CME British Pound Future March 2009
Trading Metrics calculated at close of trading on 23-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2008 |
23-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
1.4933 |
1.4802 |
-0.0131 |
-0.9% |
1.4940 |
High |
1.4968 |
1.4880 |
-0.0088 |
-0.6% |
1.5700 |
Low |
1.4660 |
1.4643 |
-0.0017 |
-0.1% |
1.4785 |
Close |
1.4839 |
1.4716 |
-0.0123 |
-0.8% |
1.4841 |
Range |
0.0308 |
0.0237 |
-0.0071 |
-23.1% |
0.0915 |
ATR |
0.0360 |
0.0352 |
-0.0009 |
-2.4% |
0.0000 |
Volume |
57,917 |
33,398 |
-24,519 |
-42.3% |
352,013 |
|
Daily Pivots for day following 23-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5457 |
1.5324 |
1.4846 |
|
R3 |
1.5220 |
1.5087 |
1.4781 |
|
R2 |
1.4983 |
1.4983 |
1.4759 |
|
R1 |
1.4850 |
1.4850 |
1.4738 |
1.4798 |
PP |
1.4746 |
1.4746 |
1.4746 |
1.4721 |
S1 |
1.4613 |
1.4613 |
1.4694 |
1.4561 |
S2 |
1.4509 |
1.4509 |
1.4673 |
|
S3 |
1.4272 |
1.4376 |
1.4651 |
|
S4 |
1.4035 |
1.4139 |
1.4586 |
|
|
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 |
1.4643 |
0.1057 |
7.2% |
0.0432 |
2.9% |
7% |
False |
True |
61,690 |
10 |
1.5700 |
1.4643 |
0.1057 |
7.2% |
0.0383 |
2.6% |
7% |
False |
True |
54,142 |
20 |
1.5700 |
1.4500 |
0.1200 |
8.2% |
0.0335 |
2.3% |
18% |
False |
False |
28,288 |
40 |
1.6565 |
1.4500 |
0.2065 |
14.0% |
0.0311 |
2.1% |
10% |
False |
False |
14,399 |
60 |
1.7842 |
1.4500 |
0.3342 |
22.7% |
0.0282 |
1.9% |
6% |
False |
False |
9,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5887 |
2.618 |
1.5500 |
1.618 |
1.5263 |
1.000 |
1.5117 |
0.618 |
1.5026 |
HIGH |
1.4880 |
0.618 |
1.4789 |
0.500 |
1.4762 |
0.382 |
1.4734 |
LOW |
1.4643 |
0.618 |
1.4497 |
1.000 |
1.4406 |
1.618 |
1.4260 |
2.618 |
1.4023 |
4.250 |
1.3636 |
|
|
Fisher Pivots for day following 23-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
1.4762 |
1.4908 |
PP |
1.4746 |
1.4844 |
S1 |
1.4731 |
1.4780 |
|