CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 31-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2008 |
31-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.6521 |
1.6117 |
-0.0404 |
-2.4% |
1.5604 |
| High |
1.6565 |
1.6169 |
-0.0396 |
-2.4% |
1.6565 |
| Low |
1.6402 |
1.5984 |
-0.0418 |
-2.5% |
1.5330 |
| Close |
1.6357 |
1.6049 |
-0.0308 |
-1.9% |
1.6049 |
| Range |
0.0163 |
0.0185 |
0.0022 |
13.5% |
0.1235 |
| ATR |
0.0350 |
0.0352 |
0.0002 |
0.5% |
0.0000 |
| Volume |
139 |
15 |
-124 |
-89.2% |
1,118 |
|
| Daily Pivots for day following 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6622 |
1.6521 |
1.6151 |
|
| R3 |
1.6437 |
1.6336 |
1.6100 |
|
| R2 |
1.6252 |
1.6252 |
1.6083 |
|
| R1 |
1.6151 |
1.6151 |
1.6066 |
1.6109 |
| PP |
1.6067 |
1.6067 |
1.6067 |
1.6047 |
| S1 |
1.5966 |
1.5966 |
1.6032 |
1.5924 |
| S2 |
1.5882 |
1.5882 |
1.6015 |
|
| S3 |
1.5697 |
1.5781 |
1.5998 |
|
| S4 |
1.5512 |
1.5596 |
1.5947 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9686 |
1.9103 |
1.6728 |
|
| R3 |
1.8451 |
1.7868 |
1.6389 |
|
| R2 |
1.7216 |
1.7216 |
1.6275 |
|
| R1 |
1.6633 |
1.6633 |
1.6162 |
1.6925 |
| PP |
1.5981 |
1.5981 |
1.5981 |
1.6127 |
| S1 |
1.5398 |
1.5398 |
1.5936 |
1.5690 |
| S2 |
1.4746 |
1.4746 |
1.5823 |
|
| S3 |
1.3511 |
1.4163 |
1.5709 |
|
| S4 |
1.2276 |
1.2928 |
1.5370 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6955 |
|
2.618 |
1.6653 |
|
1.618 |
1.6468 |
|
1.000 |
1.6354 |
|
0.618 |
1.6283 |
|
HIGH |
1.6169 |
|
0.618 |
1.6098 |
|
0.500 |
1.6077 |
|
0.382 |
1.6055 |
|
LOW |
1.5984 |
|
0.618 |
1.5870 |
|
1.000 |
1.5799 |
|
1.618 |
1.5685 |
|
2.618 |
1.5500 |
|
4.250 |
1.5198 |
|
|
| Fisher Pivots for day following 31-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.6077 |
1.6248 |
| PP |
1.6067 |
1.6182 |
| S1 |
1.6058 |
1.6115 |
|