CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 12-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4779 |
1.5012 |
0.0233 |
1.6% |
1.4708 |
| High |
1.5065 |
1.5100 |
0.0035 |
0.2% |
1.5100 |
| Low |
1.4759 |
1.4788 |
0.0029 |
0.2% |
1.4659 |
| Close |
1.4948 |
1.4948 |
0.0000 |
0.0% |
1.4948 |
| Range |
0.0306 |
0.0312 |
0.0006 |
2.0% |
0.0441 |
| ATR |
0.0300 |
0.0301 |
0.0001 |
0.3% |
0.0000 |
| Volume |
21,995 |
50,942 |
28,947 |
131.6% |
110,601 |
|
| Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5881 |
1.5727 |
1.5120 |
|
| R3 |
1.5569 |
1.5415 |
1.5034 |
|
| R2 |
1.5257 |
1.5257 |
1.5005 |
|
| R1 |
1.5103 |
1.5103 |
1.4977 |
1.5024 |
| PP |
1.4945 |
1.4945 |
1.4945 |
1.4906 |
| S1 |
1.4791 |
1.4791 |
1.4919 |
1.4712 |
| S2 |
1.4633 |
1.4633 |
1.4891 |
|
| S3 |
1.4321 |
1.4479 |
1.4862 |
|
| S4 |
1.4009 |
1.4167 |
1.4776 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6225 |
1.6028 |
1.5191 |
|
| R3 |
1.5784 |
1.5587 |
1.5069 |
|
| R2 |
1.5343 |
1.5343 |
1.5029 |
|
| R1 |
1.5146 |
1.5146 |
1.4988 |
1.5245 |
| PP |
1.4902 |
1.4902 |
1.4902 |
1.4952 |
| S1 |
1.4705 |
1.4705 |
1.4908 |
1.4804 |
| S2 |
1.4461 |
1.4461 |
1.4867 |
|
| S3 |
1.4020 |
1.4264 |
1.4827 |
|
| S4 |
1.3579 |
1.3823 |
1.4705 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5100 |
1.4659 |
0.0441 |
3.0% |
0.0277 |
1.9% |
66% |
True |
False |
22,120 |
| 10 |
1.5402 |
1.4500 |
0.0902 |
6.0% |
0.0302 |
2.0% |
50% |
False |
False |
11,965 |
| 20 |
1.5544 |
1.4500 |
0.1044 |
7.0% |
0.0288 |
1.9% |
43% |
False |
False |
6,542 |
| 40 |
1.7219 |
1.4500 |
0.2719 |
18.2% |
0.0288 |
1.9% |
16% |
False |
False |
3,356 |
| 60 |
1.8480 |
1.4500 |
0.3980 |
26.6% |
0.0249 |
1.7% |
11% |
False |
False |
2,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6426 |
|
2.618 |
1.5917 |
|
1.618 |
1.5605 |
|
1.000 |
1.5412 |
|
0.618 |
1.5293 |
|
HIGH |
1.5100 |
|
0.618 |
1.4981 |
|
0.500 |
1.4944 |
|
0.382 |
1.4907 |
|
LOW |
1.4788 |
|
0.618 |
1.4595 |
|
1.000 |
1.4476 |
|
1.618 |
1.4283 |
|
2.618 |
1.3971 |
|
4.250 |
1.3462 |
|
|
| Fisher Pivots for day following 12-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4947 |
1.4936 |
| PP |
1.4945 |
1.4924 |
| S1 |
1.4944 |
1.4912 |
|