CME British Pound Future March 2009
Trading Metrics calculated at close of trading on 07-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2008 |
07-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1.5761 |
1.5532 |
-0.0229 |
-1.5% |
1.6170 |
High |
1.5839 |
1.5753 |
-0.0086 |
-0.5% |
1.6170 |
Low |
1.5619 |
1.5495 |
-0.0124 |
-0.8% |
1.5495 |
Close |
1.5680 |
1.5629 |
-0.0051 |
-0.3% |
1.5629 |
Range |
0.0220 |
0.0258 |
0.0038 |
17.3% |
0.0675 |
ATR |
0.0351 |
0.0344 |
-0.0007 |
-1.9% |
0.0000 |
Volume |
58 |
81 |
23 |
39.7% |
270 |
|
Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6400 |
1.6272 |
1.5771 |
|
R3 |
1.6142 |
1.6014 |
1.5700 |
|
R2 |
1.5884 |
1.5884 |
1.5676 |
|
R1 |
1.5756 |
1.5756 |
1.5653 |
1.5820 |
PP |
1.5626 |
1.5626 |
1.5626 |
1.5658 |
S1 |
1.5498 |
1.5498 |
1.5605 |
1.5562 |
S2 |
1.5368 |
1.5368 |
1.5582 |
|
S3 |
1.5110 |
1.5240 |
1.5558 |
|
S4 |
1.4852 |
1.4982 |
1.5487 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7790 |
1.7384 |
1.6000 |
|
R3 |
1.7115 |
1.6709 |
1.5815 |
|
R2 |
1.6440 |
1.6440 |
1.5753 |
|
R1 |
1.6034 |
1.6034 |
1.5691 |
1.5900 |
PP |
1.5765 |
1.5765 |
1.5765 |
1.5697 |
S1 |
1.5359 |
1.5359 |
1.5567 |
1.5225 |
S2 |
1.5090 |
1.5090 |
1.5505 |
|
S3 |
1.4415 |
1.4684 |
1.5443 |
|
S4 |
1.3740 |
1.4009 |
1.5258 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6850 |
2.618 |
1.6428 |
1.618 |
1.6170 |
1.000 |
1.6011 |
0.618 |
1.5912 |
HIGH |
1.5753 |
0.618 |
1.5654 |
0.500 |
1.5624 |
0.382 |
1.5594 |
LOW |
1.5495 |
0.618 |
1.5336 |
1.000 |
1.5237 |
1.618 |
1.5078 |
2.618 |
1.4820 |
4.250 |
1.4399 |
|
|
Fisher Pivots for day following 07-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1.5627 |
1.5781 |
PP |
1.5626 |
1.5730 |
S1 |
1.5624 |
1.5680 |
|