CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 18-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2008 |
18-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4658 |
1.4945 |
0.0287 |
2.0% |
1.5751 |
| High |
1.5072 |
1.5080 |
0.0008 |
0.1% |
1.5860 |
| Low |
1.4636 |
1.4886 |
0.0250 |
1.7% |
1.4551 |
| Close |
1.5014 |
1.4902 |
-0.0112 |
-0.7% |
1.4935 |
| Range |
0.0436 |
0.0194 |
-0.0242 |
-55.5% |
0.1309 |
| ATR |
0.0443 |
0.0425 |
-0.0018 |
-4.0% |
0.0000 |
| Volume |
56,259 |
60,269 |
4,010 |
7.1% |
298,982 |
|
| Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5538 |
1.5414 |
1.5009 |
|
| R3 |
1.5344 |
1.5220 |
1.4955 |
|
| R2 |
1.5150 |
1.5150 |
1.4938 |
|
| R1 |
1.5026 |
1.5026 |
1.4920 |
1.4991 |
| PP |
1.4956 |
1.4956 |
1.4956 |
1.4939 |
| S1 |
1.4832 |
1.4832 |
1.4884 |
1.4797 |
| S2 |
1.4762 |
1.4762 |
1.4866 |
|
| S3 |
1.4568 |
1.4638 |
1.4849 |
|
| S4 |
1.4374 |
1.4444 |
1.4795 |
|
|
| 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 |
1.5461 |
1.4551 |
0.0910 |
6.1% |
0.0391 |
2.6% |
39% |
False |
False |
63,731 |
| 10 |
1.6166 |
1.4551 |
0.1615 |
10.8% |
0.0388 |
2.6% |
22% |
False |
False |
63,642 |
| 20 |
1.6680 |
1.4551 |
0.2129 |
14.3% |
0.0480 |
3.2% |
16% |
False |
False |
68,965 |
| 40 |
1.8624 |
1.4551 |
0.4073 |
27.3% |
0.0410 |
2.8% |
9% |
False |
False |
66,576 |
| 60 |
1.8624 |
1.4551 |
0.4073 |
27.3% |
0.0364 |
2.4% |
9% |
False |
False |
56,828 |
| 80 |
1.9746 |
1.4551 |
0.5195 |
34.9% |
0.0310 |
2.1% |
7% |
False |
False |
42,674 |
| 100 |
1.9923 |
1.4551 |
0.5372 |
36.0% |
0.0263 |
1.8% |
7% |
False |
False |
34,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5905 |
|
2.618 |
1.5588 |
|
1.618 |
1.5394 |
|
1.000 |
1.5274 |
|
0.618 |
1.5200 |
|
HIGH |
1.5080 |
|
0.618 |
1.5006 |
|
0.500 |
1.4983 |
|
0.382 |
1.4960 |
|
LOW |
1.4886 |
|
0.618 |
1.4766 |
|
1.000 |
1.4692 |
|
1.618 |
1.4572 |
|
2.618 |
1.4378 |
|
4.250 |
1.4062 |
|
|
| Fisher Pivots for day following 18-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4983 |
1.4887 |
| PP |
1.4956 |
1.4873 |
| S1 |
1.4929 |
1.4858 |
|