CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 11-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4748 |
1.4779 |
0.0031 |
0.2% |
1.5381 |
| High |
1.4868 |
1.5065 |
0.0197 |
1.3% |
1.5402 |
| Low |
1.4724 |
1.4759 |
0.0035 |
0.2% |
1.4500 |
| Close |
1.4756 |
1.4948 |
0.0192 |
1.3% |
1.4696 |
| Range |
0.0144 |
0.0306 |
0.0162 |
112.5% |
0.0902 |
| ATR |
0.0299 |
0.0300 |
0.0001 |
0.2% |
0.0000 |
| Volume |
25,163 |
21,995 |
-3,168 |
-12.6% |
9,049 |
|
| Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5842 |
1.5701 |
1.5116 |
|
| R3 |
1.5536 |
1.5395 |
1.5032 |
|
| R2 |
1.5230 |
1.5230 |
1.5004 |
|
| R1 |
1.5089 |
1.5089 |
1.4976 |
1.5160 |
| PP |
1.4924 |
1.4924 |
1.4924 |
1.4959 |
| S1 |
1.4783 |
1.4783 |
1.4920 |
1.4854 |
| S2 |
1.4618 |
1.4618 |
1.4892 |
|
| S3 |
1.4312 |
1.4477 |
1.4864 |
|
| S4 |
1.4006 |
1.4171 |
1.4780 |
|
|
| 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 |
1.5065 |
1.4533 |
0.0532 |
3.6% |
0.0257 |
1.7% |
78% |
True |
False |
12,787 |
| 10 |
1.5500 |
1.4500 |
0.1000 |
6.7% |
0.0291 |
1.9% |
45% |
False |
False |
6,902 |
| 20 |
1.5544 |
1.4500 |
0.1044 |
7.0% |
0.0283 |
1.9% |
43% |
False |
False |
4,003 |
| 40 |
1.7225 |
1.4500 |
0.2725 |
18.2% |
0.0284 |
1.9% |
16% |
False |
False |
2,083 |
| 60 |
1.8480 |
1.4500 |
0.3980 |
26.6% |
0.0245 |
1.6% |
11% |
False |
False |
1,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6366 |
|
2.618 |
1.5866 |
|
1.618 |
1.5560 |
|
1.000 |
1.5371 |
|
0.618 |
1.5254 |
|
HIGH |
1.5065 |
|
0.618 |
1.4948 |
|
0.500 |
1.4912 |
|
0.382 |
1.4876 |
|
LOW |
1.4759 |
|
0.618 |
1.4570 |
|
1.000 |
1.4453 |
|
1.618 |
1.4264 |
|
2.618 |
1.3958 |
|
4.250 |
1.3459 |
|
|
| Fisher Pivots for day following 11-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4936 |
1.4919 |
| PP |
1.4924 |
1.4891 |
| S1 |
1.4912 |
1.4862 |
|