CME British Pound Future March 2009
Trading Metrics calculated at close of trading on 20-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1.4926 |
1.4976 |
0.0050 |
0.3% |
1.5725 |
High |
1.5239 |
1.4976 |
-0.0263 |
-1.7% |
1.5726 |
Low |
1.4926 |
1.4724 |
-0.0202 |
-1.4% |
1.4635 |
Close |
1.5021 |
1.4816 |
-0.0205 |
-1.4% |
1.4939 |
Range |
0.0313 |
0.0252 |
-0.0061 |
-19.5% |
0.1091 |
ATR |
0.0308 |
0.0307 |
-0.0001 |
-0.3% |
0.0000 |
Volume |
43 |
1,673 |
1,630 |
3,790.7% |
482 |
|
Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5595 |
1.5457 |
1.4955 |
|
R3 |
1.5343 |
1.5205 |
1.4885 |
|
R2 |
1.5091 |
1.5091 |
1.4862 |
|
R1 |
1.4953 |
1.4953 |
1.4839 |
1.4896 |
PP |
1.4839 |
1.4839 |
1.4839 |
1.4810 |
S1 |
1.4701 |
1.4701 |
1.4793 |
1.4644 |
S2 |
1.4587 |
1.4587 |
1.4770 |
|
S3 |
1.4335 |
1.4449 |
1.4747 |
|
S4 |
1.4083 |
1.4197 |
1.4677 |
|
|
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 |
1.6047 |
2.618 |
1.5636 |
1.618 |
1.5384 |
1.000 |
1.5228 |
0.618 |
1.5132 |
HIGH |
1.4976 |
0.618 |
1.4880 |
0.500 |
1.4850 |
0.382 |
1.4820 |
LOW |
1.4724 |
0.618 |
1.4568 |
1.000 |
1.4472 |
1.618 |
1.4316 |
2.618 |
1.4064 |
4.250 |
1.3653 |
|
|
Fisher Pivots for day following 20-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1.4850 |
1.4982 |
PP |
1.4839 |
1.4926 |
S1 |
1.4827 |
1.4871 |
|