CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 08-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2008 |
08-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7449 |
1.7496 |
0.0047 |
0.3% |
1.8381 |
| High |
1.7660 |
1.7895 |
0.0235 |
1.3% |
1.8384 |
| Low |
1.7317 |
1.7269 |
-0.0048 |
-0.3% |
1.7522 |
| Close |
1.7506 |
1.7304 |
-0.0202 |
-1.2% |
1.7741 |
| Range |
0.0343 |
0.0626 |
0.0283 |
82.5% |
0.0862 |
| ATR |
0.0285 |
0.0310 |
0.0024 |
8.5% |
0.0000 |
| Volume |
76,766 |
66,033 |
-10,733 |
-14.0% |
360,903 |
|
| Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9367 |
1.8962 |
1.7648 |
|
| R3 |
1.8741 |
1.8336 |
1.7476 |
|
| R2 |
1.8115 |
1.8115 |
1.7419 |
|
| R1 |
1.7710 |
1.7710 |
1.7361 |
1.7600 |
| PP |
1.7489 |
1.7489 |
1.7489 |
1.7434 |
| S1 |
1.7084 |
1.7084 |
1.7247 |
1.6974 |
| S2 |
1.6863 |
1.6863 |
1.7189 |
|
| S3 |
1.6237 |
1.6458 |
1.7132 |
|
| S4 |
1.5611 |
1.5832 |
1.6960 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0468 |
1.9967 |
1.8215 |
|
| R3 |
1.9606 |
1.9105 |
1.7978 |
|
| R2 |
1.8744 |
1.8744 |
1.7899 |
|
| R1 |
1.8243 |
1.8243 |
1.7820 |
1.8063 |
| PP |
1.7882 |
1.7882 |
1.7882 |
1.7792 |
| S1 |
1.7381 |
1.7381 |
1.7662 |
1.7201 |
| S2 |
1.7020 |
1.7020 |
1.7583 |
|
| S3 |
1.6158 |
1.6519 |
1.7504 |
|
| S4 |
1.5296 |
1.5657 |
1.7267 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7895 |
1.7269 |
0.0626 |
3.6% |
0.0371 |
2.1% |
6% |
True |
True |
70,242 |
| 10 |
1.8624 |
1.7269 |
0.1355 |
7.8% |
0.0344 |
2.0% |
3% |
False |
True |
69,901 |
| 20 |
1.8624 |
1.7269 |
0.1355 |
7.8% |
0.0324 |
1.9% |
3% |
False |
True |
71,241 |
| 40 |
1.8859 |
1.7269 |
0.1590 |
9.2% |
0.0265 |
1.5% |
2% |
False |
True |
37,749 |
| 60 |
1.9831 |
1.7269 |
0.2562 |
14.8% |
0.0210 |
1.2% |
1% |
False |
True |
25,182 |
| 80 |
1.9923 |
1.7269 |
0.2654 |
15.3% |
0.0174 |
1.0% |
1% |
False |
True |
18,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0556 |
|
2.618 |
1.9534 |
|
1.618 |
1.8908 |
|
1.000 |
1.8521 |
|
0.618 |
1.8282 |
|
HIGH |
1.7895 |
|
0.618 |
1.7656 |
|
0.500 |
1.7582 |
|
0.382 |
1.7508 |
|
LOW |
1.7269 |
|
0.618 |
1.6882 |
|
1.000 |
1.6643 |
|
1.618 |
1.6256 |
|
2.618 |
1.5630 |
|
4.250 |
1.4609 |
|
|
| Fisher Pivots for day following 08-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7582 |
1.7582 |
| PP |
1.7489 |
1.7489 |
| S1 |
1.7397 |
1.7397 |
|