CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 13-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2008 |
13-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.6808 |
1.7297 |
0.0489 |
2.9% |
1.7470 |
| High |
1.6994 |
1.7349 |
0.0355 |
2.1% |
1.7600 |
| Low |
1.6799 |
1.7189 |
0.0390 |
2.3% |
1.6799 |
| Close |
1.6923 |
1.7212 |
0.0289 |
1.7% |
1.6923 |
| Range |
0.0195 |
0.0160 |
-0.0035 |
-17.9% |
0.0801 |
| ATR |
0.0214 |
0.0230 |
0.0015 |
7.0% |
0.0000 |
| Volume |
24 |
54 |
30 |
125.0% |
503 |
|
| Daily Pivots for day following 13-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7730 |
1.7631 |
1.7300 |
|
| R3 |
1.7570 |
1.7471 |
1.7256 |
|
| R2 |
1.7410 |
1.7410 |
1.7241 |
|
| R1 |
1.7311 |
1.7311 |
1.7227 |
1.7281 |
| PP |
1.7250 |
1.7250 |
1.7250 |
1.7235 |
| S1 |
1.7151 |
1.7151 |
1.7197 |
1.7121 |
| S2 |
1.7090 |
1.7090 |
1.7183 |
|
| S3 |
1.6930 |
1.6991 |
1.7168 |
|
| S4 |
1.6770 |
1.6831 |
1.7124 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9510 |
1.9018 |
1.7364 |
|
| R3 |
1.8709 |
1.8217 |
1.7143 |
|
| R2 |
1.7908 |
1.7908 |
1.7070 |
|
| R1 |
1.7416 |
1.7416 |
1.6996 |
1.7262 |
| PP |
1.7107 |
1.7107 |
1.7107 |
1.7030 |
| S1 |
1.6615 |
1.6615 |
1.6850 |
1.6461 |
| S2 |
1.6306 |
1.6306 |
1.6776 |
|
| S3 |
1.5505 |
1.5814 |
1.6703 |
|
| S4 |
1.4704 |
1.5013 |
1.6482 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8029 |
|
2.618 |
1.7768 |
|
1.618 |
1.7608 |
|
1.000 |
1.7509 |
|
0.618 |
1.7448 |
|
HIGH |
1.7349 |
|
0.618 |
1.7288 |
|
0.500 |
1.7269 |
|
0.382 |
1.7250 |
|
LOW |
1.7189 |
|
0.618 |
1.7090 |
|
1.000 |
1.7029 |
|
1.618 |
1.6930 |
|
2.618 |
1.6770 |
|
4.250 |
1.6509 |
|
|
| Fisher Pivots for day following 13-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7269 |
1.7166 |
| PP |
1.7250 |
1.7120 |
| S1 |
1.7231 |
1.7074 |
|