CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 10-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4893 |
1.4758 |
-0.0135 |
-0.9% |
1.5371 |
| High |
1.4894 |
1.4886 |
-0.0008 |
-0.1% |
1.5399 |
| Low |
1.4670 |
1.4736 |
0.0066 |
0.4% |
1.4468 |
| Close |
1.4755 |
1.4774 |
0.0019 |
0.1% |
1.4705 |
| Range |
0.0224 |
0.0150 |
-0.0074 |
-33.0% |
0.0931 |
| ATR |
0.0371 |
0.0355 |
-0.0016 |
-4.3% |
0.0000 |
| Volume |
59,012 |
73,085 |
14,073 |
23.8% |
293,694 |
|
| Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5249 |
1.5161 |
1.4857 |
|
| R3 |
1.5099 |
1.5011 |
1.4815 |
|
| R2 |
1.4949 |
1.4949 |
1.4802 |
|
| R1 |
1.4861 |
1.4861 |
1.4788 |
1.4905 |
| PP |
1.4799 |
1.4799 |
1.4799 |
1.4821 |
| S1 |
1.4711 |
1.4711 |
1.4760 |
1.4755 |
| S2 |
1.4649 |
1.4649 |
1.4747 |
|
| S3 |
1.4499 |
1.4561 |
1.4733 |
|
| S4 |
1.4349 |
1.4411 |
1.4692 |
|
|
| 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% |
0.0266 |
1.8% |
53% |
False |
False |
59,942 |
| 10 |
1.5511 |
1.4468 |
0.1043 |
7.1% |
0.0302 |
2.0% |
29% |
False |
False |
61,307 |
| 20 |
1.5530 |
1.4468 |
0.1062 |
7.2% |
0.0343 |
2.3% |
29% |
False |
False |
63,104 |
| 40 |
1.7570 |
1.4468 |
0.3102 |
21.0% |
0.0407 |
2.8% |
10% |
False |
False |
64,990 |
| 60 |
1.8624 |
1.4468 |
0.4156 |
28.1% |
0.0384 |
2.6% |
7% |
False |
False |
65,799 |
| 80 |
1.8636 |
1.4468 |
0.4168 |
28.2% |
0.0345 |
2.3% |
7% |
False |
False |
54,442 |
| 100 |
1.9817 |
1.4468 |
0.5349 |
36.2% |
0.0302 |
2.0% |
6% |
False |
False |
43,574 |
| 120 |
1.9923 |
1.4468 |
0.5455 |
36.9% |
0.0263 |
1.8% |
6% |
False |
False |
36,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5524 |
|
2.618 |
1.5279 |
|
1.618 |
1.5129 |
|
1.000 |
1.5036 |
|
0.618 |
1.4979 |
|
HIGH |
1.4886 |
|
0.618 |
1.4829 |
|
0.500 |
1.4811 |
|
0.382 |
1.4793 |
|
LOW |
1.4736 |
|
0.618 |
1.4643 |
|
1.000 |
1.4586 |
|
1.618 |
1.4493 |
|
2.618 |
1.4343 |
|
4.250 |
1.4099 |
|
|
| Fisher Pivots for day following 10-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4811 |
1.4858 |
| PP |
1.4799 |
1.4830 |
| S1 |
1.4786 |
1.4802 |
|