CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 30-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2008 |
30-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4647 |
1.4370 |
-0.0277 |
-1.9% |
1.4933 |
| High |
1.4766 |
1.4537 |
-0.0229 |
-1.6% |
1.4968 |
| Low |
1.4371 |
1.4367 |
-0.0004 |
0.0% |
1.4555 |
| Close |
1.4537 |
1.4382 |
-0.0155 |
-1.1% |
1.4650 |
| Range |
0.0395 |
0.0170 |
-0.0225 |
-57.0% |
0.0413 |
| ATR |
0.0332 |
0.0320 |
-0.0012 |
-3.5% |
0.0000 |
| Volume |
5,114 |
29,966 |
24,852 |
486.0% |
122,215 |
|
| Daily Pivots for day following 30-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4939 |
1.4830 |
1.4476 |
|
| R3 |
1.4769 |
1.4660 |
1.4429 |
|
| R2 |
1.4599 |
1.4599 |
1.4413 |
|
| R1 |
1.4490 |
1.4490 |
1.4398 |
1.4545 |
| PP |
1.4429 |
1.4429 |
1.4429 |
1.4456 |
| S1 |
1.4320 |
1.4320 |
1.4366 |
1.4375 |
| S2 |
1.4259 |
1.4259 |
1.4351 |
|
| S3 |
1.4089 |
1.4150 |
1.4335 |
|
| S4 |
1.3919 |
1.3980 |
1.4289 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5963 |
1.5720 |
1.4877 |
|
| R3 |
1.5550 |
1.5307 |
1.4764 |
|
| R2 |
1.5137 |
1.5137 |
1.4726 |
|
| R1 |
1.4894 |
1.4894 |
1.4688 |
1.4809 |
| PP |
1.4724 |
1.4724 |
1.4724 |
1.4682 |
| S1 |
1.4481 |
1.4481 |
1.4612 |
1.4396 |
| S2 |
1.4311 |
1.4311 |
1.4574 |
|
| S3 |
1.3898 |
1.4068 |
1.4536 |
|
| S4 |
1.3485 |
1.3655 |
1.4423 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4880 |
1.4367 |
0.0513 |
3.6% |
0.0229 |
1.6% |
3% |
False |
True |
19,875 |
| 10 |
1.5700 |
1.4367 |
0.1333 |
9.3% |
0.0351 |
2.4% |
1% |
False |
True |
44,308 |
| 20 |
1.5700 |
1.4367 |
0.1333 |
9.3% |
0.0321 |
2.2% |
1% |
False |
True |
31,429 |
| 40 |
1.6066 |
1.4367 |
0.1699 |
11.8% |
0.0304 |
2.1% |
1% |
False |
True |
16,020 |
| 60 |
1.7600 |
1.4367 |
0.3233 |
22.5% |
0.0285 |
2.0% |
0% |
False |
True |
10,751 |
| 80 |
1.8480 |
1.4367 |
0.4113 |
28.6% |
0.0251 |
1.7% |
0% |
False |
True |
8,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5260 |
|
2.618 |
1.4982 |
|
1.618 |
1.4812 |
|
1.000 |
1.4707 |
|
0.618 |
1.4642 |
|
HIGH |
1.4537 |
|
0.618 |
1.4472 |
|
0.500 |
1.4452 |
|
0.382 |
1.4432 |
|
LOW |
1.4367 |
|
0.618 |
1.4262 |
|
1.000 |
1.4197 |
|
1.618 |
1.4092 |
|
2.618 |
1.3922 |
|
4.250 |
1.3645 |
|
|
| Fisher Pivots for day following 30-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4452 |
1.4567 |
| PP |
1.4429 |
1.4505 |
| S1 |
1.4405 |
1.4444 |
|