CME British Pound Future December 2008
Trading Metrics calculated at close of trading on 05-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2008 |
05-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
1.4781 |
1.4680 |
-0.0101 |
-0.7% |
1.5371 |
High |
1.4814 |
1.4775 |
-0.0039 |
-0.3% |
1.5399 |
Low |
1.4468 |
1.4518 |
0.0050 |
0.3% |
1.4468 |
Close |
1.4746 |
1.4705 |
-0.0041 |
-0.3% |
1.4705 |
Range |
0.0346 |
0.0257 |
-0.0089 |
-25.7% |
0.0931 |
ATR |
0.0390 |
0.0381 |
-0.0010 |
-2.4% |
0.0000 |
Volume |
47,387 |
70,352 |
22,965 |
48.5% |
293,694 |
|
Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5437 |
1.5328 |
1.4846 |
|
R3 |
1.5180 |
1.5071 |
1.4776 |
|
R2 |
1.4923 |
1.4923 |
1.4752 |
|
R1 |
1.4814 |
1.4814 |
1.4729 |
1.4869 |
PP |
1.4666 |
1.4666 |
1.4666 |
1.4693 |
S1 |
1.4557 |
1.4557 |
1.4681 |
1.4612 |
S2 |
1.4409 |
1.4409 |
1.4658 |
|
S3 |
1.4152 |
1.4300 |
1.4634 |
|
S4 |
1.3895 |
1.4043 |
1.4564 |
|
|
Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7650 |
1.7109 |
1.5217 |
|
R3 |
1.6719 |
1.6178 |
1.4961 |
|
R2 |
1.5788 |
1.5788 |
1.4876 |
|
R1 |
1.5247 |
1.5247 |
1.4790 |
1.5052 |
PP |
1.4857 |
1.4857 |
1.4857 |
1.4760 |
S1 |
1.4316 |
1.4316 |
1.4620 |
1.4121 |
S2 |
1.3926 |
1.3926 |
1.4534 |
|
S3 |
1.2995 |
1.3385 |
1.4449 |
|
S4 |
1.2064 |
1.2454 |
1.4193 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5399 |
1.4468 |
0.0931 |
6.3% |
0.0352 |
2.4% |
25% |
False |
False |
58,738 |
10 |
1.5530 |
1.4468 |
0.1062 |
7.2% |
0.0355 |
2.4% |
22% |
False |
False |
63,055 |
20 |
1.5860 |
1.4468 |
0.1392 |
9.5% |
0.0357 |
2.4% |
17% |
False |
False |
62,997 |
40 |
1.7590 |
1.4468 |
0.3122 |
21.2% |
0.0417 |
2.8% |
8% |
False |
False |
64,580 |
60 |
1.8624 |
1.4468 |
0.4156 |
28.3% |
0.0389 |
2.6% |
6% |
False |
False |
67,686 |
80 |
1.8636 |
1.4468 |
0.4168 |
28.3% |
0.0341 |
2.3% |
6% |
False |
False |
52,180 |
100 |
1.9831 |
1.4468 |
0.5363 |
36.5% |
0.0296 |
2.0% |
4% |
False |
False |
41,755 |
120 |
1.9923 |
1.4468 |
0.5455 |
37.1% |
0.0258 |
1.8% |
4% |
False |
False |
34,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5867 |
2.618 |
1.5448 |
1.618 |
1.5191 |
1.000 |
1.5032 |
0.618 |
1.4934 |
HIGH |
1.4775 |
0.618 |
1.4677 |
0.500 |
1.4647 |
0.382 |
1.4616 |
LOW |
1.4518 |
0.618 |
1.4359 |
1.000 |
1.4261 |
1.618 |
1.4102 |
2.618 |
1.3845 |
4.250 |
1.3426 |
|
|
Fisher Pivots for day following 05-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
1.4686 |
1.4704 |
PP |
1.4666 |
1.4702 |
S1 |
1.4647 |
1.4701 |
|