CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 25-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2008 |
25-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4910 |
1.5178 |
0.0268 |
1.8% |
1.4658 |
| High |
1.5188 |
1.5530 |
0.0342 |
2.3% |
1.5244 |
| Low |
1.4841 |
1.4980 |
0.0139 |
0.9% |
1.4636 |
| Close |
1.5116 |
1.5442 |
0.0326 |
2.2% |
1.4775 |
| Range |
0.0347 |
0.0550 |
0.0203 |
58.5% |
0.0608 |
| ATR |
0.0409 |
0.0419 |
0.0010 |
2.5% |
0.0000 |
| Volume |
65,603 |
62,943 |
-2,660 |
-4.1% |
318,347 |
|
| Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6967 |
1.6755 |
1.5745 |
|
| R3 |
1.6417 |
1.6205 |
1.5593 |
|
| R2 |
1.5867 |
1.5867 |
1.5543 |
|
| R1 |
1.5655 |
1.5655 |
1.5492 |
1.5761 |
| PP |
1.5317 |
1.5317 |
1.5317 |
1.5371 |
| S1 |
1.5105 |
1.5105 |
1.5392 |
1.5211 |
| S2 |
1.4767 |
1.4767 |
1.5341 |
|
| S3 |
1.4217 |
1.4555 |
1.5291 |
|
| S4 |
1.3667 |
1.4005 |
1.5140 |
|
|
| 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 |
1.5530 |
1.4696 |
0.0834 |
5.4% |
0.0380 |
2.5% |
89% |
True |
False |
66,073 |
| 10 |
1.5530 |
1.4551 |
0.0979 |
6.3% |
0.0385 |
2.5% |
91% |
True |
False |
64,902 |
| 20 |
1.6634 |
1.4551 |
0.2083 |
13.5% |
0.0421 |
2.7% |
43% |
False |
False |
67,040 |
| 40 |
1.7921 |
1.4551 |
0.3370 |
21.8% |
0.0422 |
2.7% |
26% |
False |
False |
66,826 |
| 60 |
1.8624 |
1.4551 |
0.4073 |
26.4% |
0.0378 |
2.4% |
22% |
False |
False |
62,267 |
| 80 |
1.9443 |
1.4551 |
0.4892 |
31.7% |
0.0327 |
2.1% |
18% |
False |
False |
46,798 |
| 100 |
1.9923 |
1.4551 |
0.5372 |
34.8% |
0.0280 |
1.8% |
17% |
False |
False |
37,445 |
| 120 |
1.9923 |
1.4551 |
0.5372 |
34.8% |
0.0244 |
1.6% |
17% |
False |
False |
31,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7868 |
|
2.618 |
1.6970 |
|
1.618 |
1.6420 |
|
1.000 |
1.6080 |
|
0.618 |
1.5870 |
|
HIGH |
1.5530 |
|
0.618 |
1.5320 |
|
0.500 |
1.5255 |
|
0.382 |
1.5190 |
|
LOW |
1.4980 |
|
0.618 |
1.4640 |
|
1.000 |
1.4430 |
|
1.618 |
1.4090 |
|
2.618 |
1.3540 |
|
4.250 |
1.2643 |
|
|
| Fisher Pivots for day following 25-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5380 |
1.5332 |
| PP |
1.5317 |
1.5223 |
| S1 |
1.5255 |
1.5113 |
|