CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 04-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2008 |
04-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4900 |
1.4781 |
-0.0119 |
-0.8% |
1.4910 |
| High |
1.4934 |
1.4814 |
-0.0120 |
-0.8% |
1.5530 |
| Low |
1.4663 |
1.4468 |
-0.0195 |
-1.3% |
1.4841 |
| Close |
1.4726 |
1.4746 |
0.0020 |
0.1% |
1.5371 |
| Range |
0.0271 |
0.0346 |
0.0075 |
27.7% |
0.0689 |
| ATR |
0.0394 |
0.0390 |
-0.0003 |
-0.9% |
0.0000 |
| Volume |
62,821 |
47,387 |
-15,434 |
-24.6% |
265,956 |
|
| Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5714 |
1.5576 |
1.4936 |
|
| R3 |
1.5368 |
1.5230 |
1.4841 |
|
| R2 |
1.5022 |
1.5022 |
1.4809 |
|
| R1 |
1.4884 |
1.4884 |
1.4778 |
1.4780 |
| PP |
1.4676 |
1.4676 |
1.4676 |
1.4624 |
| S1 |
1.4538 |
1.4538 |
1.4714 |
1.4434 |
| S2 |
1.4330 |
1.4330 |
1.4683 |
|
| S3 |
1.3984 |
1.4192 |
1.4651 |
|
| S4 |
1.3638 |
1.3846 |
1.4556 |
|
|
| 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 |
1.4468 |
0.1043 |
7.1% |
0.0351 |
2.4% |
27% |
False |
True |
55,397 |
| 10 |
1.5530 |
1.4468 |
0.1062 |
7.2% |
0.0358 |
2.4% |
26% |
False |
True |
63,322 |
| 20 |
1.6018 |
1.4468 |
0.1550 |
10.5% |
0.0368 |
2.5% |
18% |
False |
True |
63,206 |
| 40 |
1.7590 |
1.4468 |
0.3122 |
21.2% |
0.0419 |
2.8% |
9% |
False |
True |
64,855 |
| 60 |
1.8624 |
1.4468 |
0.4156 |
28.2% |
0.0387 |
2.6% |
7% |
False |
True |
66,984 |
| 80 |
1.8859 |
1.4468 |
0.4391 |
29.8% |
0.0342 |
2.3% |
6% |
False |
True |
51,302 |
| 100 |
1.9831 |
1.4468 |
0.5363 |
36.4% |
0.0294 |
2.0% |
5% |
False |
True |
41,052 |
| 120 |
1.9923 |
1.4468 |
0.5455 |
37.0% |
0.0256 |
1.7% |
5% |
False |
True |
34,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6285 |
|
2.618 |
1.5720 |
|
1.618 |
1.5374 |
|
1.000 |
1.5160 |
|
0.618 |
1.5028 |
|
HIGH |
1.4814 |
|
0.618 |
1.4682 |
|
0.500 |
1.4641 |
|
0.382 |
1.4600 |
|
LOW |
1.4468 |
|
0.618 |
1.4254 |
|
1.000 |
1.4122 |
|
1.618 |
1.3908 |
|
2.618 |
1.3562 |
|
4.250 |
1.2998 |
|
|
| Fisher Pivots for day following 04-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4711 |
1.4768 |
| PP |
1.4676 |
1.4761 |
| S1 |
1.4641 |
1.4753 |
|