CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 21-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2008 |
21-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4948 |
1.4729 |
-0.0219 |
-1.5% |
1.4658 |
| High |
1.4993 |
1.5059 |
0.0066 |
0.4% |
1.5244 |
| Low |
1.4705 |
1.4696 |
-0.0009 |
-0.1% |
1.4636 |
| Close |
1.4811 |
1.4775 |
-0.0036 |
-0.2% |
1.4775 |
| Range |
0.0288 |
0.0363 |
0.0075 |
26.0% |
0.0608 |
| ATR |
0.0412 |
0.0409 |
-0.0004 |
-0.9% |
0.0000 |
| Volume |
73,018 |
70,909 |
-2,109 |
-2.9% |
318,347 |
|
| Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5932 |
1.5717 |
1.4975 |
|
| R3 |
1.5569 |
1.5354 |
1.4875 |
|
| R2 |
1.5206 |
1.5206 |
1.4842 |
|
| R1 |
1.4991 |
1.4991 |
1.4808 |
1.5099 |
| PP |
1.4843 |
1.4843 |
1.4843 |
1.4897 |
| S1 |
1.4628 |
1.4628 |
1.4742 |
1.4736 |
| S2 |
1.4480 |
1.4480 |
1.4708 |
|
| S3 |
1.4117 |
1.4265 |
1.4675 |
|
| S4 |
1.3754 |
1.3902 |
1.4575 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6709 |
1.6350 |
1.5109 |
|
| R3 |
1.6101 |
1.5742 |
1.4942 |
|
| R2 |
1.5493 |
1.5493 |
1.4886 |
|
| R1 |
1.5134 |
1.5134 |
1.4831 |
1.5314 |
| PP |
1.4885 |
1.4885 |
1.4885 |
1.4975 |
| S1 |
1.4526 |
1.4526 |
1.4719 |
1.4706 |
| S2 |
1.4277 |
1.4277 |
1.4664 |
|
| S3 |
1.3669 |
1.3918 |
1.4608 |
|
| S4 |
1.3061 |
1.3310 |
1.4441 |
|
|
| 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% |
0.0326 |
2.2% |
23% |
False |
False |
63,669 |
| 10 |
1.5860 |
1.4551 |
0.1309 |
8.9% |
0.0360 |
2.4% |
17% |
False |
False |
61,732 |
| 20 |
1.6634 |
1.4551 |
0.2083 |
14.1% |
0.0435 |
2.9% |
11% |
False |
False |
68,081 |
| 40 |
1.8384 |
1.4551 |
0.3833 |
25.9% |
0.0419 |
2.8% |
6% |
False |
False |
67,234 |
| 60 |
1.8624 |
1.4551 |
0.4073 |
27.6% |
0.0372 |
2.5% |
5% |
False |
False |
60,173 |
| 80 |
1.9640 |
1.4551 |
0.5089 |
34.4% |
0.0319 |
2.2% |
4% |
False |
False |
45,192 |
| 100 |
1.9923 |
1.4551 |
0.5372 |
36.4% |
0.0272 |
1.8% |
4% |
False |
False |
36,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6602 |
|
2.618 |
1.6009 |
|
1.618 |
1.5646 |
|
1.000 |
1.5422 |
|
0.618 |
1.5283 |
|
HIGH |
1.5059 |
|
0.618 |
1.4920 |
|
0.500 |
1.4878 |
|
0.382 |
1.4835 |
|
LOW |
1.4696 |
|
0.618 |
1.4472 |
|
1.000 |
1.4333 |
|
1.618 |
1.4109 |
|
2.618 |
1.3746 |
|
4.250 |
1.3153 |
|
|
| Fisher Pivots for day following 21-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4878 |
1.4970 |
| PP |
1.4843 |
1.4905 |
| S1 |
1.4809 |
1.4840 |
|