CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 27-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2008 |
27-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5737 |
1.5604 |
-0.0133 |
-0.8% |
1.7219 |
| High |
1.5796 |
1.5632 |
-0.0164 |
-1.0% |
1.7219 |
| Low |
1.5332 |
1.5330 |
-0.0002 |
0.0% |
1.5332 |
| Close |
1.5785 |
1.5571 |
-0.0214 |
-1.4% |
1.5785 |
| Range |
0.0464 |
0.0302 |
-0.0162 |
-34.9% |
0.1887 |
| ATR |
0.0305 |
0.0316 |
0.0011 |
3.5% |
0.0000 |
| Volume |
400 |
20 |
-380 |
-95.0% |
1,526 |
|
| Daily Pivots for day following 27-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6417 |
1.6296 |
1.5737 |
|
| R3 |
1.6115 |
1.5994 |
1.5654 |
|
| R2 |
1.5813 |
1.5813 |
1.5626 |
|
| R1 |
1.5692 |
1.5692 |
1.5599 |
1.5602 |
| PP |
1.5511 |
1.5511 |
1.5511 |
1.5466 |
| S1 |
1.5390 |
1.5390 |
1.5543 |
1.5300 |
| S2 |
1.5209 |
1.5209 |
1.5516 |
|
| S3 |
1.4907 |
1.5088 |
1.5488 |
|
| S4 |
1.4605 |
1.4786 |
1.5405 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1773 |
2.0666 |
1.6823 |
|
| R3 |
1.9886 |
1.8779 |
1.6304 |
|
| R2 |
1.7999 |
1.7999 |
1.6131 |
|
| R1 |
1.6892 |
1.6892 |
1.5958 |
1.6502 |
| PP |
1.6112 |
1.6112 |
1.6112 |
1.5917 |
| S1 |
1.5005 |
1.5005 |
1.5612 |
1.4615 |
| S2 |
1.4225 |
1.4225 |
1.5439 |
|
| S3 |
1.2338 |
1.3118 |
1.5266 |
|
| S4 |
1.0451 |
1.1231 |
1.4747 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6916 |
|
2.618 |
1.6423 |
|
1.618 |
1.6121 |
|
1.000 |
1.5934 |
|
0.618 |
1.5819 |
|
HIGH |
1.5632 |
|
0.618 |
1.5517 |
|
0.500 |
1.5481 |
|
0.382 |
1.5445 |
|
LOW |
1.5330 |
|
0.618 |
1.5143 |
|
1.000 |
1.5028 |
|
1.618 |
1.4841 |
|
2.618 |
1.4539 |
|
4.250 |
1.4047 |
|
|
| Fisher Pivots for day following 27-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5541 |
1.5713 |
| PP |
1.5511 |
1.5666 |
| S1 |
1.5481 |
1.5618 |
|