CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 24-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4729 |
1.4910 |
0.0181 |
1.2% |
1.4658 |
| High |
1.5059 |
1.5188 |
0.0129 |
0.9% |
1.5244 |
| Low |
1.4696 |
1.4841 |
0.0145 |
1.0% |
1.4636 |
| Close |
1.4775 |
1.5116 |
0.0341 |
2.3% |
1.4775 |
| Range |
0.0363 |
0.0347 |
-0.0016 |
-4.4% |
0.0608 |
| ATR |
0.0409 |
0.0409 |
0.0000 |
0.1% |
0.0000 |
| Volume |
70,909 |
65,603 |
-5,306 |
-7.5% |
318,347 |
|
| Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6089 |
1.5950 |
1.5307 |
|
| R3 |
1.5742 |
1.5603 |
1.5211 |
|
| R2 |
1.5395 |
1.5395 |
1.5180 |
|
| R1 |
1.5256 |
1.5256 |
1.5148 |
1.5326 |
| PP |
1.5048 |
1.5048 |
1.5048 |
1.5083 |
| S1 |
1.4909 |
1.4909 |
1.5084 |
1.4979 |
| S2 |
1.4701 |
1.4701 |
1.5052 |
|
| S3 |
1.4354 |
1.4562 |
1.5021 |
|
| S4 |
1.4007 |
1.4215 |
1.4925 |
|
|
| 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 |
1.4696 |
0.0548 |
3.6% |
0.0308 |
2.0% |
77% |
False |
False |
65,538 |
| 10 |
1.5675 |
1.4551 |
0.1124 |
7.4% |
0.0364 |
2.4% |
50% |
False |
False |
63,245 |
| 20 |
1.6634 |
1.4551 |
0.2083 |
13.8% |
0.0422 |
2.8% |
27% |
False |
False |
66,944 |
| 40 |
1.8145 |
1.4551 |
0.3594 |
23.8% |
0.0416 |
2.8% |
16% |
False |
False |
67,356 |
| 60 |
1.8624 |
1.4551 |
0.4073 |
26.9% |
0.0375 |
2.5% |
14% |
False |
False |
61,241 |
| 80 |
1.9563 |
1.4551 |
0.5012 |
33.2% |
0.0322 |
2.1% |
11% |
False |
False |
46,012 |
| 100 |
1.9923 |
1.4551 |
0.5372 |
35.5% |
0.0275 |
1.8% |
11% |
False |
False |
36,816 |
| 120 |
1.9923 |
1.4551 |
0.5372 |
35.5% |
0.0239 |
1.6% |
11% |
False |
False |
30,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6663 |
|
2.618 |
1.6096 |
|
1.618 |
1.5749 |
|
1.000 |
1.5535 |
|
0.618 |
1.5402 |
|
HIGH |
1.5188 |
|
0.618 |
1.5055 |
|
0.500 |
1.5015 |
|
0.382 |
1.4974 |
|
LOW |
1.4841 |
|
0.618 |
1.4627 |
|
1.000 |
1.4494 |
|
1.618 |
1.4280 |
|
2.618 |
1.3933 |
|
4.250 |
1.3366 |
|
|
| Fisher Pivots for day following 24-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5082 |
1.5058 |
| PP |
1.5048 |
1.5000 |
| S1 |
1.5015 |
1.4942 |
|