CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 31-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2008 |
31-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4370 |
1.4403 |
0.0033 |
0.2% |
1.4933 |
| High |
1.4537 |
1.4690 |
0.0153 |
1.1% |
1.4968 |
| Low |
1.4367 |
1.4329 |
-0.0038 |
-0.3% |
1.4555 |
| Close |
1.4382 |
1.4557 |
0.0175 |
1.2% |
1.4650 |
| Range |
0.0170 |
0.0361 |
0.0191 |
112.4% |
0.0413 |
| ATR |
0.0320 |
0.0323 |
0.0003 |
0.9% |
0.0000 |
| Volume |
29,966 |
24,706 |
-5,260 |
-17.6% |
122,215 |
|
| Daily Pivots for day following 31-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5608 |
1.5444 |
1.4756 |
|
| R3 |
1.5247 |
1.5083 |
1.4656 |
|
| R2 |
1.4886 |
1.4886 |
1.4623 |
|
| R1 |
1.4722 |
1.4722 |
1.4590 |
1.4804 |
| PP |
1.4525 |
1.4525 |
1.4525 |
1.4567 |
| S1 |
1.4361 |
1.4361 |
1.4524 |
1.4443 |
| S2 |
1.4164 |
1.4164 |
1.4491 |
|
| S3 |
1.3803 |
1.4000 |
1.4458 |
|
| S4 |
1.3442 |
1.3639 |
1.4358 |
|
|
| 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 |
1.4780 |
1.4329 |
0.0451 |
3.1% |
0.0254 |
1.7% |
51% |
False |
True |
18,137 |
| 10 |
1.5700 |
1.4329 |
0.1371 |
9.4% |
0.0343 |
2.4% |
17% |
False |
True |
39,913 |
| 20 |
1.5700 |
1.4329 |
0.1371 |
9.4% |
0.0325 |
2.2% |
17% |
False |
True |
32,607 |
| 40 |
1.6066 |
1.4329 |
0.1737 |
11.9% |
0.0303 |
2.1% |
13% |
False |
True |
16,638 |
| 60 |
1.7600 |
1.4329 |
0.3271 |
22.5% |
0.0288 |
2.0% |
7% |
False |
True |
11,160 |
| 80 |
1.8480 |
1.4329 |
0.4151 |
28.5% |
0.0255 |
1.8% |
5% |
False |
True |
8,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6224 |
|
2.618 |
1.5635 |
|
1.618 |
1.5274 |
|
1.000 |
1.5051 |
|
0.618 |
1.4913 |
|
HIGH |
1.4690 |
|
0.618 |
1.4552 |
|
0.500 |
1.4510 |
|
0.382 |
1.4467 |
|
LOW |
1.4329 |
|
0.618 |
1.4106 |
|
1.000 |
1.3968 |
|
1.618 |
1.3745 |
|
2.618 |
1.3384 |
|
4.250 |
1.2795 |
|
|
| Fisher Pivots for day following 31-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4541 |
1.4554 |
| PP |
1.4525 |
1.4551 |
| S1 |
1.4510 |
1.4548 |
|