CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 01-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2008 |
01-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5372 |
1.5371 |
-0.0001 |
0.0% |
1.4910 |
| High |
1.5511 |
1.5399 |
-0.0112 |
-0.7% |
1.5530 |
| Low |
1.5259 |
1.4806 |
-0.0453 |
-3.0% |
1.4841 |
| Close |
1.5371 |
1.4909 |
-0.0462 |
-3.0% |
1.5371 |
| Range |
0.0252 |
0.0593 |
0.0341 |
135.3% |
0.0689 |
| ATR |
0.0397 |
0.0411 |
0.0014 |
3.5% |
0.0000 |
| Volume |
53,646 |
50,757 |
-2,889 |
-5.4% |
265,956 |
|
| Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6817 |
1.6456 |
1.5235 |
|
| R3 |
1.6224 |
1.5863 |
1.5072 |
|
| R2 |
1.5631 |
1.5631 |
1.5018 |
|
| R1 |
1.5270 |
1.5270 |
1.4963 |
1.5154 |
| PP |
1.5038 |
1.5038 |
1.5038 |
1.4980 |
| S1 |
1.4677 |
1.4677 |
1.4855 |
1.4561 |
| S2 |
1.4445 |
1.4445 |
1.4800 |
|
| S3 |
1.3852 |
1.4084 |
1.4746 |
|
| S4 |
1.3259 |
1.3491 |
1.4583 |
|
|
| 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 |
1.4806 |
0.0724 |
4.9% |
0.0403 |
2.7% |
14% |
False |
True |
63,342 |
| 10 |
1.5530 |
1.4636 |
0.0894 |
6.0% |
0.0365 |
2.4% |
31% |
False |
False |
63,506 |
| 20 |
1.6363 |
1.4551 |
0.1812 |
12.2% |
0.0401 |
2.7% |
20% |
False |
False |
64,701 |
| 40 |
1.7895 |
1.4551 |
0.3344 |
22.4% |
0.0430 |
2.9% |
11% |
False |
False |
66,129 |
| 60 |
1.8624 |
1.4551 |
0.4073 |
27.3% |
0.0387 |
2.6% |
9% |
False |
False |
65,136 |
| 80 |
1.9259 |
1.4551 |
0.4708 |
31.6% |
0.0337 |
2.3% |
8% |
False |
False |
49,149 |
| 100 |
1.9923 |
1.4551 |
0.5372 |
36.0% |
0.0289 |
1.9% |
7% |
False |
False |
39,326 |
| 120 |
1.9923 |
1.4551 |
0.5372 |
36.0% |
0.0251 |
1.7% |
7% |
False |
False |
32,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7919 |
|
2.618 |
1.6951 |
|
1.618 |
1.6358 |
|
1.000 |
1.5992 |
|
0.618 |
1.5765 |
|
HIGH |
1.5399 |
|
0.618 |
1.5172 |
|
0.500 |
1.5103 |
|
0.382 |
1.5033 |
|
LOW |
1.4806 |
|
0.618 |
1.4440 |
|
1.000 |
1.4213 |
|
1.618 |
1.3847 |
|
2.618 |
1.3254 |
|
4.250 |
1.2286 |
|
|
| Fisher Pivots for day following 01-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5103 |
1.5159 |
| PP |
1.5038 |
1.5075 |
| S1 |
1.4974 |
1.4992 |
|