CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 07-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2008 |
07-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5855 |
1.5595 |
-0.0260 |
-1.6% |
1.6032 |
| High |
1.6018 |
1.5855 |
-0.0163 |
-1.0% |
1.6363 |
| Low |
1.5542 |
1.5511 |
-0.0031 |
-0.2% |
1.5511 |
| Close |
1.5727 |
1.5669 |
-0.0058 |
-0.4% |
1.5669 |
| Range |
0.0476 |
0.0344 |
-0.0132 |
-27.7% |
0.0852 |
| ATR |
0.0474 |
0.0465 |
-0.0009 |
-2.0% |
0.0000 |
| Volume |
74,535 |
82,966 |
8,431 |
11.3% |
359,990 |
|
| Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6710 |
1.6534 |
1.5858 |
|
| R3 |
1.6366 |
1.6190 |
1.5764 |
|
| R2 |
1.6022 |
1.6022 |
1.5732 |
|
| R1 |
1.5846 |
1.5846 |
1.5701 |
1.5934 |
| PP |
1.5678 |
1.5678 |
1.5678 |
1.5723 |
| S1 |
1.5502 |
1.5502 |
1.5637 |
1.5590 |
| S2 |
1.5334 |
1.5334 |
1.5606 |
|
| S3 |
1.4990 |
1.5158 |
1.5574 |
|
| S4 |
1.4646 |
1.4814 |
1.5480 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8404 |
1.7888 |
1.6138 |
|
| R3 |
1.7552 |
1.7036 |
1.5903 |
|
| R2 |
1.6700 |
1.6700 |
1.5825 |
|
| R1 |
1.6184 |
1.6184 |
1.5747 |
1.6016 |
| PP |
1.5848 |
1.5848 |
1.5848 |
1.5764 |
| S1 |
1.5332 |
1.5332 |
1.5591 |
1.5164 |
| S2 |
1.4996 |
1.4996 |
1.5513 |
|
| S3 |
1.4144 |
1.4480 |
1.5435 |
|
| S4 |
1.3292 |
1.3628 |
1.5200 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6363 |
1.5511 |
0.0852 |
5.4% |
0.0481 |
3.1% |
19% |
False |
True |
71,998 |
| 10 |
1.6634 |
1.5248 |
0.1386 |
8.8% |
0.0509 |
3.2% |
30% |
False |
False |
74,429 |
| 20 |
1.7590 |
1.5224 |
0.2366 |
15.1% |
0.0475 |
3.0% |
19% |
False |
False |
67,226 |
| 40 |
1.8624 |
1.5224 |
0.3400 |
21.7% |
0.0404 |
2.6% |
13% |
False |
False |
70,396 |
| 60 |
1.8636 |
1.5224 |
0.3412 |
21.8% |
0.0339 |
2.2% |
13% |
False |
False |
49,948 |
| 80 |
1.9817 |
1.5224 |
0.4593 |
29.3% |
0.0284 |
1.8% |
10% |
False |
False |
37,481 |
| 100 |
1.9923 |
1.5224 |
0.4699 |
30.0% |
0.0241 |
1.5% |
9% |
False |
False |
29,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7317 |
|
2.618 |
1.6756 |
|
1.618 |
1.6412 |
|
1.000 |
1.6199 |
|
0.618 |
1.6068 |
|
HIGH |
1.5855 |
|
0.618 |
1.5724 |
|
0.500 |
1.5683 |
|
0.382 |
1.5642 |
|
LOW |
1.5511 |
|
0.618 |
1.5298 |
|
1.000 |
1.5167 |
|
1.618 |
1.4954 |
|
2.618 |
1.4610 |
|
4.250 |
1.4049 |
|
|
| Fisher Pivots for day following 07-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5683 |
1.5839 |
| PP |
1.5678 |
1.5782 |
| S1 |
1.5674 |
1.5726 |
|