CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 26-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2008 |
26-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5178 |
1.5443 |
0.0265 |
1.7% |
1.4658 |
| High |
1.5530 |
1.5448 |
-0.0082 |
-0.5% |
1.5244 |
| Low |
1.4980 |
1.5174 |
0.0194 |
1.3% |
1.4636 |
| Close |
1.5442 |
1.5288 |
-0.0154 |
-1.0% |
1.4775 |
| Range |
0.0550 |
0.0274 |
-0.0276 |
-50.2% |
0.0608 |
| ATR |
0.0419 |
0.0409 |
-0.0010 |
-2.5% |
0.0000 |
| Volume |
62,943 |
83,764 |
20,821 |
33.1% |
318,347 |
|
| Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6125 |
1.5981 |
1.5439 |
|
| R3 |
1.5851 |
1.5707 |
1.5363 |
|
| R2 |
1.5577 |
1.5577 |
1.5338 |
|
| R1 |
1.5433 |
1.5433 |
1.5313 |
1.5368 |
| PP |
1.5303 |
1.5303 |
1.5303 |
1.5271 |
| S1 |
1.5159 |
1.5159 |
1.5263 |
1.5094 |
| S2 |
1.5029 |
1.5029 |
1.5238 |
|
| S3 |
1.4755 |
1.4885 |
1.5213 |
|
| S4 |
1.4481 |
1.4611 |
1.5137 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6709 |
1.6350 |
1.5109 |
|
| R3 |
1.6101 |
1.5742 |
1.4942 |
|
| R2 |
1.5493 |
1.5493 |
1.4886 |
|
| R1 |
1.5134 |
1.5134 |
1.4831 |
1.5314 |
| PP |
1.4885 |
1.4885 |
1.4885 |
1.4975 |
| S1 |
1.4526 |
1.4526 |
1.4719 |
1.4706 |
| S2 |
1.4277 |
1.4277 |
1.4664 |
|
| S3 |
1.3669 |
1.3918 |
1.4608 |
|
| S4 |
1.3061 |
1.3310 |
1.4441 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5530 |
1.4696 |
0.0834 |
5.5% |
0.0364 |
2.4% |
71% |
False |
False |
71,247 |
| 10 |
1.5530 |
1.4551 |
0.0979 |
6.4% |
0.0353 |
2.3% |
75% |
False |
False |
69,211 |
| 20 |
1.6634 |
1.4551 |
0.2083 |
13.6% |
0.0407 |
2.7% |
35% |
False |
False |
67,870 |
| 40 |
1.7895 |
1.4551 |
0.3344 |
21.9% |
0.0422 |
2.8% |
22% |
False |
False |
66,711 |
| 60 |
1.8624 |
1.4551 |
0.4073 |
26.6% |
0.0380 |
2.5% |
18% |
False |
False |
63,572 |
| 80 |
1.9381 |
1.4551 |
0.4830 |
31.6% |
0.0329 |
2.2% |
15% |
False |
False |
47,845 |
| 100 |
1.9923 |
1.4551 |
0.5372 |
35.1% |
0.0281 |
1.8% |
14% |
False |
False |
38,282 |
| 120 |
1.9923 |
1.4551 |
0.5372 |
35.1% |
0.0245 |
1.6% |
14% |
False |
False |
31,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6613 |
|
2.618 |
1.6165 |
|
1.618 |
1.5891 |
|
1.000 |
1.5722 |
|
0.618 |
1.5617 |
|
HIGH |
1.5448 |
|
0.618 |
1.5343 |
|
0.500 |
1.5311 |
|
0.382 |
1.5279 |
|
LOW |
1.5174 |
|
0.618 |
1.5005 |
|
1.000 |
1.4900 |
|
1.618 |
1.4731 |
|
2.618 |
1.4457 |
|
4.250 |
1.4010 |
|
|
| Fisher Pivots for day following 26-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5311 |
1.5254 |
| PP |
1.5303 |
1.5220 |
| S1 |
1.5296 |
1.5186 |
|