CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 11-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4758 |
1.4801 |
0.0043 |
0.3% |
1.5371 |
| High |
1.4886 |
1.5086 |
0.0200 |
1.3% |
1.5399 |
| Low |
1.4736 |
1.4768 |
0.0032 |
0.2% |
1.4468 |
| Close |
1.4774 |
1.4970 |
0.0196 |
1.3% |
1.4705 |
| Range |
0.0150 |
0.0318 |
0.0168 |
112.0% |
0.0931 |
| ATR |
0.0355 |
0.0353 |
-0.0003 |
-0.7% |
0.0000 |
| Volume |
73,085 |
53,538 |
-19,547 |
-26.7% |
293,694 |
|
| Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5895 |
1.5751 |
1.5145 |
|
| R3 |
1.5577 |
1.5433 |
1.5057 |
|
| R2 |
1.5259 |
1.5259 |
1.5028 |
|
| R1 |
1.5115 |
1.5115 |
1.4999 |
1.5187 |
| PP |
1.4941 |
1.4941 |
1.4941 |
1.4978 |
| S1 |
1.4797 |
1.4797 |
1.4941 |
1.4869 |
| S2 |
1.4623 |
1.4623 |
1.4912 |
|
| S3 |
1.4305 |
1.4479 |
1.4883 |
|
| S4 |
1.3987 |
1.4161 |
1.4795 |
|
|
| 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 |
1.5086 |
1.4518 |
0.0568 |
3.8% |
0.0261 |
1.7% |
80% |
True |
False |
61,172 |
| 10 |
1.5511 |
1.4468 |
0.1043 |
7.0% |
0.0306 |
2.0% |
48% |
False |
False |
58,284 |
| 20 |
1.5530 |
1.4468 |
0.1062 |
7.1% |
0.0330 |
2.2% |
47% |
False |
False |
63,748 |
| 40 |
1.7472 |
1.4468 |
0.3004 |
20.1% |
0.0407 |
2.7% |
17% |
False |
False |
64,743 |
| 60 |
1.8624 |
1.4468 |
0.4156 |
27.8% |
0.0381 |
2.5% |
12% |
False |
False |
65,689 |
| 80 |
1.8636 |
1.4468 |
0.4168 |
27.8% |
0.0347 |
2.3% |
12% |
False |
False |
55,104 |
| 100 |
1.9817 |
1.4468 |
0.5349 |
35.7% |
0.0304 |
2.0% |
9% |
False |
False |
44,109 |
| 120 |
1.9923 |
1.4468 |
0.5455 |
36.4% |
0.0265 |
1.8% |
9% |
False |
False |
36,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6438 |
|
2.618 |
1.5919 |
|
1.618 |
1.5601 |
|
1.000 |
1.5404 |
|
0.618 |
1.5283 |
|
HIGH |
1.5086 |
|
0.618 |
1.4965 |
|
0.500 |
1.4927 |
|
0.382 |
1.4889 |
|
LOW |
1.4768 |
|
0.618 |
1.4571 |
|
1.000 |
1.4450 |
|
1.618 |
1.4253 |
|
2.618 |
1.3935 |
|
4.250 |
1.3417 |
|
|
| Fisher Pivots for day following 11-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4956 |
1.4939 |
| PP |
1.4941 |
1.4909 |
| S1 |
1.4927 |
1.4878 |
|