CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 24-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2008 |
24-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.6198 |
1.6242 |
0.0044 |
0.3% |
1.7234 |
| High |
1.6318 |
1.6245 |
-0.0073 |
-0.4% |
1.7472 |
| Low |
1.6007 |
1.5224 |
-0.0783 |
-4.9% |
1.5224 |
| Close |
1.6088 |
1.5844 |
-0.0244 |
-1.5% |
1.5844 |
| Range |
0.0311 |
0.1021 |
0.0710 |
228.3% |
0.2248 |
| ATR |
0.0370 |
0.0416 |
0.0047 |
12.6% |
0.0000 |
| Volume |
79,798 |
75,990 |
-3,808 |
-4.8% |
317,823 |
|
| Daily Pivots for day following 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8834 |
1.8360 |
1.6406 |
|
| R3 |
1.7813 |
1.7339 |
1.6125 |
|
| R2 |
1.6792 |
1.6792 |
1.6031 |
|
| R1 |
1.6318 |
1.6318 |
1.5938 |
1.6045 |
| PP |
1.5771 |
1.5771 |
1.5771 |
1.5634 |
| S1 |
1.5297 |
1.5297 |
1.5750 |
1.5024 |
| S2 |
1.4750 |
1.4750 |
1.5657 |
|
| S3 |
1.3729 |
1.4276 |
1.5563 |
|
| S4 |
1.2708 |
1.3255 |
1.5282 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.2924 |
2.1632 |
1.7080 |
|
| R3 |
2.0676 |
1.9384 |
1.6462 |
|
| R2 |
1.8428 |
1.8428 |
1.6256 |
|
| R1 |
1.7136 |
1.7136 |
1.6050 |
1.6658 |
| PP |
1.6180 |
1.6180 |
1.6180 |
1.5941 |
| S1 |
1.4888 |
1.4888 |
1.5638 |
1.4410 |
| S2 |
1.3932 |
1.3932 |
1.5432 |
|
| S3 |
1.1684 |
1.2640 |
1.5226 |
|
| S4 |
0.9436 |
1.0392 |
1.4608 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7472 |
1.5224 |
0.2248 |
14.2% |
0.0591 |
3.7% |
28% |
False |
True |
63,564 |
| 10 |
1.7590 |
1.5224 |
0.2366 |
14.9% |
0.0441 |
2.8% |
26% |
False |
True |
60,022 |
| 20 |
1.8384 |
1.5224 |
0.3160 |
19.9% |
0.0404 |
2.5% |
20% |
False |
True |
66,388 |
| 40 |
1.8624 |
1.5224 |
0.3400 |
21.5% |
0.0341 |
2.2% |
18% |
False |
True |
56,220 |
| 60 |
1.9640 |
1.5224 |
0.4416 |
27.9% |
0.0281 |
1.8% |
14% |
False |
True |
37,563 |
| 80 |
1.9923 |
1.5224 |
0.4699 |
29.7% |
0.0231 |
1.5% |
13% |
False |
True |
28,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0584 |
|
2.618 |
1.8918 |
|
1.618 |
1.7897 |
|
1.000 |
1.7266 |
|
0.618 |
1.6876 |
|
HIGH |
1.6245 |
|
0.618 |
1.5855 |
|
0.500 |
1.5735 |
|
0.382 |
1.5614 |
|
LOW |
1.5224 |
|
0.618 |
1.4593 |
|
1.000 |
1.4203 |
|
1.618 |
1.3572 |
|
2.618 |
1.2551 |
|
4.250 |
1.0885 |
|
|
| Fisher Pivots for day following 24-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5808 |
1.5952 |
| PP |
1.5771 |
1.5916 |
| S1 |
1.5735 |
1.5880 |
|