CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 08-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4668 |
1.4708 |
0.0040 |
0.3% |
1.5381 |
| High |
1.4743 |
1.5031 |
0.0288 |
2.0% |
1.5402 |
| Low |
1.4533 |
1.4680 |
0.0147 |
1.0% |
1.4500 |
| Close |
1.4696 |
1.4932 |
0.0236 |
1.6% |
1.4696 |
| Range |
0.0210 |
0.0351 |
0.0141 |
67.1% |
0.0902 |
| ATR |
0.0311 |
0.0314 |
0.0003 |
0.9% |
0.0000 |
| Volume |
4,279 |
3,114 |
-1,165 |
-27.2% |
9,049 |
|
| Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5934 |
1.5784 |
1.5125 |
|
| R3 |
1.5583 |
1.5433 |
1.5029 |
|
| R2 |
1.5232 |
1.5232 |
1.4996 |
|
| R1 |
1.5082 |
1.5082 |
1.4964 |
1.5157 |
| PP |
1.4881 |
1.4881 |
1.4881 |
1.4919 |
| S1 |
1.4731 |
1.4731 |
1.4900 |
1.4806 |
| S2 |
1.4530 |
1.4530 |
1.4868 |
|
| S3 |
1.4179 |
1.4380 |
1.4835 |
|
| S4 |
1.3828 |
1.4029 |
1.4739 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7572 |
1.7036 |
1.5192 |
|
| R3 |
1.6670 |
1.6134 |
1.4944 |
|
| R2 |
1.5768 |
1.5768 |
1.4861 |
|
| R1 |
1.5232 |
1.5232 |
1.4779 |
1.5049 |
| PP |
1.4866 |
1.4866 |
1.4866 |
1.4775 |
| S1 |
1.4330 |
1.4330 |
1.4613 |
1.4147 |
| S2 |
1.3964 |
1.3964 |
1.4531 |
|
| S3 |
1.3062 |
1.3428 |
1.4448 |
|
| S4 |
1.2160 |
1.2526 |
1.4200 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5091 |
1.4500 |
0.0591 |
4.0% |
0.0281 |
1.9% |
73% |
False |
False |
2,359 |
| 10 |
1.5544 |
1.4500 |
0.1044 |
7.0% |
0.0314 |
2.1% |
41% |
False |
False |
1,540 |
| 20 |
1.5570 |
1.4500 |
0.1070 |
7.2% |
0.0289 |
1.9% |
40% |
False |
False |
1,190 |
| 40 |
1.7520 |
1.4500 |
0.3020 |
20.2% |
0.0277 |
1.9% |
14% |
False |
False |
697 |
| 60 |
1.8480 |
1.4500 |
0.3980 |
26.7% |
0.0243 |
1.6% |
11% |
False |
False |
496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6523 |
|
2.618 |
1.5950 |
|
1.618 |
1.5599 |
|
1.000 |
1.5382 |
|
0.618 |
1.5248 |
|
HIGH |
1.5031 |
|
0.618 |
1.4897 |
|
0.500 |
1.4856 |
|
0.382 |
1.4814 |
|
LOW |
1.4680 |
|
0.618 |
1.4463 |
|
1.000 |
1.4329 |
|
1.618 |
1.4112 |
|
2.618 |
1.3761 |
|
4.250 |
1.3188 |
|
|
| Fisher Pivots for day following 08-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4907 |
1.4877 |
| PP |
1.4881 |
1.4821 |
| S1 |
1.4856 |
1.4766 |
|