CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 02-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2008 |
02-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5371 |
1.4890 |
-0.0481 |
-3.1% |
1.4910 |
| High |
1.5399 |
1.5068 |
-0.0331 |
-2.1% |
1.5530 |
| Low |
1.4806 |
1.4775 |
-0.0031 |
-0.2% |
1.4841 |
| Close |
1.4909 |
1.4878 |
-0.0031 |
-0.2% |
1.5371 |
| Range |
0.0593 |
0.0293 |
-0.0300 |
-50.6% |
0.0689 |
| ATR |
0.0411 |
0.0403 |
-0.0008 |
-2.1% |
0.0000 |
| Volume |
50,757 |
62,377 |
11,620 |
22.9% |
265,956 |
|
| Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5786 |
1.5625 |
1.5039 |
|
| R3 |
1.5493 |
1.5332 |
1.4959 |
|
| R2 |
1.5200 |
1.5200 |
1.4932 |
|
| R1 |
1.5039 |
1.5039 |
1.4905 |
1.4973 |
| PP |
1.4907 |
1.4907 |
1.4907 |
1.4874 |
| S1 |
1.4746 |
1.4746 |
1.4851 |
1.4680 |
| S2 |
1.4614 |
1.4614 |
1.4824 |
|
| S3 |
1.4321 |
1.4453 |
1.4797 |
|
| S4 |
1.4028 |
1.4160 |
1.4717 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7314 |
1.7032 |
1.5750 |
|
| R3 |
1.6625 |
1.6343 |
1.5560 |
|
| R2 |
1.5936 |
1.5936 |
1.5497 |
|
| R1 |
1.5654 |
1.5654 |
1.5434 |
1.5795 |
| PP |
1.5247 |
1.5247 |
1.5247 |
1.5318 |
| S1 |
1.4965 |
1.4965 |
1.5308 |
1.5106 |
| S2 |
1.4558 |
1.4558 |
1.5245 |
|
| S3 |
1.3869 |
1.4276 |
1.5182 |
|
| S4 |
1.3180 |
1.3587 |
1.4992 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5530 |
1.4775 |
0.0755 |
5.1% |
0.0392 |
2.6% |
14% |
False |
True |
62,697 |
| 10 |
1.5530 |
1.4696 |
0.0834 |
5.6% |
0.0350 |
2.4% |
22% |
False |
False |
64,117 |
| 20 |
1.6166 |
1.4551 |
0.1615 |
10.9% |
0.0385 |
2.6% |
20% |
False |
False |
63,817 |
| 40 |
1.7895 |
1.4551 |
0.3344 |
22.5% |
0.0428 |
2.9% |
10% |
False |
False |
65,670 |
| 60 |
1.8624 |
1.4551 |
0.4073 |
27.4% |
0.0383 |
2.6% |
8% |
False |
False |
66,097 |
| 80 |
1.9065 |
1.4551 |
0.4514 |
30.3% |
0.0337 |
2.3% |
7% |
False |
False |
49,928 |
| 100 |
1.9923 |
1.4551 |
0.5372 |
36.1% |
0.0290 |
1.9% |
6% |
False |
False |
39,950 |
| 120 |
1.9923 |
1.4551 |
0.5372 |
36.1% |
0.0253 |
1.7% |
6% |
False |
False |
33,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6313 |
|
2.618 |
1.5835 |
|
1.618 |
1.5542 |
|
1.000 |
1.5361 |
|
0.618 |
1.5249 |
|
HIGH |
1.5068 |
|
0.618 |
1.4956 |
|
0.500 |
1.4922 |
|
0.382 |
1.4887 |
|
LOW |
1.4775 |
|
0.618 |
1.4594 |
|
1.000 |
1.4482 |
|
1.618 |
1.4301 |
|
2.618 |
1.4008 |
|
4.250 |
1.3530 |
|
|
| Fisher Pivots for day following 02-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4922 |
1.5143 |
| PP |
1.4907 |
1.5055 |
| S1 |
1.4893 |
1.4966 |
|