CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 30-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2008 |
30-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5978 |
1.6521 |
0.0543 |
3.4% |
1.7219 |
| High |
1.6331 |
1.6565 |
0.0234 |
1.4% |
1.7219 |
| Low |
1.5931 |
1.6402 |
0.0471 |
3.0% |
1.5332 |
| Close |
1.6225 |
1.6357 |
0.0132 |
0.8% |
1.5785 |
| Range |
0.0400 |
0.0163 |
-0.0237 |
-59.3% |
0.1887 |
| ATR |
0.0351 |
0.0350 |
-0.0001 |
-0.2% |
0.0000 |
| Volume |
880 |
139 |
-741 |
-84.2% |
1,526 |
|
| Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6930 |
1.6807 |
1.6447 |
|
| R3 |
1.6767 |
1.6644 |
1.6402 |
|
| R2 |
1.6604 |
1.6604 |
1.6387 |
|
| R1 |
1.6481 |
1.6481 |
1.6372 |
1.6461 |
| PP |
1.6441 |
1.6441 |
1.6441 |
1.6432 |
| S1 |
1.6318 |
1.6318 |
1.6342 |
1.6298 |
| S2 |
1.6278 |
1.6278 |
1.6327 |
|
| S3 |
1.6115 |
1.6155 |
1.6312 |
|
| S4 |
1.5952 |
1.5992 |
1.6267 |
|
|
| 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 |
1.7258 |
|
2.618 |
1.6992 |
|
1.618 |
1.6829 |
|
1.000 |
1.6728 |
|
0.618 |
1.6666 |
|
HIGH |
1.6565 |
|
0.618 |
1.6503 |
|
0.500 |
1.6484 |
|
0.382 |
1.6464 |
|
LOW |
1.6402 |
|
0.618 |
1.6301 |
|
1.000 |
1.6239 |
|
1.618 |
1.6138 |
|
2.618 |
1.5975 |
|
4.250 |
1.5709 |
|
|
| Fisher Pivots for day following 30-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.6484 |
1.6224 |
| PP |
1.6441 |
1.6091 |
| S1 |
1.6399 |
1.5958 |
|