CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 24-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2008 |
24-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4802 |
1.4700 |
-0.0102 |
-0.7% |
1.4940 |
| High |
1.4880 |
1.4780 |
-0.0100 |
-0.7% |
1.5700 |
| Low |
1.4643 |
1.4627 |
-0.0016 |
-0.1% |
1.4785 |
| Close |
1.4716 |
1.4680 |
-0.0036 |
-0.2% |
1.4841 |
| Range |
0.0237 |
0.0153 |
-0.0084 |
-35.4% |
0.0915 |
| ATR |
0.0352 |
0.0337 |
-0.0014 |
-4.0% |
0.0000 |
| Volume |
33,398 |
22,707 |
-10,691 |
-32.0% |
352,013 |
|
| Daily Pivots for day following 24-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5155 |
1.5070 |
1.4764 |
|
| R3 |
1.5002 |
1.4917 |
1.4722 |
|
| R2 |
1.4849 |
1.4849 |
1.4708 |
|
| R1 |
1.4764 |
1.4764 |
1.4694 |
1.4730 |
| PP |
1.4696 |
1.4696 |
1.4696 |
1.4679 |
| S1 |
1.4611 |
1.4611 |
1.4666 |
1.4577 |
| S2 |
1.4543 |
1.4543 |
1.4652 |
|
| S3 |
1.4390 |
1.4458 |
1.4638 |
|
| S4 |
1.4237 |
1.4305 |
1.4596 |
|
|
| 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 |
1.5601 |
1.4627 |
0.0974 |
6.6% |
0.0366 |
2.5% |
5% |
False |
True |
55,291 |
| 10 |
1.5700 |
1.4627 |
0.1073 |
7.3% |
0.0384 |
2.6% |
5% |
False |
True |
53,897 |
| 20 |
1.5700 |
1.4500 |
0.1200 |
8.2% |
0.0329 |
2.2% |
15% |
False |
False |
29,361 |
| 40 |
1.6565 |
1.4500 |
0.2065 |
14.1% |
0.0305 |
2.1% |
9% |
False |
False |
14,944 |
| 60 |
1.7706 |
1.4500 |
0.3206 |
21.8% |
0.0281 |
1.9% |
6% |
False |
False |
10,038 |
| 80 |
1.8480 |
1.4500 |
0.3980 |
27.1% |
0.0242 |
1.7% |
5% |
False |
False |
7,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5430 |
|
2.618 |
1.5181 |
|
1.618 |
1.5028 |
|
1.000 |
1.4933 |
|
0.618 |
1.4875 |
|
HIGH |
1.4780 |
|
0.618 |
1.4722 |
|
0.500 |
1.4704 |
|
0.382 |
1.4685 |
|
LOW |
1.4627 |
|
0.618 |
1.4532 |
|
1.000 |
1.4474 |
|
1.618 |
1.4379 |
|
2.618 |
1.4226 |
|
4.250 |
1.3977 |
|
|
| Fisher Pivots for day following 24-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4704 |
1.4798 |
| PP |
1.4696 |
1.4758 |
| S1 |
1.4688 |
1.4719 |
|