CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 29-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2008 |
29-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5350 |
1.5978 |
0.0628 |
4.1% |
1.7219 |
| High |
1.5850 |
1.6331 |
0.0481 |
3.0% |
1.7219 |
| Low |
1.5350 |
1.5931 |
0.0581 |
3.8% |
1.5332 |
| Close |
1.5696 |
1.6225 |
0.0529 |
3.4% |
1.5785 |
| Range |
0.0500 |
0.0400 |
-0.0100 |
-20.0% |
0.1887 |
| ATR |
0.0329 |
0.0351 |
0.0022 |
6.6% |
0.0000 |
| Volume |
64 |
880 |
816 |
1,275.0% |
1,526 |
|
| Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7362 |
1.7194 |
1.6445 |
|
| R3 |
1.6962 |
1.6794 |
1.6335 |
|
| R2 |
1.6562 |
1.6562 |
1.6298 |
|
| R1 |
1.6394 |
1.6394 |
1.6262 |
1.6478 |
| PP |
1.6162 |
1.6162 |
1.6162 |
1.6205 |
| S1 |
1.5994 |
1.5994 |
1.6188 |
1.6078 |
| S2 |
1.5762 |
1.5762 |
1.6152 |
|
| S3 |
1.5362 |
1.5594 |
1.6115 |
|
| S4 |
1.4962 |
1.5194 |
1.6005 |
|
|
| 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 |
1.8031 |
|
2.618 |
1.7378 |
|
1.618 |
1.6978 |
|
1.000 |
1.6731 |
|
0.618 |
1.6578 |
|
HIGH |
1.6331 |
|
0.618 |
1.6178 |
|
0.500 |
1.6131 |
|
0.382 |
1.6084 |
|
LOW |
1.5931 |
|
0.618 |
1.5684 |
|
1.000 |
1.5531 |
|
1.618 |
1.5284 |
|
2.618 |
1.4884 |
|
4.250 |
1.4231 |
|
|
| Fisher Pivots for day following 29-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.6194 |
1.6094 |
| PP |
1.6162 |
1.5962 |
| S1 |
1.6131 |
1.5831 |
|