CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 20-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4955 |
1.4948 |
-0.0007 |
0.0% |
1.5751 |
| High |
1.5244 |
1.4993 |
-0.0251 |
-1.6% |
1.5860 |
| Low |
1.4894 |
1.4705 |
-0.0189 |
-1.3% |
1.4551 |
| Close |
1.5018 |
1.4811 |
-0.0207 |
-1.4% |
1.4935 |
| Range |
0.0350 |
0.0288 |
-0.0062 |
-17.7% |
0.1309 |
| ATR |
0.0420 |
0.0412 |
-0.0008 |
-1.8% |
0.0000 |
| Volume |
57,892 |
73,018 |
15,126 |
26.1% |
298,982 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5700 |
1.5544 |
1.4969 |
|
| R3 |
1.5412 |
1.5256 |
1.4890 |
|
| R2 |
1.5124 |
1.5124 |
1.4864 |
|
| R1 |
1.4968 |
1.4968 |
1.4837 |
1.4902 |
| PP |
1.4836 |
1.4836 |
1.4836 |
1.4804 |
| S1 |
1.4680 |
1.4680 |
1.4785 |
1.4614 |
| S2 |
1.4548 |
1.4548 |
1.4758 |
|
| S3 |
1.4260 |
1.4392 |
1.4732 |
|
| S4 |
1.3972 |
1.4104 |
1.4653 |
|
|
| 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 |
1.4636 |
0.0608 |
4.1% |
0.0314 |
2.1% |
29% |
False |
False |
65,140 |
| 10 |
1.5860 |
1.4551 |
0.1309 |
8.8% |
0.0359 |
2.4% |
20% |
False |
False |
62,938 |
| 20 |
1.6634 |
1.4551 |
0.2083 |
14.1% |
0.0468 |
3.2% |
12% |
False |
False |
68,335 |
| 40 |
1.8432 |
1.4551 |
0.3881 |
26.2% |
0.0414 |
2.8% |
7% |
False |
False |
67,210 |
| 60 |
1.8624 |
1.4551 |
0.4073 |
27.5% |
0.0369 |
2.5% |
6% |
False |
False |
58,999 |
| 80 |
1.9701 |
1.4551 |
0.5150 |
34.8% |
0.0316 |
2.1% |
5% |
False |
False |
44,308 |
| 100 |
1.9923 |
1.4551 |
0.5372 |
36.3% |
0.0269 |
1.8% |
5% |
False |
False |
35,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6217 |
|
2.618 |
1.5747 |
|
1.618 |
1.5459 |
|
1.000 |
1.5281 |
|
0.618 |
1.5171 |
|
HIGH |
1.4993 |
|
0.618 |
1.4883 |
|
0.500 |
1.4849 |
|
0.382 |
1.4815 |
|
LOW |
1.4705 |
|
0.618 |
1.4527 |
|
1.000 |
1.4417 |
|
1.618 |
1.4239 |
|
2.618 |
1.3951 |
|
4.250 |
1.3481 |
|
|
| Fisher Pivots for day following 20-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4849 |
1.4975 |
| PP |
1.4836 |
1.4920 |
| S1 |
1.4824 |
1.4866 |
|