CME British Pound Future March 2009
Trading Metrics calculated at close of trading on 05-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2008 |
05-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1.5716 |
1.5734 |
0.0018 |
0.1% |
1.5604 |
High |
1.5941 |
1.6066 |
0.0125 |
0.8% |
1.6565 |
Low |
1.5571 |
1.5734 |
0.0163 |
1.0% |
1.5330 |
Close |
1.5823 |
1.5865 |
0.0042 |
0.3% |
1.6049 |
Range |
0.0370 |
0.0332 |
-0.0038 |
-10.3% |
0.1235 |
ATR |
0.0361 |
0.0359 |
-0.0002 |
-0.6% |
0.0000 |
Volume |
9 |
47 |
38 |
422.2% |
1,118 |
|
Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6884 |
1.6707 |
1.6048 |
|
R3 |
1.6552 |
1.6375 |
1.5956 |
|
R2 |
1.6220 |
1.6220 |
1.5926 |
|
R1 |
1.6043 |
1.6043 |
1.5895 |
1.6132 |
PP |
1.5888 |
1.5888 |
1.5888 |
1.5933 |
S1 |
1.5711 |
1.5711 |
1.5835 |
1.5800 |
S2 |
1.5556 |
1.5556 |
1.5804 |
|
S3 |
1.5224 |
1.5379 |
1.5774 |
|
S4 |
1.4892 |
1.5047 |
1.5682 |
|
|
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 |
1.7477 |
2.618 |
1.6935 |
1.618 |
1.6603 |
1.000 |
1.6398 |
0.618 |
1.6271 |
HIGH |
1.6066 |
0.618 |
1.5939 |
0.500 |
1.5900 |
0.382 |
1.5861 |
LOW |
1.5734 |
0.618 |
1.5529 |
1.000 |
1.5402 |
1.618 |
1.5197 |
2.618 |
1.4865 |
4.250 |
1.4323 |
|
|
Fisher Pivots for day following 05-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1.5900 |
1.5871 |
PP |
1.5888 |
1.5869 |
S1 |
1.5877 |
1.5867 |
|