CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 28-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2008 |
28-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5604 |
1.5350 |
-0.0254 |
-1.6% |
1.7219 |
| High |
1.5632 |
1.5850 |
0.0218 |
1.4% |
1.7219 |
| Low |
1.5330 |
1.5350 |
0.0020 |
0.1% |
1.5332 |
| Close |
1.5571 |
1.5696 |
0.0125 |
0.8% |
1.5785 |
| Range |
0.0302 |
0.0500 |
0.0198 |
65.6% |
0.1887 |
| ATR |
0.0316 |
0.0329 |
0.0013 |
4.2% |
0.0000 |
| Volume |
20 |
64 |
44 |
220.0% |
1,526 |
|
| Daily Pivots for day following 28-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7132 |
1.6914 |
1.5971 |
|
| R3 |
1.6632 |
1.6414 |
1.5834 |
|
| R2 |
1.6132 |
1.6132 |
1.5788 |
|
| R1 |
1.5914 |
1.5914 |
1.5742 |
1.6023 |
| PP |
1.5632 |
1.5632 |
1.5632 |
1.5687 |
| S1 |
1.5414 |
1.5414 |
1.5650 |
1.5523 |
| S2 |
1.5132 |
1.5132 |
1.5604 |
|
| S3 |
1.4632 |
1.4914 |
1.5559 |
|
| S4 |
1.4132 |
1.4414 |
1.5421 |
|
|
| 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 |
1.7975 |
|
2.618 |
1.7159 |
|
1.618 |
1.6659 |
|
1.000 |
1.6350 |
|
0.618 |
1.6159 |
|
HIGH |
1.5850 |
|
0.618 |
1.5659 |
|
0.500 |
1.5600 |
|
0.382 |
1.5541 |
|
LOW |
1.5350 |
|
0.618 |
1.5041 |
|
1.000 |
1.4850 |
|
1.618 |
1.4541 |
|
2.618 |
1.4041 |
|
4.250 |
1.3225 |
|
|
| Fisher Pivots for day following 28-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5664 |
1.5661 |
| PP |
1.5632 |
1.5625 |
| S1 |
1.5600 |
1.5590 |
|