CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 12-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2008 |
12-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5595 |
1.5346 |
-0.0249 |
-1.6% |
1.6032 |
| High |
1.5675 |
1.5461 |
-0.0214 |
-1.4% |
1.6363 |
| Low |
1.5340 |
1.4870 |
-0.0470 |
-3.1% |
1.5511 |
| Close |
1.5395 |
1.4946 |
-0.0449 |
-2.9% |
1.5669 |
| Range |
0.0335 |
0.0591 |
0.0256 |
76.4% |
0.0852 |
| ATR |
0.0446 |
0.0456 |
0.0010 |
2.3% |
0.0000 |
| Volume |
46,380 |
40,668 |
-5,712 |
-12.3% |
359,990 |
|
| Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6865 |
1.6497 |
1.5271 |
|
| R3 |
1.6274 |
1.5906 |
1.5109 |
|
| R2 |
1.5683 |
1.5683 |
1.5054 |
|
| R1 |
1.5315 |
1.5315 |
1.5000 |
1.5204 |
| PP |
1.5092 |
1.5092 |
1.5092 |
1.5037 |
| S1 |
1.4724 |
1.4724 |
1.4892 |
1.4613 |
| S2 |
1.4501 |
1.4501 |
1.4838 |
|
| S3 |
1.3910 |
1.4133 |
1.4783 |
|
| S4 |
1.3319 |
1.3542 |
1.4621 |
|
|
| 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 |
1.6018 |
1.4870 |
0.1148 |
7.7% |
0.0412 |
2.8% |
7% |
False |
True |
59,004 |
| 10 |
1.6634 |
1.4870 |
0.1764 |
11.8% |
0.0461 |
3.1% |
4% |
False |
True |
66,529 |
| 20 |
1.7472 |
1.4870 |
0.2602 |
17.4% |
0.0484 |
3.2% |
3% |
False |
True |
65,738 |
| 40 |
1.8624 |
1.4870 |
0.3754 |
25.1% |
0.0407 |
2.7% |
2% |
False |
True |
66,659 |
| 60 |
1.8636 |
1.4870 |
0.3766 |
25.2% |
0.0353 |
2.4% |
2% |
False |
True |
52,223 |
| 80 |
1.9817 |
1.4870 |
0.4947 |
33.1% |
0.0298 |
2.0% |
2% |
False |
True |
39,200 |
| 100 |
1.9923 |
1.4870 |
0.5053 |
33.8% |
0.0253 |
1.7% |
2% |
False |
True |
31,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7973 |
|
2.618 |
1.7008 |
|
1.618 |
1.6417 |
|
1.000 |
1.6052 |
|
0.618 |
1.5826 |
|
HIGH |
1.5461 |
|
0.618 |
1.5235 |
|
0.500 |
1.5166 |
|
0.382 |
1.5096 |
|
LOW |
1.4870 |
|
0.618 |
1.4505 |
|
1.000 |
1.4279 |
|
1.618 |
1.3914 |
|
2.618 |
1.3323 |
|
4.250 |
1.2358 |
|
|
| Fisher Pivots for day following 12-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5166 |
1.5365 |
| PP |
1.5092 |
1.5225 |
| S1 |
1.5019 |
1.5086 |
|