CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 03-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2008 |
03-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.6117 |
1.6170 |
0.0053 |
0.3% |
1.5604 |
| High |
1.6169 |
1.6170 |
0.0001 |
0.0% |
1.6565 |
| Low |
1.5984 |
1.5701 |
-0.0283 |
-1.8% |
1.5330 |
| Close |
1.6049 |
1.5731 |
-0.0318 |
-2.0% |
1.6049 |
| Range |
0.0185 |
0.0469 |
0.0284 |
153.5% |
0.1235 |
| ATR |
0.0352 |
0.0360 |
0.0008 |
2.4% |
0.0000 |
| Volume |
15 |
75 |
60 |
400.0% |
1,118 |
|
| Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7274 |
1.6972 |
1.5989 |
|
| R3 |
1.6805 |
1.6503 |
1.5860 |
|
| R2 |
1.6336 |
1.6336 |
1.5817 |
|
| R1 |
1.6034 |
1.6034 |
1.5774 |
1.5951 |
| PP |
1.5867 |
1.5867 |
1.5867 |
1.5826 |
| S1 |
1.5565 |
1.5565 |
1.5688 |
1.5482 |
| S2 |
1.5398 |
1.5398 |
1.5645 |
|
| S3 |
1.4929 |
1.5096 |
1.5602 |
|
| S4 |
1.4460 |
1.4627 |
1.5473 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9686 |
1.9103 |
1.6728 |
|
| R3 |
1.8451 |
1.7868 |
1.6389 |
|
| R2 |
1.7216 |
1.7216 |
1.6275 |
|
| R1 |
1.6633 |
1.6633 |
1.6162 |
1.6925 |
| PP |
1.5981 |
1.5981 |
1.5981 |
1.6127 |
| S1 |
1.5398 |
1.5398 |
1.5936 |
1.5690 |
| S2 |
1.4746 |
1.4746 |
1.5823 |
|
| S3 |
1.3511 |
1.4163 |
1.5709 |
|
| S4 |
1.2276 |
1.2928 |
1.5370 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8163 |
|
2.618 |
1.7398 |
|
1.618 |
1.6929 |
|
1.000 |
1.6639 |
|
0.618 |
1.6460 |
|
HIGH |
1.6170 |
|
0.618 |
1.5991 |
|
0.500 |
1.5936 |
|
0.382 |
1.5880 |
|
LOW |
1.5701 |
|
0.618 |
1.5411 |
|
1.000 |
1.5232 |
|
1.618 |
1.4942 |
|
2.618 |
1.4473 |
|
4.250 |
1.3708 |
|
|
| Fisher Pivots for day following 03-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5936 |
1.6133 |
| PP |
1.5867 |
1.5999 |
| S1 |
1.5799 |
1.5865 |
|