CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 16-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2008 |
16-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7464 |
1.7188 |
-0.0276 |
-1.6% |
1.7470 |
| High |
1.7464 |
1.7205 |
-0.0259 |
-1.5% |
1.7600 |
| Low |
1.7220 |
1.7112 |
-0.0108 |
-0.6% |
1.6799 |
| Close |
1.7230 |
1.7204 |
-0.0026 |
-0.2% |
1.6923 |
| Range |
0.0244 |
0.0093 |
-0.0151 |
-61.9% |
0.0801 |
| ATR |
0.0236 |
0.0227 |
-0.0008 |
-3.6% |
0.0000 |
| Volume |
490 |
610 |
120 |
24.5% |
503 |
|
| Daily Pivots for day following 16-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7453 |
1.7421 |
1.7255 |
|
| R3 |
1.7360 |
1.7328 |
1.7230 |
|
| R2 |
1.7267 |
1.7267 |
1.7221 |
|
| R1 |
1.7235 |
1.7235 |
1.7213 |
1.7251 |
| PP |
1.7174 |
1.7174 |
1.7174 |
1.7182 |
| S1 |
1.7142 |
1.7142 |
1.7195 |
1.7158 |
| S2 |
1.7081 |
1.7081 |
1.7187 |
|
| S3 |
1.6988 |
1.7049 |
1.7178 |
|
| S4 |
1.6895 |
1.6956 |
1.7153 |
|
|
| 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 |
1.7600 |
|
2.618 |
1.7448 |
|
1.618 |
1.7355 |
|
1.000 |
1.7298 |
|
0.618 |
1.7262 |
|
HIGH |
1.7205 |
|
0.618 |
1.7169 |
|
0.500 |
1.7159 |
|
0.382 |
1.7148 |
|
LOW |
1.7112 |
|
0.618 |
1.7055 |
|
1.000 |
1.7019 |
|
1.618 |
1.6962 |
|
2.618 |
1.6869 |
|
4.250 |
1.6717 |
|
|
| Fisher Pivots for day following 16-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7189 |
1.7316 |
| PP |
1.7174 |
1.7279 |
| S1 |
1.7159 |
1.7241 |
|