CME British Pound Future March 2009
Trading Metrics calculated at close of trading on 06-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1.5734 |
1.5761 |
0.0027 |
0.2% |
1.5604 |
High |
1.6066 |
1.5839 |
-0.0227 |
-1.4% |
1.6565 |
Low |
1.5734 |
1.5619 |
-0.0115 |
-0.7% |
1.5330 |
Close |
1.5865 |
1.5680 |
-0.0185 |
-1.2% |
1.6049 |
Range |
0.0332 |
0.0220 |
-0.0112 |
-33.7% |
0.1235 |
ATR |
0.0359 |
0.0351 |
-0.0008 |
-2.2% |
0.0000 |
Volume |
47 |
58 |
11 |
23.4% |
1,118 |
|
Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6373 |
1.6246 |
1.5801 |
|
R3 |
1.6153 |
1.6026 |
1.5741 |
|
R2 |
1.5933 |
1.5933 |
1.5720 |
|
R1 |
1.5806 |
1.5806 |
1.5700 |
1.5760 |
PP |
1.5713 |
1.5713 |
1.5713 |
1.5689 |
S1 |
1.5586 |
1.5586 |
1.5660 |
1.5540 |
S2 |
1.5493 |
1.5493 |
1.5640 |
|
S3 |
1.5273 |
1.5366 |
1.5620 |
|
S4 |
1.5053 |
1.5146 |
1.5559 |
|
|
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 |
1.6774 |
2.618 |
1.6415 |
1.618 |
1.6195 |
1.000 |
1.6059 |
0.618 |
1.5975 |
HIGH |
1.5839 |
0.618 |
1.5755 |
0.500 |
1.5729 |
0.382 |
1.5703 |
LOW |
1.5619 |
0.618 |
1.5483 |
1.000 |
1.5399 |
1.618 |
1.5263 |
2.618 |
1.5043 |
4.250 |
1.4684 |
|
|
Fisher Pivots for day following 06-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1.5729 |
1.5819 |
PP |
1.5713 |
1.5772 |
S1 |
1.5696 |
1.5726 |
|