CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 03-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2008 |
03-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.6338 |
1.6032 |
-0.0306 |
-1.9% |
1.5824 |
| High |
1.6464 |
1.6363 |
-0.0101 |
-0.6% |
1.6634 |
| Low |
1.5967 |
1.5738 |
-0.0229 |
-1.4% |
1.5248 |
| Close |
1.6106 |
1.5788 |
-0.0318 |
-2.0% |
1.6106 |
| Range |
0.0497 |
0.0625 |
0.0128 |
25.8% |
0.1386 |
| ATR |
0.0462 |
0.0473 |
0.0012 |
2.5% |
0.0000 |
| Volume |
82,269 |
80,069 |
-2,200 |
-2.7% |
384,304 |
|
| Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7838 |
1.7438 |
1.6132 |
|
| R3 |
1.7213 |
1.6813 |
1.5960 |
|
| R2 |
1.6588 |
1.6588 |
1.5903 |
|
| R1 |
1.6188 |
1.6188 |
1.5845 |
1.6076 |
| PP |
1.5963 |
1.5963 |
1.5963 |
1.5907 |
| S1 |
1.5563 |
1.5563 |
1.5731 |
1.5451 |
| S2 |
1.5338 |
1.5338 |
1.5673 |
|
| S3 |
1.4713 |
1.4938 |
1.5616 |
|
| S4 |
1.4088 |
1.4313 |
1.5444 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0154 |
1.9516 |
1.6868 |
|
| R3 |
1.8768 |
1.8130 |
1.6487 |
|
| R2 |
1.7382 |
1.7382 |
1.6360 |
|
| R1 |
1.6744 |
1.6744 |
1.6233 |
1.7063 |
| PP |
1.5996 |
1.5996 |
1.5996 |
1.6156 |
| S1 |
1.5358 |
1.5358 |
1.5979 |
1.5677 |
| S2 |
1.4610 |
1.4610 |
1.5852 |
|
| S3 |
1.3224 |
1.3972 |
1.5725 |
|
| S4 |
1.1838 |
1.2586 |
1.5344 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6634 |
1.5370 |
0.1264 |
8.0% |
0.0541 |
3.4% |
33% |
False |
False |
75,209 |
| 10 |
1.7147 |
1.5224 |
0.1923 |
12.2% |
0.0584 |
3.7% |
29% |
False |
False |
73,721 |
| 20 |
1.7895 |
1.5224 |
0.2671 |
16.9% |
0.0471 |
3.0% |
21% |
False |
False |
67,524 |
| 40 |
1.8624 |
1.5224 |
0.3400 |
21.5% |
0.0382 |
2.4% |
17% |
False |
False |
67,237 |
| 60 |
1.9065 |
1.5224 |
0.3841 |
24.3% |
0.0322 |
2.0% |
15% |
False |
False |
45,299 |
| 80 |
1.9923 |
1.5224 |
0.4699 |
29.8% |
0.0266 |
1.7% |
12% |
False |
False |
33,983 |
| 100 |
1.9923 |
1.5224 |
0.4699 |
29.8% |
0.0227 |
1.4% |
12% |
False |
False |
27,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9019 |
|
2.618 |
1.7999 |
|
1.618 |
1.7374 |
|
1.000 |
1.6988 |
|
0.618 |
1.6749 |
|
HIGH |
1.6363 |
|
0.618 |
1.6124 |
|
0.500 |
1.6051 |
|
0.382 |
1.5977 |
|
LOW |
1.5738 |
|
0.618 |
1.5352 |
|
1.000 |
1.5113 |
|
1.618 |
1.4727 |
|
2.618 |
1.4102 |
|
4.250 |
1.3082 |
|
|
| Fisher Pivots for day following 03-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.6051 |
1.6186 |
| PP |
1.5963 |
1.6053 |
| S1 |
1.5876 |
1.5921 |
|