CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 28-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5361 |
1.5361 |
0.0000 |
0.0% |
1.4909 |
| High |
1.5500 |
1.5500 |
0.0000 |
0.0% |
1.5544 |
| Low |
1.5361 |
1.5299 |
-0.0062 |
-0.4% |
1.4901 |
| Close |
1.5375 |
1.5383 |
0.0008 |
0.1% |
1.5383 |
| Range |
0.0139 |
0.0201 |
0.0062 |
44.6% |
0.0643 |
| ATR |
0.0317 |
0.0309 |
-0.0008 |
-2.6% |
0.0000 |
| Volume |
1,236 |
314 |
-922 |
-74.6% |
6,116 |
|
| Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5997 |
1.5891 |
1.5494 |
|
| R3 |
1.5796 |
1.5690 |
1.5438 |
|
| R2 |
1.5595 |
1.5595 |
1.5420 |
|
| R1 |
1.5489 |
1.5489 |
1.5401 |
1.5542 |
| PP |
1.5394 |
1.5394 |
1.5394 |
1.5421 |
| S1 |
1.5288 |
1.5288 |
1.5365 |
1.5341 |
| S2 |
1.5193 |
1.5193 |
1.5346 |
|
| S3 |
1.4992 |
1.5087 |
1.5328 |
|
| S4 |
1.4791 |
1.4886 |
1.5272 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7205 |
1.6937 |
1.5737 |
|
| R3 |
1.6562 |
1.6294 |
1.5560 |
|
| R2 |
1.5919 |
1.5919 |
1.5501 |
|
| R1 |
1.5651 |
1.5651 |
1.5442 |
1.5785 |
| PP |
1.5276 |
1.5276 |
1.5276 |
1.5343 |
| S1 |
1.5008 |
1.5008 |
1.5324 |
1.5142 |
| S2 |
1.4633 |
1.4633 |
1.5265 |
|
| S3 |
1.3990 |
1.4365 |
1.5206 |
|
| S4 |
1.3347 |
1.3722 |
1.5029 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5544 |
1.4901 |
0.0643 |
4.2% |
0.0288 |
1.9% |
75% |
False |
False |
1,223 |
| 10 |
1.5544 |
1.4724 |
0.0820 |
5.3% |
0.0273 |
1.8% |
80% |
False |
False |
1,119 |
| 20 |
1.6170 |
1.4635 |
0.1535 |
10.0% |
0.0281 |
1.8% |
49% |
False |
False |
597 |
| 40 |
1.7600 |
1.4635 |
0.2965 |
19.3% |
0.0258 |
1.7% |
25% |
False |
False |
407 |
| 60 |
1.8480 |
1.4635 |
0.3845 |
25.0% |
0.0219 |
1.4% |
19% |
False |
False |
295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6354 |
|
2.618 |
1.6026 |
|
1.618 |
1.5825 |
|
1.000 |
1.5701 |
|
0.618 |
1.5624 |
|
HIGH |
1.5500 |
|
0.618 |
1.5423 |
|
0.500 |
1.5400 |
|
0.382 |
1.5376 |
|
LOW |
1.5299 |
|
0.618 |
1.5175 |
|
1.000 |
1.5098 |
|
1.618 |
1.4974 |
|
2.618 |
1.4773 |
|
4.250 |
1.4445 |
|
|
| Fisher Pivots for day following 28-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5400 |
1.5371 |
| PP |
1.5394 |
1.5358 |
| S1 |
1.5389 |
1.5346 |
|