CME British Pound Future December 2008
Trading Metrics calculated at close of trading on 13-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2008 |
13-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1.5346 |
1.4847 |
-0.0499 |
-3.3% |
1.6032 |
High |
1.5461 |
1.4982 |
-0.0479 |
-3.1% |
1.6363 |
Low |
1.4870 |
1.4551 |
-0.0319 |
-2.1% |
1.5511 |
Close |
1.4946 |
1.4672 |
-0.0274 |
-1.8% |
1.5669 |
Range |
0.0591 |
0.0431 |
-0.0160 |
-27.1% |
0.0852 |
ATR |
0.0456 |
0.0454 |
-0.0002 |
-0.4% |
0.0000 |
Volume |
40,668 |
83,198 |
42,530 |
104.6% |
359,990 |
|
Daily Pivots for day following 13-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6028 |
1.5781 |
1.4909 |
|
R3 |
1.5597 |
1.5350 |
1.4791 |
|
R2 |
1.5166 |
1.5166 |
1.4751 |
|
R1 |
1.4919 |
1.4919 |
1.4712 |
1.4827 |
PP |
1.4735 |
1.4735 |
1.4735 |
1.4689 |
S1 |
1.4488 |
1.4488 |
1.4632 |
1.4396 |
S2 |
1.4304 |
1.4304 |
1.4593 |
|
S3 |
1.3873 |
1.4057 |
1.4553 |
|
S4 |
1.3442 |
1.3626 |
1.4435 |
|
|
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 |
1.5860 |
1.4551 |
0.1309 |
8.9% |
0.0403 |
2.7% |
9% |
False |
True |
60,737 |
10 |
1.6464 |
1.4551 |
0.1913 |
13.0% |
0.0457 |
3.1% |
6% |
False |
True |
66,297 |
20 |
1.7472 |
1.4551 |
0.2921 |
19.9% |
0.0494 |
3.4% |
4% |
False |
True |
67,229 |
40 |
1.8624 |
1.4551 |
0.4073 |
27.8% |
0.0413 |
2.8% |
3% |
False |
True |
66,827 |
60 |
1.8636 |
1.4551 |
0.4085 |
27.8% |
0.0359 |
2.4% |
3% |
False |
True |
53,606 |
80 |
1.9756 |
1.4551 |
0.5205 |
35.5% |
0.0302 |
2.1% |
2% |
False |
True |
40,240 |
100 |
1.9923 |
1.4551 |
0.5372 |
36.6% |
0.0257 |
1.8% |
2% |
False |
True |
32,199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6814 |
2.618 |
1.6110 |
1.618 |
1.5679 |
1.000 |
1.5413 |
0.618 |
1.5248 |
HIGH |
1.4982 |
0.618 |
1.4817 |
0.500 |
1.4767 |
0.382 |
1.4716 |
LOW |
1.4551 |
0.618 |
1.4285 |
1.000 |
1.4120 |
1.618 |
1.3854 |
2.618 |
1.3423 |
4.250 |
1.2719 |
|
|
Fisher Pivots for day following 13-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1.4767 |
1.5113 |
PP |
1.4735 |
1.4966 |
S1 |
1.4704 |
1.4819 |
|