CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 03-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2008 |
03-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4890 |
1.4900 |
0.0010 |
0.1% |
1.4910 |
| High |
1.5068 |
1.4934 |
-0.0134 |
-0.9% |
1.5530 |
| Low |
1.4775 |
1.4663 |
-0.0112 |
-0.8% |
1.4841 |
| Close |
1.4878 |
1.4726 |
-0.0152 |
-1.0% |
1.5371 |
| Range |
0.0293 |
0.0271 |
-0.0022 |
-7.5% |
0.0689 |
| ATR |
0.0403 |
0.0394 |
-0.0009 |
-2.3% |
0.0000 |
| Volume |
62,377 |
62,821 |
444 |
0.7% |
265,956 |
|
| Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5587 |
1.5428 |
1.4875 |
|
| R3 |
1.5316 |
1.5157 |
1.4801 |
|
| R2 |
1.5045 |
1.5045 |
1.4776 |
|
| R1 |
1.4886 |
1.4886 |
1.4751 |
1.4830 |
| PP |
1.4774 |
1.4774 |
1.4774 |
1.4747 |
| S1 |
1.4615 |
1.4615 |
1.4701 |
1.4559 |
| S2 |
1.4503 |
1.4503 |
1.4676 |
|
| S3 |
1.4232 |
1.4344 |
1.4651 |
|
| S4 |
1.3961 |
1.4073 |
1.4577 |
|
|
| 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 |
1.5511 |
1.4663 |
0.0848 |
5.8% |
0.0337 |
2.3% |
7% |
False |
True |
62,673 |
| 10 |
1.5530 |
1.4663 |
0.0867 |
5.9% |
0.0358 |
2.4% |
7% |
False |
True |
64,373 |
| 20 |
1.6166 |
1.4551 |
0.1615 |
11.0% |
0.0373 |
2.5% |
11% |
False |
False |
64,007 |
| 40 |
1.7895 |
1.4551 |
0.3344 |
22.7% |
0.0426 |
2.9% |
5% |
False |
False |
65,322 |
| 60 |
1.8624 |
1.4551 |
0.4073 |
27.7% |
0.0384 |
2.6% |
4% |
False |
False |
66,757 |
| 80 |
1.8876 |
1.4551 |
0.4325 |
29.4% |
0.0339 |
2.3% |
4% |
False |
False |
50,712 |
| 100 |
1.9923 |
1.4551 |
0.5372 |
36.5% |
0.0292 |
2.0% |
3% |
False |
False |
40,578 |
| 120 |
1.9923 |
1.4551 |
0.5372 |
36.5% |
0.0255 |
1.7% |
3% |
False |
False |
33,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6086 |
|
2.618 |
1.5643 |
|
1.618 |
1.5372 |
|
1.000 |
1.5205 |
|
0.618 |
1.5101 |
|
HIGH |
1.4934 |
|
0.618 |
1.4830 |
|
0.500 |
1.4799 |
|
0.382 |
1.4767 |
|
LOW |
1.4663 |
|
0.618 |
1.4496 |
|
1.000 |
1.4392 |
|
1.618 |
1.4225 |
|
2.618 |
1.3954 |
|
4.250 |
1.3511 |
|
|
| Fisher Pivots for day following 03-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4799 |
1.5031 |
| PP |
1.4774 |
1.4929 |
| S1 |
1.4750 |
1.4828 |
|