CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 09-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4708 |
1.4878 |
0.0170 |
1.2% |
1.5381 |
| High |
1.5031 |
1.4932 |
-0.0099 |
-0.7% |
1.5402 |
| Low |
1.4680 |
1.4659 |
-0.0021 |
-0.1% |
1.4500 |
| Close |
1.4932 |
1.4742 |
-0.0190 |
-1.3% |
1.4696 |
| Range |
0.0351 |
0.0273 |
-0.0078 |
-22.2% |
0.0902 |
| ATR |
0.0314 |
0.0311 |
-0.0003 |
-0.9% |
0.0000 |
| Volume |
3,114 |
9,387 |
6,273 |
201.4% |
9,049 |
|
| Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5597 |
1.5442 |
1.4892 |
|
| R3 |
1.5324 |
1.5169 |
1.4817 |
|
| R2 |
1.5051 |
1.5051 |
1.4792 |
|
| R1 |
1.4896 |
1.4896 |
1.4767 |
1.4837 |
| PP |
1.4778 |
1.4778 |
1.4778 |
1.4748 |
| S1 |
1.4623 |
1.4623 |
1.4717 |
1.4564 |
| S2 |
1.4505 |
1.4505 |
1.4692 |
|
| S3 |
1.4232 |
1.4350 |
1.4667 |
|
| S4 |
1.3959 |
1.4077 |
1.4592 |
|
|
| 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 |
1.5031 |
1.4500 |
0.0531 |
3.6% |
0.0278 |
1.9% |
46% |
False |
False |
4,008 |
| 10 |
1.5500 |
1.4500 |
0.1000 |
6.8% |
0.0286 |
1.9% |
24% |
False |
False |
2,433 |
| 20 |
1.5544 |
1.4500 |
0.1044 |
7.1% |
0.0297 |
2.0% |
23% |
False |
False |
1,656 |
| 40 |
1.7464 |
1.4500 |
0.2964 |
20.1% |
0.0281 |
1.9% |
8% |
False |
False |
931 |
| 60 |
1.8480 |
1.4500 |
0.3980 |
27.0% |
0.0245 |
1.7% |
6% |
False |
False |
652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6092 |
|
2.618 |
1.5647 |
|
1.618 |
1.5374 |
|
1.000 |
1.5205 |
|
0.618 |
1.5101 |
|
HIGH |
1.4932 |
|
0.618 |
1.4828 |
|
0.500 |
1.4796 |
|
0.382 |
1.4763 |
|
LOW |
1.4659 |
|
0.618 |
1.4490 |
|
1.000 |
1.4386 |
|
1.618 |
1.4217 |
|
2.618 |
1.3944 |
|
4.250 |
1.3499 |
|
|
| Fisher Pivots for day following 09-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4796 |
1.4782 |
| PP |
1.4778 |
1.4769 |
| S1 |
1.4760 |
1.4755 |
|