CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 24-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2008 |
24-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.6050 |
1.5737 |
-0.0313 |
-2.0% |
1.7219 |
| High |
1.6096 |
1.5796 |
-0.0300 |
-1.9% |
1.7219 |
| Low |
1.5983 |
1.5332 |
-0.0651 |
-4.1% |
1.5332 |
| Close |
1.6029 |
1.5785 |
-0.0244 |
-1.5% |
1.5785 |
| Range |
0.0113 |
0.0464 |
0.0351 |
310.6% |
0.1887 |
| ATR |
0.0275 |
0.0305 |
0.0030 |
10.9% |
0.0000 |
| Volume |
307 |
400 |
93 |
30.3% |
1,526 |
|
| Daily Pivots for day following 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7030 |
1.6871 |
1.6040 |
|
| R3 |
1.6566 |
1.6407 |
1.5913 |
|
| R2 |
1.6102 |
1.6102 |
1.5870 |
|
| R1 |
1.5943 |
1.5943 |
1.5828 |
1.6023 |
| PP |
1.5638 |
1.5638 |
1.5638 |
1.5677 |
| S1 |
1.5479 |
1.5479 |
1.5742 |
1.5559 |
| S2 |
1.5174 |
1.5174 |
1.5700 |
|
| S3 |
1.4710 |
1.5015 |
1.5657 |
|
| S4 |
1.4246 |
1.4551 |
1.5530 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1773 |
2.0666 |
1.6823 |
|
| R3 |
1.9886 |
1.8779 |
1.6304 |
|
| R2 |
1.7999 |
1.7999 |
1.6131 |
|
| R1 |
1.6892 |
1.6892 |
1.5958 |
1.6502 |
| PP |
1.6112 |
1.6112 |
1.6112 |
1.5917 |
| S1 |
1.5005 |
1.5005 |
1.5612 |
1.4615 |
| S2 |
1.4225 |
1.4225 |
1.5439 |
|
| S3 |
1.2338 |
1.3118 |
1.5266 |
|
| S4 |
1.0451 |
1.1231 |
1.4747 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7768 |
|
2.618 |
1.7011 |
|
1.618 |
1.6547 |
|
1.000 |
1.6260 |
|
0.618 |
1.6083 |
|
HIGH |
1.5796 |
|
0.618 |
1.5619 |
|
0.500 |
1.5564 |
|
0.382 |
1.5509 |
|
LOW |
1.5332 |
|
0.618 |
1.5045 |
|
1.000 |
1.4868 |
|
1.618 |
1.4581 |
|
2.618 |
1.4117 |
|
4.250 |
1.3360 |
|
|
| Fisher Pivots for day following 24-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5711 |
1.5849 |
| PP |
1.5638 |
1.5828 |
| S1 |
1.5564 |
1.5806 |
|