CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 23-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2008 |
23-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.6349 |
1.6050 |
-0.0299 |
-1.8% |
1.7297 |
| High |
1.6366 |
1.6096 |
-0.0270 |
-1.6% |
1.7520 |
| Low |
1.6075 |
1.5983 |
-0.0092 |
-0.6% |
1.7103 |
| Close |
1.6244 |
1.6029 |
-0.0215 |
-1.3% |
1.7219 |
| Range |
0.0291 |
0.0113 |
-0.0178 |
-61.2% |
0.0417 |
| ATR |
0.0276 |
0.0275 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
7 |
307 |
300 |
4,285.7% |
1,206 |
|
| Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6375 |
1.6315 |
1.6091 |
|
| R3 |
1.6262 |
1.6202 |
1.6060 |
|
| R2 |
1.6149 |
1.6149 |
1.6050 |
|
| R1 |
1.6089 |
1.6089 |
1.6039 |
1.6063 |
| PP |
1.6036 |
1.6036 |
1.6036 |
1.6023 |
| S1 |
1.5976 |
1.5976 |
1.6019 |
1.5950 |
| S2 |
1.5923 |
1.5923 |
1.6008 |
|
| S3 |
1.5810 |
1.5863 |
1.5998 |
|
| S4 |
1.5697 |
1.5750 |
1.5967 |
|
|
| 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 |
1.6576 |
|
2.618 |
1.6392 |
|
1.618 |
1.6279 |
|
1.000 |
1.6209 |
|
0.618 |
1.6166 |
|
HIGH |
1.6096 |
|
0.618 |
1.6053 |
|
0.500 |
1.6040 |
|
0.382 |
1.6026 |
|
LOW |
1.5983 |
|
0.618 |
1.5913 |
|
1.000 |
1.5870 |
|
1.618 |
1.5800 |
|
2.618 |
1.5687 |
|
4.250 |
1.5503 |
|
|
| Fisher Pivots for day following 23-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.6040 |
1.6382 |
| PP |
1.6036 |
1.6264 |
| S1 |
1.6033 |
1.6147 |
|