CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 24-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4750 |
1.4909 |
0.0159 |
1.1% |
1.4736 |
| High |
1.5043 |
1.5189 |
0.0146 |
1.0% |
1.5239 |
| Low |
1.4728 |
1.4901 |
0.0173 |
1.2% |
1.4724 |
| Close |
1.4790 |
1.5133 |
0.0343 |
2.3% |
1.4790 |
| Range |
0.0315 |
0.0288 |
-0.0027 |
-8.6% |
0.0515 |
| ATR |
0.0308 |
0.0314 |
0.0007 |
2.1% |
0.0000 |
| Volume |
2,885 |
2,878 |
-7 |
-0.2% |
5,081 |
|
| Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5938 |
1.5824 |
1.5291 |
|
| R3 |
1.5650 |
1.5536 |
1.5212 |
|
| R2 |
1.5362 |
1.5362 |
1.5186 |
|
| R1 |
1.5248 |
1.5248 |
1.5159 |
1.5305 |
| PP |
1.5074 |
1.5074 |
1.5074 |
1.5103 |
| S1 |
1.4960 |
1.4960 |
1.5107 |
1.5017 |
| S2 |
1.4786 |
1.4786 |
1.5080 |
|
| S3 |
1.4498 |
1.4672 |
1.5054 |
|
| S4 |
1.4210 |
1.4384 |
1.4975 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6463 |
1.6141 |
1.5073 |
|
| R3 |
1.5948 |
1.5626 |
1.4932 |
|
| R2 |
1.5433 |
1.5433 |
1.4884 |
|
| R1 |
1.5111 |
1.5111 |
1.4837 |
1.5272 |
| PP |
1.4918 |
1.4918 |
1.4918 |
1.4998 |
| S1 |
1.4596 |
1.4596 |
1.4743 |
1.4757 |
| S2 |
1.4403 |
1.4403 |
1.4696 |
|
| S3 |
1.3888 |
1.4081 |
1.4648 |
|
| S4 |
1.3373 |
1.3566 |
1.4507 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6413 |
|
2.618 |
1.5943 |
|
1.618 |
1.5655 |
|
1.000 |
1.5477 |
|
0.618 |
1.5367 |
|
HIGH |
1.5189 |
|
0.618 |
1.5079 |
|
0.500 |
1.5045 |
|
0.382 |
1.5011 |
|
LOW |
1.4901 |
|
0.618 |
1.4723 |
|
1.000 |
1.4613 |
|
1.618 |
1.4435 |
|
2.618 |
1.4147 |
|
4.250 |
1.3677 |
|
|
| Fisher Pivots for day following 24-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5104 |
1.5074 |
| PP |
1.5074 |
1.5015 |
| S1 |
1.5045 |
1.4957 |
|