CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 17-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2008 |
17-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5280 |
1.5540 |
0.0260 |
1.7% |
1.4708 |
| High |
1.5624 |
1.5700 |
0.0076 |
0.5% |
1.5100 |
| Low |
1.5182 |
1.5217 |
0.0035 |
0.2% |
1.4659 |
| Close |
1.5450 |
1.5447 |
-0.0003 |
0.0% |
1.4948 |
| Range |
0.0442 |
0.0483 |
0.0041 |
9.3% |
0.0441 |
| ATR |
0.0322 |
0.0333 |
0.0012 |
3.6% |
0.0000 |
| Volume |
68,658 |
54,701 |
-13,957 |
-20.3% |
110,601 |
|
| Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6904 |
1.6658 |
1.5713 |
|
| R3 |
1.6421 |
1.6175 |
1.5580 |
|
| R2 |
1.5938 |
1.5938 |
1.5536 |
|
| R1 |
1.5692 |
1.5692 |
1.5491 |
1.5574 |
| PP |
1.5455 |
1.5455 |
1.5455 |
1.5395 |
| S1 |
1.5209 |
1.5209 |
1.5403 |
1.5091 |
| S2 |
1.4972 |
1.4972 |
1.5358 |
|
| S3 |
1.4489 |
1.4726 |
1.5314 |
|
| S4 |
1.4006 |
1.4243 |
1.5181 |
|
|
| 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 |
1.5700 |
1.4759 |
0.0941 |
6.1% |
0.0402 |
2.6% |
73% |
True |
False |
52,503 |
| 10 |
1.5700 |
1.4500 |
0.1200 |
7.8% |
0.0329 |
2.1% |
79% |
True |
False |
30,568 |
| 20 |
1.5700 |
1.4500 |
0.1200 |
7.8% |
0.0321 |
2.1% |
79% |
True |
False |
15,995 |
| 40 |
1.6565 |
1.4500 |
0.2065 |
13.4% |
0.0304 |
2.0% |
46% |
False |
False |
8,075 |
| 60 |
1.8480 |
1.4500 |
0.3980 |
25.8% |
0.0267 |
1.7% |
24% |
False |
False |
5,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7753 |
|
2.618 |
1.6964 |
|
1.618 |
1.6481 |
|
1.000 |
1.6183 |
|
0.618 |
1.5998 |
|
HIGH |
1.5700 |
|
0.618 |
1.5515 |
|
0.500 |
1.5459 |
|
0.382 |
1.5402 |
|
LOW |
1.5217 |
|
0.618 |
1.4919 |
|
1.000 |
1.4734 |
|
1.618 |
1.4436 |
|
2.618 |
1.3953 |
|
4.250 |
1.3164 |
|
|
| Fisher Pivots for day following 17-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5459 |
1.5397 |
| PP |
1.5455 |
1.5347 |
| S1 |
1.5451 |
1.5297 |
|