CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 17-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2008 |
17-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4819 |
1.4658 |
-0.0161 |
-1.1% |
1.5751 |
| High |
1.4949 |
1.5072 |
0.0123 |
0.8% |
1.5860 |
| Low |
1.4648 |
1.4636 |
-0.0012 |
-0.1% |
1.4551 |
| Close |
1.4935 |
1.5014 |
0.0079 |
0.5% |
1.4935 |
| Range |
0.0301 |
0.0436 |
0.0135 |
44.9% |
0.1309 |
| ATR |
0.0443 |
0.0443 |
-0.0001 |
-0.1% |
0.0000 |
| Volume |
78,262 |
56,259 |
-22,003 |
-28.1% |
298,982 |
|
| Daily Pivots for day following 17-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6215 |
1.6051 |
1.5254 |
|
| R3 |
1.5779 |
1.5615 |
1.5134 |
|
| R2 |
1.5343 |
1.5343 |
1.5094 |
|
| R1 |
1.5179 |
1.5179 |
1.5054 |
1.5261 |
| PP |
1.4907 |
1.4907 |
1.4907 |
1.4949 |
| S1 |
1.4743 |
1.4743 |
1.4974 |
1.4825 |
| S2 |
1.4471 |
1.4471 |
1.4934 |
|
| S3 |
1.4035 |
1.4307 |
1.4894 |
|
| S4 |
1.3599 |
1.3871 |
1.4774 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9042 |
1.8298 |
1.5655 |
|
| R3 |
1.7733 |
1.6989 |
1.5295 |
|
| R2 |
1.6424 |
1.6424 |
1.5175 |
|
| R1 |
1.5680 |
1.5680 |
1.5055 |
1.5398 |
| PP |
1.5115 |
1.5115 |
1.5115 |
1.4974 |
| S1 |
1.4371 |
1.4371 |
1.4815 |
1.4089 |
| S2 |
1.3806 |
1.3806 |
1.4695 |
|
| S3 |
1.2497 |
1.3062 |
1.4575 |
|
| S4 |
1.1188 |
1.1753 |
1.4215 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5675 |
1.4551 |
0.1124 |
7.5% |
0.0419 |
2.8% |
41% |
False |
False |
60,953 |
| 10 |
1.6166 |
1.4551 |
0.1615 |
10.8% |
0.0419 |
2.8% |
29% |
False |
False |
63,516 |
| 20 |
1.7147 |
1.4551 |
0.2596 |
17.3% |
0.0501 |
3.3% |
18% |
False |
False |
68,619 |
| 40 |
1.8624 |
1.4551 |
0.4073 |
27.1% |
0.0409 |
2.7% |
11% |
False |
False |
66,713 |
| 60 |
1.8624 |
1.4551 |
0.4073 |
27.1% |
0.0364 |
2.4% |
11% |
False |
False |
55,836 |
| 80 |
1.9755 |
1.4551 |
0.5204 |
34.7% |
0.0309 |
2.1% |
9% |
False |
False |
41,921 |
| 100 |
1.9923 |
1.4551 |
0.5372 |
35.8% |
0.0262 |
1.7% |
9% |
False |
False |
33,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6925 |
|
2.618 |
1.6213 |
|
1.618 |
1.5777 |
|
1.000 |
1.5508 |
|
0.618 |
1.5341 |
|
HIGH |
1.5072 |
|
0.618 |
1.4905 |
|
0.500 |
1.4854 |
|
0.382 |
1.4803 |
|
LOW |
1.4636 |
|
0.618 |
1.4367 |
|
1.000 |
1.4200 |
|
1.618 |
1.3931 |
|
2.618 |
1.3495 |
|
4.250 |
1.2783 |
|
|
| Fisher Pivots for day following 17-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4961 |
1.4947 |
| PP |
1.4907 |
1.4879 |
| S1 |
1.4854 |
1.4812 |
|