CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 16-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2008 |
16-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4940 |
1.5280 |
0.0340 |
2.3% |
1.4708 |
| High |
1.5359 |
1.5624 |
0.0265 |
1.7% |
1.5100 |
| Low |
1.4893 |
1.5182 |
0.0289 |
1.9% |
1.4659 |
| Close |
1.5225 |
1.5450 |
0.0225 |
1.5% |
1.4948 |
| Range |
0.0466 |
0.0442 |
-0.0024 |
-5.2% |
0.0441 |
| ATR |
0.0313 |
0.0322 |
0.0009 |
3.0% |
0.0000 |
| Volume |
66,220 |
68,658 |
2,438 |
3.7% |
110,601 |
|
| Daily Pivots for day following 16-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6745 |
1.6539 |
1.5693 |
|
| R3 |
1.6303 |
1.6097 |
1.5572 |
|
| R2 |
1.5861 |
1.5861 |
1.5531 |
|
| R1 |
1.5655 |
1.5655 |
1.5491 |
1.5758 |
| PP |
1.5419 |
1.5419 |
1.5419 |
1.5470 |
| S1 |
1.5213 |
1.5213 |
1.5409 |
1.5316 |
| S2 |
1.4977 |
1.4977 |
1.5369 |
|
| S3 |
1.4535 |
1.4771 |
1.5328 |
|
| S4 |
1.4093 |
1.4329 |
1.5207 |
|
|
| 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 |
1.5624 |
1.4724 |
0.0900 |
5.8% |
0.0334 |
2.2% |
81% |
True |
False |
46,595 |
| 10 |
1.5624 |
1.4500 |
0.1124 |
7.3% |
0.0306 |
2.0% |
85% |
True |
False |
25,302 |
| 20 |
1.5624 |
1.4500 |
0.1124 |
7.3% |
0.0312 |
2.0% |
85% |
True |
False |
13,262 |
| 40 |
1.6565 |
1.4500 |
0.2065 |
13.4% |
0.0299 |
1.9% |
46% |
False |
False |
6,707 |
| 60 |
1.8480 |
1.4500 |
0.3980 |
25.8% |
0.0259 |
1.7% |
24% |
False |
False |
4,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7503 |
|
2.618 |
1.6781 |
|
1.618 |
1.6339 |
|
1.000 |
1.6066 |
|
0.618 |
1.5897 |
|
HIGH |
1.5624 |
|
0.618 |
1.5455 |
|
0.500 |
1.5403 |
|
0.382 |
1.5351 |
|
LOW |
1.5182 |
|
0.618 |
1.4909 |
|
1.000 |
1.4740 |
|
1.618 |
1.4467 |
|
2.618 |
1.4025 |
|
4.250 |
1.3304 |
|
|
| Fisher Pivots for day following 16-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5434 |
1.5369 |
| PP |
1.5419 |
1.5287 |
| S1 |
1.5403 |
1.5206 |
|