CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 10-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4878 |
1.4748 |
-0.0130 |
-0.9% |
1.5381 |
| High |
1.4932 |
1.4868 |
-0.0064 |
-0.4% |
1.5402 |
| Low |
1.4659 |
1.4724 |
0.0065 |
0.4% |
1.4500 |
| Close |
1.4742 |
1.4756 |
0.0014 |
0.1% |
1.4696 |
| Range |
0.0273 |
0.0144 |
-0.0129 |
-47.3% |
0.0902 |
| ATR |
0.0311 |
0.0299 |
-0.0012 |
-3.8% |
0.0000 |
| Volume |
9,387 |
25,163 |
15,776 |
168.1% |
9,049 |
|
| Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5215 |
1.5129 |
1.4835 |
|
| R3 |
1.5071 |
1.4985 |
1.4796 |
|
| R2 |
1.4927 |
1.4927 |
1.4782 |
|
| R1 |
1.4841 |
1.4841 |
1.4769 |
1.4884 |
| PP |
1.4783 |
1.4783 |
1.4783 |
1.4804 |
| S1 |
1.4697 |
1.4697 |
1.4743 |
1.4740 |
| S2 |
1.4639 |
1.4639 |
1.4730 |
|
| S3 |
1.4495 |
1.4553 |
1.4716 |
|
| S4 |
1.4351 |
1.4409 |
1.4677 |
|
|
| 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% |
0.0257 |
1.7% |
48% |
False |
False |
8,634 |
| 10 |
1.5500 |
1.4500 |
0.1000 |
6.8% |
0.0274 |
1.9% |
26% |
False |
False |
4,826 |
| 20 |
1.5544 |
1.4500 |
0.1044 |
7.1% |
0.0282 |
1.9% |
25% |
False |
False |
2,914 |
| 40 |
1.7225 |
1.4500 |
0.2725 |
18.5% |
0.0278 |
1.9% |
9% |
False |
False |
1,548 |
| 60 |
1.8480 |
1.4500 |
0.3980 |
27.0% |
0.0242 |
1.6% |
6% |
False |
False |
1,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5480 |
|
2.618 |
1.5245 |
|
1.618 |
1.5101 |
|
1.000 |
1.5012 |
|
0.618 |
1.4957 |
|
HIGH |
1.4868 |
|
0.618 |
1.4813 |
|
0.500 |
1.4796 |
|
0.382 |
1.4779 |
|
LOW |
1.4724 |
|
0.618 |
1.4635 |
|
1.000 |
1.4580 |
|
1.618 |
1.4491 |
|
2.618 |
1.4347 |
|
4.250 |
1.4112 |
|
|
| Fisher Pivots for day following 10-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4796 |
1.4845 |
| PP |
1.4783 |
1.4815 |
| S1 |
1.4769 |
1.4786 |
|