CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 21-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7219 |
1.6780 |
-0.0439 |
-2.5% |
1.7297 |
| High |
1.7219 |
1.6780 |
-0.0439 |
-2.5% |
1.7520 |
| Low |
1.6987 |
1.6522 |
-0.0465 |
-2.7% |
1.7103 |
| Close |
1.7014 |
1.6822 |
-0.0192 |
-1.1% |
1.7219 |
| Range |
0.0232 |
0.0258 |
0.0026 |
11.2% |
0.0417 |
| ATR |
0.0221 |
0.0240 |
0.0019 |
8.8% |
0.0000 |
| Volume |
636 |
176 |
-460 |
-72.3% |
1,206 |
|
| Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7482 |
1.7410 |
1.6964 |
|
| R3 |
1.7224 |
1.7152 |
1.6893 |
|
| R2 |
1.6966 |
1.6966 |
1.6869 |
|
| R1 |
1.6894 |
1.6894 |
1.6846 |
1.6930 |
| PP |
1.6708 |
1.6708 |
1.6708 |
1.6726 |
| S1 |
1.6636 |
1.6636 |
1.6798 |
1.6672 |
| S2 |
1.6450 |
1.6450 |
1.6775 |
|
| S3 |
1.6192 |
1.6378 |
1.6751 |
|
| S4 |
1.5934 |
1.6120 |
1.6680 |
|
|
| 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 |
1.7877 |
|
2.618 |
1.7455 |
|
1.618 |
1.7197 |
|
1.000 |
1.7038 |
|
0.618 |
1.6939 |
|
HIGH |
1.6780 |
|
0.618 |
1.6681 |
|
0.500 |
1.6651 |
|
0.382 |
1.6621 |
|
LOW |
1.6522 |
|
0.618 |
1.6363 |
|
1.000 |
1.6264 |
|
1.618 |
1.6105 |
|
2.618 |
1.5847 |
|
4.250 |
1.5426 |
|
|
| Fisher Pivots for day following 21-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.6765 |
1.6874 |
| PP |
1.6708 |
1.6856 |
| S1 |
1.6651 |
1.6839 |
|