CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 22-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2008 |
22-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.6780 |
1.6349 |
-0.0431 |
-2.6% |
1.7297 |
| High |
1.6780 |
1.6366 |
-0.0414 |
-2.5% |
1.7520 |
| Low |
1.6522 |
1.6075 |
-0.0447 |
-2.7% |
1.7103 |
| Close |
1.6822 |
1.6244 |
-0.0578 |
-3.4% |
1.7219 |
| Range |
0.0258 |
0.0291 |
0.0033 |
12.8% |
0.0417 |
| ATR |
0.0240 |
0.0276 |
0.0036 |
15.1% |
0.0000 |
| Volume |
176 |
7 |
-169 |
-96.0% |
1,206 |
|
| Daily Pivots for day following 22-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7101 |
1.6964 |
1.6404 |
|
| R3 |
1.6810 |
1.6673 |
1.6324 |
|
| R2 |
1.6519 |
1.6519 |
1.6297 |
|
| R1 |
1.6382 |
1.6382 |
1.6271 |
1.6305 |
| PP |
1.6228 |
1.6228 |
1.6228 |
1.6190 |
| S1 |
1.6091 |
1.6091 |
1.6217 |
1.6014 |
| S2 |
1.5937 |
1.5937 |
1.6191 |
|
| S3 |
1.5646 |
1.5800 |
1.6164 |
|
| S4 |
1.5355 |
1.5509 |
1.6084 |
|
|
| 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 |
1.7603 |
|
2.618 |
1.7128 |
|
1.618 |
1.6837 |
|
1.000 |
1.6657 |
|
0.618 |
1.6546 |
|
HIGH |
1.6366 |
|
0.618 |
1.6255 |
|
0.500 |
1.6221 |
|
0.382 |
1.6186 |
|
LOW |
1.6075 |
|
0.618 |
1.5895 |
|
1.000 |
1.5784 |
|
1.618 |
1.5604 |
|
2.618 |
1.5313 |
|
4.250 |
1.4838 |
|
|
| Fisher Pivots for day following 22-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.6236 |
1.6647 |
| PP |
1.6228 |
1.6513 |
| S1 |
1.6221 |
1.6378 |
|