CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 08-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4680 |
1.4737 |
0.0057 |
0.4% |
1.5371 |
| High |
1.4775 |
1.5046 |
0.0271 |
1.8% |
1.5399 |
| Low |
1.4518 |
1.4691 |
0.0173 |
1.2% |
1.4468 |
| Close |
1.4705 |
1.4940 |
0.0235 |
1.6% |
1.4705 |
| Range |
0.0257 |
0.0355 |
0.0098 |
38.1% |
0.0931 |
| ATR |
0.0381 |
0.0379 |
-0.0002 |
-0.5% |
0.0000 |
| Volume |
70,352 |
49,874 |
-20,478 |
-29.1% |
293,694 |
|
| Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5957 |
1.5804 |
1.5135 |
|
| R3 |
1.5602 |
1.5449 |
1.5038 |
|
| R2 |
1.5247 |
1.5247 |
1.5005 |
|
| R1 |
1.5094 |
1.5094 |
1.4973 |
1.5171 |
| PP |
1.4892 |
1.4892 |
1.4892 |
1.4931 |
| S1 |
1.4739 |
1.4739 |
1.4907 |
1.4816 |
| S2 |
1.4537 |
1.4537 |
1.4875 |
|
| S3 |
1.4182 |
1.4384 |
1.4842 |
|
| S4 |
1.3827 |
1.4029 |
1.4745 |
|
|
| 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 |
1.5068 |
1.4468 |
0.0600 |
4.0% |
0.0304 |
2.0% |
79% |
False |
False |
58,562 |
| 10 |
1.5530 |
1.4468 |
0.1062 |
7.1% |
0.0354 |
2.4% |
44% |
False |
False |
60,952 |
| 20 |
1.5860 |
1.4468 |
0.1392 |
9.3% |
0.0357 |
2.4% |
34% |
False |
False |
61,342 |
| 40 |
1.7590 |
1.4468 |
0.3122 |
20.9% |
0.0416 |
2.8% |
15% |
False |
False |
64,284 |
| 60 |
1.8624 |
1.4468 |
0.4156 |
27.8% |
0.0388 |
2.6% |
11% |
False |
False |
67,378 |
| 80 |
1.8636 |
1.4468 |
0.4168 |
27.9% |
0.0343 |
2.3% |
11% |
False |
False |
52,797 |
| 100 |
1.9817 |
1.4468 |
0.5349 |
35.8% |
0.0298 |
2.0% |
9% |
False |
False |
42,253 |
| 120 |
1.9923 |
1.4468 |
0.5455 |
36.5% |
0.0260 |
1.7% |
9% |
False |
False |
35,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6555 |
|
2.618 |
1.5975 |
|
1.618 |
1.5620 |
|
1.000 |
1.5401 |
|
0.618 |
1.5265 |
|
HIGH |
1.5046 |
|
0.618 |
1.4910 |
|
0.500 |
1.4869 |
|
0.382 |
1.4827 |
|
LOW |
1.4691 |
|
0.618 |
1.4472 |
|
1.000 |
1.4336 |
|
1.618 |
1.4117 |
|
2.618 |
1.3762 |
|
4.250 |
1.3182 |
|
|
| Fisher Pivots for day following 08-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4916 |
1.4879 |
| PP |
1.4892 |
1.4818 |
| S1 |
1.4869 |
1.4757 |
|