CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 15-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2008 |
15-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7481 |
1.7464 |
-0.0017 |
-0.1% |
1.7470 |
| High |
1.7520 |
1.7464 |
-0.0056 |
-0.3% |
1.7600 |
| Low |
1.7395 |
1.7220 |
-0.0175 |
-1.0% |
1.6799 |
| Close |
1.7345 |
1.7230 |
-0.0115 |
-0.7% |
1.6923 |
| Range |
0.0125 |
0.0244 |
0.0119 |
95.2% |
0.0801 |
| ATR |
0.0235 |
0.0236 |
0.0001 |
0.3% |
0.0000 |
| Volume |
26 |
490 |
464 |
1,784.6% |
503 |
|
| Daily Pivots for day following 15-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8037 |
1.7877 |
1.7364 |
|
| R3 |
1.7793 |
1.7633 |
1.7297 |
|
| R2 |
1.7549 |
1.7549 |
1.7275 |
|
| R1 |
1.7389 |
1.7389 |
1.7252 |
1.7347 |
| PP |
1.7305 |
1.7305 |
1.7305 |
1.7284 |
| S1 |
1.7145 |
1.7145 |
1.7208 |
1.7103 |
| S2 |
1.7061 |
1.7061 |
1.7185 |
|
| S3 |
1.6817 |
1.6901 |
1.7163 |
|
| S4 |
1.6573 |
1.6657 |
1.7096 |
|
|
| 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 |
1.8501 |
|
2.618 |
1.8103 |
|
1.618 |
1.7859 |
|
1.000 |
1.7708 |
|
0.618 |
1.7615 |
|
HIGH |
1.7464 |
|
0.618 |
1.7371 |
|
0.500 |
1.7342 |
|
0.382 |
1.7313 |
|
LOW |
1.7220 |
|
0.618 |
1.7069 |
|
1.000 |
1.6976 |
|
1.618 |
1.6825 |
|
2.618 |
1.6581 |
|
4.250 |
1.6183 |
|
|
| Fisher Pivots for day following 15-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7342 |
1.7355 |
| PP |
1.7305 |
1.7313 |
| S1 |
1.7267 |
1.7272 |
|