CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 30-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2008 |
30-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.8381 |
1.8035 |
-0.0346 |
-1.9% |
1.8239 |
| High |
1.8384 |
1.8145 |
-0.0239 |
-1.3% |
1.8624 |
| Low |
1.7922 |
1.7800 |
-0.0122 |
-0.7% |
1.8173 |
| Close |
1.8132 |
1.7840 |
-0.0292 |
-1.6% |
1.8381 |
| Range |
0.0462 |
0.0345 |
-0.0117 |
-25.3% |
0.0451 |
| ATR |
0.0265 |
0.0271 |
0.0006 |
2.2% |
0.0000 |
| Volume |
60,721 |
84,156 |
23,435 |
38.6% |
308,301 |
|
| Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8963 |
1.8747 |
1.8030 |
|
| R3 |
1.8618 |
1.8402 |
1.7935 |
|
| R2 |
1.8273 |
1.8273 |
1.7903 |
|
| R1 |
1.8057 |
1.8057 |
1.7872 |
1.7993 |
| PP |
1.7928 |
1.7928 |
1.7928 |
1.7896 |
| S1 |
1.7712 |
1.7712 |
1.7808 |
1.7648 |
| S2 |
1.7583 |
1.7583 |
1.7777 |
|
| S3 |
1.7238 |
1.7367 |
1.7745 |
|
| S4 |
1.6893 |
1.7022 |
1.7650 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9746 |
1.9514 |
1.8629 |
|
| R3 |
1.9295 |
1.9063 |
1.8505 |
|
| R2 |
1.8844 |
1.8844 |
1.8464 |
|
| R1 |
1.8612 |
1.8612 |
1.8422 |
1.8728 |
| PP |
1.8393 |
1.8393 |
1.8393 |
1.8451 |
| S1 |
1.8161 |
1.8161 |
1.8340 |
1.8277 |
| S2 |
1.7942 |
1.7942 |
1.8298 |
|
| S3 |
1.7491 |
1.7710 |
1.8257 |
|
| S4 |
1.7040 |
1.7259 |
1.8133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.8624 |
1.7800 |
0.0824 |
4.6% |
0.0289 |
1.6% |
5% |
False |
True |
64,073 |
| 10 |
1.8624 |
1.7677 |
0.0947 |
5.3% |
0.0317 |
1.8% |
17% |
False |
False |
66,181 |
| 20 |
1.8624 |
1.7327 |
0.1297 |
7.3% |
0.0291 |
1.6% |
40% |
False |
False |
53,149 |
| 40 |
1.9443 |
1.7327 |
0.2116 |
11.9% |
0.0233 |
1.3% |
24% |
False |
False |
26,771 |
| 60 |
1.9923 |
1.7327 |
0.2596 |
14.6% |
0.0185 |
1.0% |
20% |
False |
False |
17,858 |
| 80 |
1.9923 |
1.7327 |
0.2596 |
14.6% |
0.0155 |
0.9% |
20% |
False |
False |
13,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9611 |
|
2.618 |
1.9048 |
|
1.618 |
1.8703 |
|
1.000 |
1.8490 |
|
0.618 |
1.8358 |
|
HIGH |
1.8145 |
|
0.618 |
1.8013 |
|
0.500 |
1.7973 |
|
0.382 |
1.7932 |
|
LOW |
1.7800 |
|
0.618 |
1.7587 |
|
1.000 |
1.7455 |
|
1.618 |
1.7242 |
|
2.618 |
1.6897 |
|
4.250 |
1.6334 |
|
|
| Fisher Pivots for day following 30-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7973 |
1.8116 |
| PP |
1.7928 |
1.8024 |
| S1 |
1.7884 |
1.7932 |
|