CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 10-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2008 |
10-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7291 |
1.7110 |
-0.0181 |
-1.0% |
1.7702 |
| High |
1.7399 |
1.7182 |
-0.0217 |
-1.2% |
1.7895 |
| Low |
1.7061 |
1.6785 |
-0.0276 |
-1.6% |
1.6785 |
| Close |
1.7199 |
1.6973 |
-0.0226 |
-1.3% |
1.6973 |
| Range |
0.0338 |
0.0397 |
0.0059 |
17.5% |
0.1110 |
| ATR |
0.0312 |
0.0319 |
0.0007 |
2.3% |
0.0000 |
| Volume |
81,368 |
61,720 |
-19,648 |
-24.1% |
366,632 |
|
| Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8171 |
1.7969 |
1.7191 |
|
| R3 |
1.7774 |
1.7572 |
1.7082 |
|
| R2 |
1.7377 |
1.7377 |
1.7046 |
|
| R1 |
1.7175 |
1.7175 |
1.7009 |
1.7078 |
| PP |
1.6980 |
1.6980 |
1.6980 |
1.6931 |
| S1 |
1.6778 |
1.6778 |
1.6937 |
1.6681 |
| S2 |
1.6583 |
1.6583 |
1.6900 |
|
| S3 |
1.6186 |
1.6381 |
1.6864 |
|
| S4 |
1.5789 |
1.5984 |
1.6755 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0548 |
1.9870 |
1.7584 |
|
| R3 |
1.9438 |
1.8760 |
1.7278 |
|
| R2 |
1.8328 |
1.8328 |
1.7177 |
|
| R1 |
1.7650 |
1.7650 |
1.7075 |
1.7434 |
| PP |
1.7218 |
1.7218 |
1.7218 |
1.7110 |
| S1 |
1.6540 |
1.6540 |
1.6871 |
1.6324 |
| S2 |
1.6108 |
1.6108 |
1.6770 |
|
| S3 |
1.4998 |
1.5430 |
1.6668 |
|
| S4 |
1.3888 |
1.4320 |
1.6363 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7895 |
1.6785 |
0.1110 |
6.5% |
0.0421 |
2.5% |
17% |
False |
True |
73,326 |
| 10 |
1.8384 |
1.6785 |
0.1599 |
9.4% |
0.0367 |
2.2% |
12% |
False |
True |
72,753 |
| 20 |
1.8624 |
1.6785 |
0.1839 |
10.8% |
0.0333 |
2.0% |
10% |
False |
True |
73,567 |
| 40 |
1.8636 |
1.6785 |
0.1851 |
10.9% |
0.0271 |
1.6% |
10% |
False |
True |
41,309 |
| 60 |
1.9817 |
1.6785 |
0.3032 |
17.9% |
0.0220 |
1.3% |
6% |
False |
True |
27,566 |
| 80 |
1.9923 |
1.6785 |
0.3138 |
18.5% |
0.0182 |
1.1% |
6% |
False |
True |
20,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8869 |
|
2.618 |
1.8221 |
|
1.618 |
1.7824 |
|
1.000 |
1.7579 |
|
0.618 |
1.7427 |
|
HIGH |
1.7182 |
|
0.618 |
1.7030 |
|
0.500 |
1.6984 |
|
0.382 |
1.6937 |
|
LOW |
1.6785 |
|
0.618 |
1.6540 |
|
1.000 |
1.6388 |
|
1.618 |
1.6143 |
|
2.618 |
1.5746 |
|
4.250 |
1.5098 |
|
|
| Fisher Pivots for day following 10-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.6984 |
1.7340 |
| PP |
1.6980 |
1.7218 |
| S1 |
1.6977 |
1.7095 |
|