CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 15-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5034 |
1.4993 |
-0.0041 |
-0.3% |
1.4737 |
| High |
1.5117 |
1.5299 |
0.0182 |
1.2% |
1.5117 |
| Low |
1.4815 |
1.4925 |
0.0110 |
0.7% |
1.4670 |
| Close |
1.4973 |
1.5261 |
0.0288 |
1.9% |
1.4973 |
| Range |
0.0302 |
0.0374 |
0.0072 |
23.8% |
0.0447 |
| ATR |
0.0349 |
0.0351 |
0.0002 |
0.5% |
0.0000 |
| Volume |
70,059 |
27,404 |
-42,655 |
-60.9% |
305,568 |
|
| Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6284 |
1.6146 |
1.5467 |
|
| R3 |
1.5910 |
1.5772 |
1.5364 |
|
| R2 |
1.5536 |
1.5536 |
1.5330 |
|
| R1 |
1.5398 |
1.5398 |
1.5295 |
1.5467 |
| PP |
1.5162 |
1.5162 |
1.5162 |
1.5196 |
| S1 |
1.5024 |
1.5024 |
1.5227 |
1.5093 |
| S2 |
1.4788 |
1.4788 |
1.5192 |
|
| S3 |
1.4414 |
1.4650 |
1.5158 |
|
| S4 |
1.4040 |
1.4276 |
1.5055 |
|
|
| 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 |
1.5299 |
1.4670 |
0.0629 |
4.1% |
0.0274 |
1.8% |
94% |
True |
False |
56,619 |
| 10 |
1.5299 |
1.4468 |
0.0831 |
5.4% |
0.0289 |
1.9% |
95% |
True |
False |
57,590 |
| 20 |
1.5530 |
1.4468 |
0.1062 |
7.0% |
0.0327 |
2.1% |
75% |
False |
False |
60,548 |
| 40 |
1.7472 |
1.4468 |
0.3004 |
19.7% |
0.0414 |
2.7% |
26% |
False |
False |
64,301 |
| 60 |
1.8624 |
1.4468 |
0.4156 |
27.2% |
0.0381 |
2.5% |
19% |
False |
False |
64,838 |
| 80 |
1.8636 |
1.4468 |
0.4168 |
27.3% |
0.0353 |
2.3% |
19% |
False |
False |
56,315 |
| 100 |
1.9756 |
1.4468 |
0.5288 |
34.7% |
0.0309 |
2.0% |
15% |
False |
False |
45,084 |
| 120 |
1.9923 |
1.4468 |
0.5455 |
35.7% |
0.0270 |
1.8% |
15% |
False |
False |
37,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6889 |
|
2.618 |
1.6278 |
|
1.618 |
1.5904 |
|
1.000 |
1.5673 |
|
0.618 |
1.5530 |
|
HIGH |
1.5299 |
|
0.618 |
1.5156 |
|
0.500 |
1.5112 |
|
0.382 |
1.5068 |
|
LOW |
1.4925 |
|
0.618 |
1.4694 |
|
1.000 |
1.4551 |
|
1.618 |
1.4320 |
|
2.618 |
1.3946 |
|
4.250 |
1.3336 |
|
|
| Fisher Pivots for day following 15-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5211 |
1.5185 |
| PP |
1.5162 |
1.5109 |
| S1 |
1.5112 |
1.5034 |
|