CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 09-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4737 |
1.4893 |
0.0156 |
1.1% |
1.5371 |
| High |
1.5046 |
1.4894 |
-0.0152 |
-1.0% |
1.5399 |
| Low |
1.4691 |
1.4670 |
-0.0021 |
-0.1% |
1.4468 |
| Close |
1.4940 |
1.4755 |
-0.0185 |
-1.2% |
1.4705 |
| Range |
0.0355 |
0.0224 |
-0.0131 |
-36.9% |
0.0931 |
| ATR |
0.0379 |
0.0371 |
-0.0008 |
-2.1% |
0.0000 |
| Volume |
49,874 |
59,012 |
9,138 |
18.3% |
293,694 |
|
| Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5445 |
1.5324 |
1.4878 |
|
| R3 |
1.5221 |
1.5100 |
1.4817 |
|
| R2 |
1.4997 |
1.4997 |
1.4796 |
|
| R1 |
1.4876 |
1.4876 |
1.4776 |
1.4825 |
| PP |
1.4773 |
1.4773 |
1.4773 |
1.4747 |
| S1 |
1.4652 |
1.4652 |
1.4734 |
1.4601 |
| S2 |
1.4549 |
1.4549 |
1.4714 |
|
| S3 |
1.4325 |
1.4428 |
1.4693 |
|
| S4 |
1.4101 |
1.4204 |
1.4632 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7650 |
1.7109 |
1.5217 |
|
| R3 |
1.6719 |
1.6178 |
1.4961 |
|
| R2 |
1.5788 |
1.5788 |
1.4876 |
|
| R1 |
1.5247 |
1.5247 |
1.4790 |
1.5052 |
| PP |
1.4857 |
1.4857 |
1.4857 |
1.4760 |
| S1 |
1.4316 |
1.4316 |
1.4620 |
1.4121 |
| S2 |
1.3926 |
1.3926 |
1.4534 |
|
| S3 |
1.2995 |
1.3385 |
1.4449 |
|
| S4 |
1.2064 |
1.2454 |
1.4193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5046 |
1.4468 |
0.0578 |
3.9% |
0.0291 |
2.0% |
50% |
False |
False |
57,889 |
| 10 |
1.5530 |
1.4468 |
0.1062 |
7.2% |
0.0342 |
2.3% |
27% |
False |
False |
60,293 |
| 20 |
1.5675 |
1.4468 |
0.1207 |
8.2% |
0.0353 |
2.4% |
24% |
False |
False |
61,769 |
| 40 |
1.7590 |
1.4468 |
0.3122 |
21.2% |
0.0409 |
2.8% |
9% |
False |
False |
64,252 |
| 60 |
1.8624 |
1.4468 |
0.4156 |
28.2% |
0.0386 |
2.6% |
7% |
False |
False |
66,386 |
| 80 |
1.8636 |
1.4468 |
0.4168 |
28.2% |
0.0344 |
2.3% |
7% |
False |
False |
53,532 |
| 100 |
1.9817 |
1.4468 |
0.5349 |
36.3% |
0.0301 |
2.0% |
5% |
False |
False |
42,843 |
| 120 |
1.9923 |
1.4468 |
0.5455 |
37.0% |
0.0262 |
1.8% |
5% |
False |
False |
35,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5846 |
|
2.618 |
1.5480 |
|
1.618 |
1.5256 |
|
1.000 |
1.5118 |
|
0.618 |
1.5032 |
|
HIGH |
1.4894 |
|
0.618 |
1.4808 |
|
0.500 |
1.4782 |
|
0.382 |
1.4756 |
|
LOW |
1.4670 |
|
0.618 |
1.4532 |
|
1.000 |
1.4446 |
|
1.618 |
1.4308 |
|
2.618 |
1.4084 |
|
4.250 |
1.3718 |
|
|
| Fisher Pivots for day following 09-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4782 |
1.4782 |
| PP |
1.4773 |
1.4773 |
| S1 |
1.4764 |
1.4764 |
|