CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 14-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2008 |
14-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7128 |
1.7371 |
0.0243 |
1.4% |
1.7702 |
| High |
1.7433 |
1.7590 |
0.0157 |
0.9% |
1.7895 |
| Low |
1.6933 |
1.7359 |
0.0426 |
2.5% |
1.6785 |
| Close |
1.7262 |
1.7405 |
0.0143 |
0.8% |
1.6973 |
| Range |
0.0500 |
0.0231 |
-0.0269 |
-53.8% |
0.1110 |
| ATR |
0.0332 |
0.0332 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
60,270 |
43,592 |
-16,678 |
-27.7% |
366,632 |
|
| Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8144 |
1.8006 |
1.7532 |
|
| R3 |
1.7913 |
1.7775 |
1.7469 |
|
| R2 |
1.7682 |
1.7682 |
1.7447 |
|
| R1 |
1.7544 |
1.7544 |
1.7426 |
1.7613 |
| PP |
1.7451 |
1.7451 |
1.7451 |
1.7486 |
| S1 |
1.7313 |
1.7313 |
1.7384 |
1.7382 |
| S2 |
1.7220 |
1.7220 |
1.7363 |
|
| S3 |
1.6989 |
1.7082 |
1.7341 |
|
| S4 |
1.6758 |
1.6851 |
1.7278 |
|
|
| 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 |
6.4% |
0.0418 |
2.4% |
56% |
False |
False |
62,596 |
| 10 |
1.7921 |
1.6785 |
0.1136 |
6.5% |
0.0360 |
2.1% |
55% |
False |
False |
68,652 |
| 20 |
1.8624 |
1.6785 |
0.1839 |
10.6% |
0.0338 |
1.9% |
34% |
False |
False |
67,416 |
| 40 |
1.8636 |
1.6785 |
0.1851 |
10.6% |
0.0283 |
1.6% |
33% |
False |
False |
43,895 |
| 60 |
1.9817 |
1.6785 |
0.3032 |
17.4% |
0.0232 |
1.3% |
20% |
False |
False |
29,297 |
| 80 |
1.9923 |
1.6785 |
0.3138 |
18.0% |
0.0191 |
1.1% |
20% |
False |
False |
21,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8572 |
|
2.618 |
1.8195 |
|
1.618 |
1.7964 |
|
1.000 |
1.7821 |
|
0.618 |
1.7733 |
|
HIGH |
1.7590 |
|
0.618 |
1.7502 |
|
0.500 |
1.7475 |
|
0.382 |
1.7447 |
|
LOW |
1.7359 |
|
0.618 |
1.7216 |
|
1.000 |
1.7128 |
|
1.618 |
1.6985 |
|
2.618 |
1.6754 |
|
4.250 |
1.6377 |
|
|
| Fisher Pivots for day following 14-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7475 |
1.7333 |
| PP |
1.7451 |
1.7260 |
| S1 |
1.7428 |
1.7188 |
|