CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 15-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5012 |
1.4940 |
-0.0072 |
-0.5% |
1.4708 |
| High |
1.5100 |
1.5359 |
0.0259 |
1.7% |
1.5100 |
| Low |
1.4788 |
1.4893 |
0.0105 |
0.7% |
1.4659 |
| Close |
1.4948 |
1.5225 |
0.0277 |
1.9% |
1.4948 |
| Range |
0.0312 |
0.0466 |
0.0154 |
49.4% |
0.0441 |
| ATR |
0.0301 |
0.0313 |
0.0012 |
3.9% |
0.0000 |
| Volume |
50,942 |
66,220 |
15,278 |
30.0% |
110,601 |
|
| Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6557 |
1.6357 |
1.5481 |
|
| R3 |
1.6091 |
1.5891 |
1.5353 |
|
| R2 |
1.5625 |
1.5625 |
1.5310 |
|
| R1 |
1.5425 |
1.5425 |
1.5268 |
1.5525 |
| PP |
1.5159 |
1.5159 |
1.5159 |
1.5209 |
| S1 |
1.4959 |
1.4959 |
1.5182 |
1.5059 |
| S2 |
1.4693 |
1.4693 |
1.5140 |
|
| S3 |
1.4227 |
1.4493 |
1.5097 |
|
| S4 |
1.3761 |
1.4027 |
1.4969 |
|
|
| 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 |
1.5359 |
1.4659 |
0.0700 |
4.6% |
0.0300 |
2.0% |
81% |
True |
False |
34,741 |
| 10 |
1.5359 |
1.4500 |
0.0859 |
5.6% |
0.0291 |
1.9% |
84% |
True |
False |
18,550 |
| 20 |
1.5544 |
1.4500 |
0.1044 |
6.9% |
0.0296 |
1.9% |
69% |
False |
False |
9,834 |
| 40 |
1.6780 |
1.4500 |
0.2280 |
15.0% |
0.0294 |
1.9% |
32% |
False |
False |
4,995 |
| 60 |
1.8480 |
1.4500 |
0.3980 |
26.1% |
0.0253 |
1.7% |
18% |
False |
False |
3,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7340 |
|
2.618 |
1.6579 |
|
1.618 |
1.6113 |
|
1.000 |
1.5825 |
|
0.618 |
1.5647 |
|
HIGH |
1.5359 |
|
0.618 |
1.5181 |
|
0.500 |
1.5126 |
|
0.382 |
1.5071 |
|
LOW |
1.4893 |
|
0.618 |
1.4605 |
|
1.000 |
1.4427 |
|
1.618 |
1.4139 |
|
2.618 |
1.3673 |
|
4.250 |
1.2913 |
|
|
| Fisher Pivots for day following 15-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5192 |
1.5170 |
| PP |
1.5159 |
1.5114 |
| S1 |
1.5126 |
1.5059 |
|