CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 17-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2008 |
17-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4793 |
1.4736 |
-0.0057 |
-0.4% |
1.5725 |
| High |
1.4930 |
1.5034 |
0.0104 |
0.7% |
1.5726 |
| Low |
1.4715 |
1.4736 |
0.0021 |
0.1% |
1.4635 |
| Close |
1.4939 |
1.5018 |
0.0079 |
0.5% |
1.4939 |
| Range |
0.0215 |
0.0298 |
0.0083 |
38.6% |
0.1091 |
| ATR |
0.0322 |
0.0320 |
-0.0002 |
-0.5% |
0.0000 |
| Volume |
161 |
386 |
225 |
139.8% |
482 |
|
| Daily Pivots for day following 17-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5823 |
1.5719 |
1.5182 |
|
| R3 |
1.5525 |
1.5421 |
1.5100 |
|
| R2 |
1.5227 |
1.5227 |
1.5073 |
|
| R1 |
1.5123 |
1.5123 |
1.5045 |
1.5175 |
| PP |
1.4929 |
1.4929 |
1.4929 |
1.4956 |
| S1 |
1.4825 |
1.4825 |
1.4991 |
1.4877 |
| S2 |
1.4631 |
1.4631 |
1.4963 |
|
| S3 |
1.4333 |
1.4527 |
1.4936 |
|
| S4 |
1.4035 |
1.4229 |
1.4854 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8373 |
1.7747 |
1.5539 |
|
| R3 |
1.7282 |
1.6656 |
1.5239 |
|
| R2 |
1.6191 |
1.6191 |
1.5139 |
|
| R1 |
1.5565 |
1.5565 |
1.5039 |
1.5333 |
| PP |
1.5100 |
1.5100 |
1.5100 |
1.4984 |
| S1 |
1.4474 |
1.4474 |
1.4839 |
1.4242 |
| S2 |
1.4009 |
1.4009 |
1.4739 |
|
| S3 |
1.2918 |
1.3383 |
1.4639 |
|
| S4 |
1.1827 |
1.2292 |
1.4339 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6301 |
|
2.618 |
1.5814 |
|
1.618 |
1.5516 |
|
1.000 |
1.5332 |
|
0.618 |
1.5218 |
|
HIGH |
1.5034 |
|
0.618 |
1.4920 |
|
0.500 |
1.4885 |
|
0.382 |
1.4850 |
|
LOW |
1.4736 |
|
0.618 |
1.4552 |
|
1.000 |
1.4438 |
|
1.618 |
1.4254 |
|
2.618 |
1.3956 |
|
4.250 |
1.3470 |
|
|
| Fisher Pivots for day following 17-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4974 |
1.4957 |
| PP |
1.4929 |
1.4896 |
| S1 |
1.4885 |
1.4835 |
|