CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 12-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4801 |
1.5034 |
0.0233 |
1.6% |
1.4737 |
| High |
1.5086 |
1.5117 |
0.0031 |
0.2% |
1.5117 |
| Low |
1.4768 |
1.4815 |
0.0047 |
0.3% |
1.4670 |
| Close |
1.4970 |
1.4973 |
0.0003 |
0.0% |
1.4973 |
| Range |
0.0318 |
0.0302 |
-0.0016 |
-5.0% |
0.0447 |
| ATR |
0.0353 |
0.0349 |
-0.0004 |
-1.0% |
0.0000 |
| Volume |
53,538 |
70,059 |
16,521 |
30.9% |
305,568 |
|
| Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5874 |
1.5726 |
1.5139 |
|
| R3 |
1.5572 |
1.5424 |
1.5056 |
|
| R2 |
1.5270 |
1.5270 |
1.5028 |
|
| R1 |
1.5122 |
1.5122 |
1.5001 |
1.5045 |
| PP |
1.4968 |
1.4968 |
1.4968 |
1.4930 |
| S1 |
1.4820 |
1.4820 |
1.4945 |
1.4743 |
| S2 |
1.4666 |
1.4666 |
1.4918 |
|
| S3 |
1.4364 |
1.4518 |
1.4890 |
|
| S4 |
1.4062 |
1.4216 |
1.4807 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6261 |
1.6064 |
1.5219 |
|
| R3 |
1.5814 |
1.5617 |
1.5096 |
|
| R2 |
1.5367 |
1.5367 |
1.5055 |
|
| R1 |
1.5170 |
1.5170 |
1.5014 |
1.5269 |
| PP |
1.4920 |
1.4920 |
1.4920 |
1.4969 |
| S1 |
1.4723 |
1.4723 |
1.4932 |
1.4822 |
| S2 |
1.4473 |
1.4473 |
1.4891 |
|
| S3 |
1.4026 |
1.4276 |
1.4850 |
|
| S4 |
1.3579 |
1.3829 |
1.4727 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5117 |
1.4670 |
0.0447 |
3.0% |
0.0270 |
1.8% |
68% |
True |
False |
61,113 |
| 10 |
1.5399 |
1.4468 |
0.0931 |
6.2% |
0.0311 |
2.1% |
54% |
False |
False |
59,926 |
| 20 |
1.5530 |
1.4468 |
0.1062 |
7.1% |
0.0323 |
2.2% |
48% |
False |
False |
63,091 |
| 40 |
1.7472 |
1.4468 |
0.3004 |
20.1% |
0.0409 |
2.7% |
17% |
False |
False |
65,160 |
| 60 |
1.8624 |
1.4468 |
0.4156 |
27.8% |
0.0383 |
2.6% |
12% |
False |
False |
65,582 |
| 80 |
1.8636 |
1.4468 |
0.4168 |
27.8% |
0.0350 |
2.3% |
12% |
False |
False |
55,977 |
| 100 |
1.9756 |
1.4468 |
0.5288 |
35.3% |
0.0306 |
2.0% |
10% |
False |
False |
44,810 |
| 120 |
1.9923 |
1.4468 |
0.5455 |
36.4% |
0.0268 |
1.8% |
9% |
False |
False |
37,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6401 |
|
2.618 |
1.5908 |
|
1.618 |
1.5606 |
|
1.000 |
1.5419 |
|
0.618 |
1.5304 |
|
HIGH |
1.5117 |
|
0.618 |
1.5002 |
|
0.500 |
1.4966 |
|
0.382 |
1.4930 |
|
LOW |
1.4815 |
|
0.618 |
1.4628 |
|
1.000 |
1.4513 |
|
1.618 |
1.4326 |
|
2.618 |
1.4024 |
|
4.250 |
1.3532 |
|
|
| Fisher Pivots for day following 12-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4971 |
1.4958 |
| PP |
1.4968 |
1.4942 |
| S1 |
1.4966 |
1.4927 |
|