CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 22-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2008 |
22-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7107 |
1.6680 |
-0.0427 |
-2.5% |
1.7128 |
| High |
1.7147 |
1.6680 |
-0.0467 |
-2.7% |
1.7590 |
| Low |
1.6530 |
1.6100 |
-0.0430 |
-2.6% |
1.6933 |
| Close |
1.6893 |
1.6305 |
-0.0588 |
-3.5% |
1.7287 |
| Range |
0.0617 |
0.0580 |
-0.0037 |
-6.0% |
0.0657 |
| ATR |
0.0342 |
0.0374 |
0.0032 |
9.4% |
0.0000 |
| Volume |
53,336 |
63,721 |
10,385 |
19.5% |
282,406 |
|
| Daily Pivots for day following 22-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8102 |
1.7783 |
1.6624 |
|
| R3 |
1.7522 |
1.7203 |
1.6465 |
|
| R2 |
1.6942 |
1.6942 |
1.6411 |
|
| R1 |
1.6623 |
1.6623 |
1.6358 |
1.6493 |
| PP |
1.6362 |
1.6362 |
1.6362 |
1.6296 |
| S1 |
1.6043 |
1.6043 |
1.6252 |
1.5913 |
| S2 |
1.5782 |
1.5782 |
1.6199 |
|
| S3 |
1.5202 |
1.5463 |
1.6146 |
|
| S4 |
1.4622 |
1.4883 |
1.5986 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9241 |
1.8921 |
1.7648 |
|
| R3 |
1.8584 |
1.8264 |
1.7468 |
|
| R2 |
1.7927 |
1.7927 |
1.7407 |
|
| R1 |
1.7607 |
1.7607 |
1.7347 |
1.7767 |
| PP |
1.7270 |
1.7270 |
1.7270 |
1.7350 |
| S1 |
1.6950 |
1.6950 |
1.7227 |
1.7110 |
| S2 |
1.6613 |
1.6613 |
1.7167 |
|
| S3 |
1.5956 |
1.6293 |
1.7106 |
|
| S4 |
1.5299 |
1.5636 |
1.6926 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7472 |
1.6100 |
0.1372 |
8.4% |
0.0402 |
2.5% |
15% |
False |
True |
55,434 |
| 10 |
1.7590 |
1.6100 |
0.1490 |
9.1% |
0.0381 |
2.3% |
14% |
False |
True |
58,752 |
| 20 |
1.8624 |
1.6100 |
0.2524 |
15.5% |
0.0362 |
2.2% |
8% |
False |
True |
64,327 |
| 40 |
1.8624 |
1.6100 |
0.2524 |
15.5% |
0.0316 |
1.9% |
8% |
False |
True |
52,344 |
| 60 |
1.9701 |
1.6100 |
0.3601 |
22.1% |
0.0261 |
1.6% |
6% |
False |
True |
34,971 |
| 80 |
1.9923 |
1.6100 |
0.3823 |
23.4% |
0.0216 |
1.3% |
5% |
False |
True |
26,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9145 |
|
2.618 |
1.8198 |
|
1.618 |
1.7618 |
|
1.000 |
1.7260 |
|
0.618 |
1.7038 |
|
HIGH |
1.6680 |
|
0.618 |
1.6458 |
|
0.500 |
1.6390 |
|
0.382 |
1.6322 |
|
LOW |
1.6100 |
|
0.618 |
1.5742 |
|
1.000 |
1.5520 |
|
1.618 |
1.5162 |
|
2.618 |
1.4582 |
|
4.250 |
1.3635 |
|
|
| Fisher Pivots for day following 22-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.6390 |
1.6786 |
| PP |
1.6362 |
1.6626 |
| S1 |
1.6333 |
1.6465 |
|