CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 20-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2008 |
20-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7225 |
1.7219 |
-0.0006 |
0.0% |
1.7297 |
| High |
1.7225 |
1.7219 |
-0.0006 |
0.0% |
1.7520 |
| Low |
1.7103 |
1.6987 |
-0.0116 |
-0.7% |
1.7103 |
| Close |
1.7219 |
1.7014 |
-0.0205 |
-1.2% |
1.7219 |
| Range |
0.0122 |
0.0232 |
0.0110 |
90.2% |
0.0417 |
| ATR |
0.0220 |
0.0221 |
0.0001 |
0.4% |
0.0000 |
| Volume |
26 |
636 |
610 |
2,346.2% |
1,206 |
|
| Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7769 |
1.7624 |
1.7142 |
|
| R3 |
1.7537 |
1.7392 |
1.7078 |
|
| R2 |
1.7305 |
1.7305 |
1.7057 |
|
| R1 |
1.7160 |
1.7160 |
1.7035 |
1.7117 |
| PP |
1.7073 |
1.7073 |
1.7073 |
1.7052 |
| S1 |
1.6928 |
1.6928 |
1.6993 |
1.6885 |
| S2 |
1.6841 |
1.6841 |
1.6971 |
|
| S3 |
1.6609 |
1.6696 |
1.6950 |
|
| S4 |
1.6377 |
1.6464 |
1.6886 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8532 |
1.8292 |
1.7448 |
|
| R3 |
1.8115 |
1.7875 |
1.7334 |
|
| R2 |
1.7698 |
1.7698 |
1.7295 |
|
| R1 |
1.7458 |
1.7458 |
1.7257 |
1.7370 |
| PP |
1.7281 |
1.7281 |
1.7281 |
1.7236 |
| S1 |
1.7041 |
1.7041 |
1.7181 |
1.6953 |
| S2 |
1.6864 |
1.6864 |
1.7143 |
|
| S3 |
1.6447 |
1.6624 |
1.7104 |
|
| S4 |
1.6030 |
1.6207 |
1.6990 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8205 |
|
2.618 |
1.7826 |
|
1.618 |
1.7594 |
|
1.000 |
1.7451 |
|
0.618 |
1.7362 |
|
HIGH |
1.7219 |
|
0.618 |
1.7130 |
|
0.500 |
1.7103 |
|
0.382 |
1.7076 |
|
LOW |
1.6987 |
|
0.618 |
1.6844 |
|
1.000 |
1.6755 |
|
1.618 |
1.6612 |
|
2.618 |
1.6380 |
|
4.250 |
1.6001 |
|
|
| Fisher Pivots for day following 20-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7103 |
1.7106 |
| PP |
1.7073 |
1.7075 |
| S1 |
1.7044 |
1.7045 |
|