CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 22-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2008 |
22-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5018 |
1.4933 |
-0.0085 |
-0.6% |
1.4940 |
| High |
1.5173 |
1.4968 |
-0.0205 |
-1.4% |
1.5700 |
| Low |
1.4785 |
1.4660 |
-0.0125 |
-0.8% |
1.4785 |
| Close |
1.4841 |
1.4839 |
-0.0002 |
0.0% |
1.4841 |
| Range |
0.0388 |
0.0308 |
-0.0080 |
-20.6% |
0.0915 |
| ATR |
0.0365 |
0.0360 |
-0.0004 |
-1.1% |
0.0000 |
| Volume |
79,309 |
57,917 |
-21,392 |
-27.0% |
352,013 |
|
| Daily Pivots for day following 22-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5746 |
1.5601 |
1.5008 |
|
| R3 |
1.5438 |
1.5293 |
1.4924 |
|
| R2 |
1.5130 |
1.5130 |
1.4895 |
|
| R1 |
1.4985 |
1.4985 |
1.4867 |
1.4904 |
| PP |
1.4822 |
1.4822 |
1.4822 |
1.4782 |
| S1 |
1.4677 |
1.4677 |
1.4811 |
1.4596 |
| S2 |
1.4514 |
1.4514 |
1.4783 |
|
| S3 |
1.4206 |
1.4369 |
1.4754 |
|
| S4 |
1.3898 |
1.4061 |
1.4670 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7854 |
1.7262 |
1.5344 |
|
| R3 |
1.6939 |
1.6347 |
1.5093 |
|
| R2 |
1.6024 |
1.6024 |
1.5009 |
|
| R1 |
1.5432 |
1.5432 |
1.4925 |
1.5271 |
| PP |
1.5109 |
1.5109 |
1.5109 |
1.5028 |
| S1 |
1.4517 |
1.4517 |
1.4757 |
1.4356 |
| S2 |
1.4194 |
1.4194 |
1.4673 |
|
| S3 |
1.3279 |
1.3602 |
1.4589 |
|
| S4 |
1.2364 |
1.2687 |
1.4338 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5700 |
1.4660 |
0.1040 |
7.0% |
0.0473 |
3.2% |
17% |
False |
True |
68,742 |
| 10 |
1.5700 |
1.4659 |
0.1041 |
7.0% |
0.0387 |
2.6% |
17% |
False |
False |
51,741 |
| 20 |
1.5700 |
1.4500 |
0.1200 |
8.1% |
0.0350 |
2.4% |
28% |
False |
False |
26,640 |
| 40 |
1.6565 |
1.4500 |
0.2065 |
13.9% |
0.0318 |
2.1% |
16% |
False |
False |
13,565 |
| 60 |
1.8050 |
1.4500 |
0.3550 |
23.9% |
0.0283 |
1.9% |
10% |
False |
False |
9,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6277 |
|
2.618 |
1.5774 |
|
1.618 |
1.5466 |
|
1.000 |
1.5276 |
|
0.618 |
1.5158 |
|
HIGH |
1.4968 |
|
0.618 |
1.4850 |
|
0.500 |
1.4814 |
|
0.382 |
1.4778 |
|
LOW |
1.4660 |
|
0.618 |
1.4470 |
|
1.000 |
1.4352 |
|
1.618 |
1.4162 |
|
2.618 |
1.3854 |
|
4.250 |
1.3351 |
|
|
| Fisher Pivots for day following 22-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4831 |
1.5131 |
| PP |
1.4822 |
1.5033 |
| S1 |
1.4814 |
1.4936 |
|