.5244 |
1.4551 |
0.0693 |
4.6% |
0.0342 |
2.3% |
67% |
True |
False |
67,176 |
| 10 |
1.6018 |
1.4551 |
0.1467 |
9.8% |
0.0377 |
2.5% |
32% |
False |
False |
63,090 |
| 20 |
1.6634 |
1.4551 |
0.2083 |
13.9% |
0.0469 |
3.1% |
22% |
False |
False |
68,674 |
| 40 |
1.8624 |
1.4551 |
0.4073 |
27.1% |
0.0416 |
2.8% |
11% |
False |
False |
66,500 |
| 60 |
1.8624 |
1.4551 |
0.4073 |
27.1% |
0.0367 |
2.4% |
11% |
False |
False |
57,787 |
| 80 |
1.9701 |
1.4551 |
0.5150 |
34.3% |
0.0313 |
2.1% |
9% |
False |
False |
43,397 |
| 100 |
1.9923 |
1.4551 |
0.5372 |
35.8% |
0.0267 |
1.8% |
9% |
False |
False |
34,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6732 |
|
2.618 |
1.6160 |
|
1.618 |
1.5810 |
|
1.000 |
1.5594 |
|
0.618 |
1.5460 |
|
HIGH |
1.5244 |
|
0.618 |
1.5110 |
|
0.500 |
1.5069 |
|
0.382 |
1.5028 |
|
LOW |
1.4894 |
|
0.618 |
1.4678 |
|
1.000 |
1.4544 |
|
1.618 |
1.4328 |
|
2.618 |
1.3978 |
|
4.250 |
1.3407 |
|
|
| Fisher Pivots for day following 19-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5069 |
1.4992 |
| PP |
1.5052 |
1.4966 |
| S1 |
1.5035 |
1.4940 |
|