CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 28-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5443 |
1.5372 |
-0.0071 |
-0.5% |
1.4910 |
| High |
1.5448 |
1.5511 |
0.0063 |
0.4% |
1.5530 |
| Low |
1.5174 |
1.5259 |
0.0085 |
0.6% |
1.4841 |
| Close |
1.5288 |
1.5371 |
0.0083 |
0.5% |
1.5371 |
| Range |
0.0274 |
0.0252 |
-0.0022 |
-8.0% |
0.0689 |
| ATR |
0.0409 |
0.0397 |
-0.0011 |
-2.7% |
0.0000 |
| Volume |
83,764 |
53,646 |
-30,118 |
-36.0% |
265,956 |
|
| Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6136 |
1.6006 |
1.5510 |
|
| R3 |
1.5884 |
1.5754 |
1.5440 |
|
| R2 |
1.5632 |
1.5632 |
1.5417 |
|
| R1 |
1.5502 |
1.5502 |
1.5394 |
1.5441 |
| PP |
1.5380 |
1.5380 |
1.5380 |
1.5350 |
| S1 |
1.5250 |
1.5250 |
1.5348 |
1.5189 |
| S2 |
1.5128 |
1.5128 |
1.5325 |
|
| S3 |
1.4876 |
1.4998 |
1.5302 |
|
| S4 |
1.4624 |
1.4746 |
1.5232 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7314 |
1.7032 |
1.5750 |
|
| R3 |
1.6625 |
1.6343 |
1.5560 |
|
| R2 |
1.5936 |
1.5936 |
1.5497 |
|
| R1 |
1.5654 |
1.5654 |
1.5434 |
1.5795 |
| PP |
1.5247 |
1.5247 |
1.5247 |
1.5318 |
| S1 |
1.4965 |
1.4965 |
1.5308 |
1.5106 |
| S2 |
1.4558 |
1.4558 |
1.5245 |
|
| S3 |
1.3869 |
1.4276 |
1.5182 |
|
| S4 |
1.3180 |
1.3587 |
1.4992 |
|
|
| 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% |
0.0357 |
2.3% |
81% |
False |
False |
67,373 |
| 10 |
1.5530 |
1.4636 |
0.0894 |
5.8% |
0.0336 |
2.2% |
82% |
False |
False |
66,256 |
| 20 |
1.6464 |
1.4551 |
0.1913 |
12.4% |
0.0396 |
2.6% |
43% |
False |
False |
66,277 |
| 40 |
1.7895 |
1.4551 |
0.3344 |
21.8% |
0.0423 |
2.7% |
25% |
False |
False |
66,266 |
| 60 |
1.8624 |
1.4551 |
0.4073 |
26.5% |
0.0380 |
2.5% |
20% |
False |
False |
64,376 |
| 80 |
1.9363 |
1.4551 |
0.4812 |
31.3% |
0.0331 |
2.2% |
17% |
False |
False |
48,515 |
| 100 |
1.9923 |
1.4551 |
0.5372 |
34.9% |
0.0283 |
1.8% |
15% |
False |
False |
38,819 |
| 120 |
1.9923 |
1.4551 |
0.5372 |
34.9% |
0.0247 |
1.6% |
15% |
False |
False |
32,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6582 |
|
2.618 |
1.6171 |
|
1.618 |
1.5919 |
|
1.000 |
1.5763 |
|
0.618 |
1.5667 |
|
HIGH |
1.5511 |
|
0.618 |
1.5415 |
|
0.500 |
1.5385 |
|
0.382 |
1.5355 |
|
LOW |
1.5259 |
|
0.618 |
1.5103 |
|
1.000 |
1.5007 |
|
1.618 |
1.4851 |
|
2.618 |
1.4599 |
|
4.250 |
1.4188 |
|
|
| Fisher Pivots for day following 28-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5385 |
1.5332 |
| PP |
1.5380 |
1.5294 |
| S1 |
1.5376 |
1.5255 |
|