CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 14-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2008 |
14-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7297 |
1.7481 |
0.0184 |
1.1% |
1.7470 |
| High |
1.7349 |
1.7520 |
0.0171 |
1.0% |
1.7600 |
| Low |
1.7189 |
1.7395 |
0.0206 |
1.2% |
1.6799 |
| Close |
1.7212 |
1.7345 |
0.0133 |
0.8% |
1.6923 |
| Range |
0.0160 |
0.0125 |
-0.0035 |
-21.9% |
0.0801 |
| ATR |
0.0230 |
0.0235 |
0.0006 |
2.4% |
0.0000 |
| Volume |
54 |
26 |
-28 |
-51.9% |
503 |
|
| Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7795 |
1.7695 |
1.7414 |
|
| R3 |
1.7670 |
1.7570 |
1.7379 |
|
| R2 |
1.7545 |
1.7545 |
1.7368 |
|
| R1 |
1.7445 |
1.7445 |
1.7356 |
1.7433 |
| PP |
1.7420 |
1.7420 |
1.7420 |
1.7414 |
| S1 |
1.7320 |
1.7320 |
1.7334 |
1.7308 |
| S2 |
1.7295 |
1.7295 |
1.7322 |
|
| S3 |
1.7170 |
1.7195 |
1.7311 |
|
| S4 |
1.7045 |
1.7070 |
1.7276 |
|
|
| 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 |
1.8051 |
|
2.618 |
1.7847 |
|
1.618 |
1.7722 |
|
1.000 |
1.7645 |
|
0.618 |
1.7597 |
|
HIGH |
1.7520 |
|
0.618 |
1.7472 |
|
0.500 |
1.7458 |
|
0.382 |
1.7443 |
|
LOW |
1.7395 |
|
0.618 |
1.7318 |
|
1.000 |
1.7270 |
|
1.618 |
1.7193 |
|
2.618 |
1.7068 |
|
4.250 |
1.6864 |
|
|
| Fisher Pivots for day following 14-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7458 |
1.7283 |
| PP |
1.7420 |
1.7221 |
| S1 |
1.7383 |
1.7160 |
|