CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 01-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2008 |
01-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5361 |
1.5381 |
0.0020 |
0.1% |
1.4909 |
| High |
1.5500 |
1.5402 |
-0.0098 |
-0.6% |
1.5544 |
| Low |
1.5299 |
1.4825 |
-0.0474 |
-3.1% |
1.4901 |
| Close |
1.5383 |
1.4924 |
-0.0459 |
-3.0% |
1.5383 |
| Range |
0.0201 |
0.0577 |
0.0376 |
187.1% |
0.0643 |
| ATR |
0.0309 |
0.0328 |
0.0019 |
6.2% |
0.0000 |
| Volume |
314 |
366 |
52 |
16.6% |
6,116 |
|
| Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6781 |
1.6430 |
1.5241 |
|
| R3 |
1.6204 |
1.5853 |
1.5083 |
|
| R2 |
1.5627 |
1.5627 |
1.5030 |
|
| R1 |
1.5276 |
1.5276 |
1.4977 |
1.5163 |
| PP |
1.5050 |
1.5050 |
1.5050 |
1.4994 |
| S1 |
1.4699 |
1.4699 |
1.4871 |
1.4586 |
| S2 |
1.4473 |
1.4473 |
1.4818 |
|
| S3 |
1.3896 |
1.4122 |
1.4765 |
|
| S4 |
1.3319 |
1.3545 |
1.4607 |
|
|
| 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 |
1.4825 |
0.0719 |
4.8% |
0.0346 |
2.3% |
14% |
False |
True |
720 |
| 10 |
1.5544 |
1.4724 |
0.0820 |
5.5% |
0.0301 |
2.0% |
24% |
False |
False |
1,117 |
| 20 |
1.6066 |
1.4635 |
0.1431 |
9.6% |
0.0286 |
1.9% |
20% |
False |
False |
612 |
| 40 |
1.7600 |
1.4635 |
0.2965 |
19.9% |
0.0268 |
1.8% |
10% |
False |
False |
412 |
| 60 |
1.8480 |
1.4635 |
0.3845 |
25.8% |
0.0228 |
1.5% |
8% |
False |
False |
300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7854 |
|
2.618 |
1.6913 |
|
1.618 |
1.6336 |
|
1.000 |
1.5979 |
|
0.618 |
1.5759 |
|
HIGH |
1.5402 |
|
0.618 |
1.5182 |
|
0.500 |
1.5114 |
|
0.382 |
1.5045 |
|
LOW |
1.4825 |
|
0.618 |
1.4468 |
|
1.000 |
1.4248 |
|
1.618 |
1.3891 |
|
2.618 |
1.3314 |
|
4.250 |
1.2373 |
|
|
| Fisher Pivots for day following 01-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5114 |
1.5163 |
| PP |
1.5050 |
1.5083 |
| S1 |
1.4987 |
1.5004 |
|