CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 10-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2008 |
10-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7201 |
1.6808 |
-0.0393 |
-2.3% |
1.7470 |
| High |
1.7276 |
1.6994 |
-0.0282 |
-1.6% |
1.7600 |
| Low |
1.7149 |
1.6799 |
-0.0350 |
-2.0% |
1.6799 |
| Close |
1.7149 |
1.6923 |
-0.0226 |
-1.3% |
1.6923 |
| Range |
0.0127 |
0.0195 |
0.0068 |
53.5% |
0.0801 |
| ATR |
0.0204 |
0.0214 |
0.0010 |
5.1% |
0.0000 |
| Volume |
121 |
24 |
-97 |
-80.2% |
503 |
|
| Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7490 |
1.7402 |
1.7030 |
|
| R3 |
1.7295 |
1.7207 |
1.6977 |
|
| R2 |
1.7100 |
1.7100 |
1.6959 |
|
| R1 |
1.7012 |
1.7012 |
1.6941 |
1.7056 |
| PP |
1.6905 |
1.6905 |
1.6905 |
1.6928 |
| S1 |
1.6817 |
1.6817 |
1.6905 |
1.6861 |
| S2 |
1.6710 |
1.6710 |
1.6887 |
|
| S3 |
1.6515 |
1.6622 |
1.6869 |
|
| S4 |
1.6320 |
1.6427 |
1.6816 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9510 |
1.9018 |
1.7364 |
|
| R3 |
1.8709 |
1.8217 |
1.7143 |
|
| R2 |
1.7908 |
1.7908 |
1.7070 |
|
| R1 |
1.7416 |
1.7416 |
1.6996 |
1.7262 |
| PP |
1.7107 |
1.7107 |
1.7107 |
1.7030 |
| S1 |
1.6615 |
1.6615 |
1.6850 |
1.6461 |
| S2 |
1.6306 |
1.6306 |
1.6776 |
|
| S3 |
1.5505 |
1.5814 |
1.6703 |
|
| S4 |
1.4704 |
1.5013 |
1.6482 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7823 |
|
2.618 |
1.7505 |
|
1.618 |
1.7310 |
|
1.000 |
1.7189 |
|
0.618 |
1.7115 |
|
HIGH |
1.6994 |
|
0.618 |
1.6920 |
|
0.500 |
1.6897 |
|
0.382 |
1.6873 |
|
LOW |
1.6799 |
|
0.618 |
1.6678 |
|
1.000 |
1.6604 |
|
1.618 |
1.6483 |
|
2.618 |
1.6288 |
|
4.250 |
1.5970 |
|
|
| Fisher Pivots for day following 10-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.6914 |
1.7200 |
| PP |
1.6905 |
1.7107 |
| S1 |
1.6897 |
1.7015 |
|