CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 17-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2008 |
17-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7188 |
1.7225 |
0.0037 |
0.2% |
1.7297 |
| High |
1.7205 |
1.7225 |
0.0020 |
0.1% |
1.7520 |
| Low |
1.7112 |
1.7103 |
-0.0009 |
-0.1% |
1.7103 |
| Close |
1.7204 |
1.7219 |
0.0015 |
0.1% |
1.7219 |
| Range |
0.0093 |
0.0122 |
0.0029 |
31.2% |
0.0417 |
| ATR |
0.0227 |
0.0220 |
-0.0008 |
-3.3% |
0.0000 |
| Volume |
610 |
26 |
-584 |
-95.7% |
1,206 |
|
| Daily Pivots for day following 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7548 |
1.7506 |
1.7286 |
|
| R3 |
1.7426 |
1.7384 |
1.7253 |
|
| R2 |
1.7304 |
1.7304 |
1.7241 |
|
| R1 |
1.7262 |
1.7262 |
1.7230 |
1.7222 |
| PP |
1.7182 |
1.7182 |
1.7182 |
1.7163 |
| S1 |
1.7140 |
1.7140 |
1.7208 |
1.7100 |
| S2 |
1.7060 |
1.7060 |
1.7197 |
|
| S3 |
1.6938 |
1.7018 |
1.7185 |
|
| S4 |
1.6816 |
1.6896 |
1.7152 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8532 |
1.8292 |
1.7448 |
|
| R3 |
1.8115 |
1.7875 |
1.7334 |
|
| R2 |
1.7698 |
1.7698 |
1.7295 |
|
| R1 |
1.7458 |
1.7458 |
1.7257 |
1.7370 |
| PP |
1.7281 |
1.7281 |
1.7281 |
1.7236 |
| S1 |
1.7041 |
1.7041 |
1.7181 |
1.6953 |
| S2 |
1.6864 |
1.6864 |
1.7143 |
|
| S3 |
1.6447 |
1.6624 |
1.7104 |
|
| S4 |
1.6030 |
1.6207 |
1.6990 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7744 |
|
2.618 |
1.7544 |
|
1.618 |
1.7422 |
|
1.000 |
1.7347 |
|
0.618 |
1.7300 |
|
HIGH |
1.7225 |
|
0.618 |
1.7178 |
|
0.500 |
1.7164 |
|
0.382 |
1.7150 |
|
LOW |
1.7103 |
|
0.618 |
1.7028 |
|
1.000 |
1.6981 |
|
1.618 |
1.6906 |
|
2.618 |
1.6784 |
|
4.250 |
1.6585 |
|
|
| Fisher Pivots for day following 17-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7201 |
1.7284 |
| PP |
1.7182 |
1.7262 |
| S1 |
1.7164 |
1.7241 |
|