CME British Pound Future March 2009
Trading Metrics calculated at close of trading on 18-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2008 |
18-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1.4736 |
1.4995 |
0.0259 |
1.8% |
1.5725 |
High |
1.5034 |
1.5013 |
-0.0021 |
-0.1% |
1.5726 |
Low |
1.4736 |
1.4898 |
0.0162 |
1.1% |
1.4635 |
Close |
1.5018 |
1.4902 |
-0.0116 |
-0.8% |
1.4939 |
Range |
0.0298 |
0.0115 |
-0.0183 |
-61.4% |
0.1091 |
ATR |
0.0320 |
0.0306 |
-0.0014 |
-4.5% |
0.0000 |
Volume |
386 |
94 |
-292 |
-75.6% |
482 |
|
Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5283 |
1.5207 |
1.4965 |
|
R3 |
1.5168 |
1.5092 |
1.4934 |
|
R2 |
1.5053 |
1.5053 |
1.4923 |
|
R1 |
1.4977 |
1.4977 |
1.4913 |
1.4958 |
PP |
1.4938 |
1.4938 |
1.4938 |
1.4928 |
S1 |
1.4862 |
1.4862 |
1.4891 |
1.4843 |
S2 |
1.4823 |
1.4823 |
1.4881 |
|
S3 |
1.4708 |
1.4747 |
1.4870 |
|
S4 |
1.4593 |
1.4632 |
1.4839 |
|
|
Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.8373 |
1.7747 |
1.5539 |
|
R3 |
1.7282 |
1.6656 |
1.5239 |
|
R2 |
1.6191 |
1.6191 |
1.5139 |
|
R1 |
1.5565 |
1.5565 |
1.5039 |
1.5333 |
PP |
1.5100 |
1.5100 |
1.5100 |
1.4984 |
S1 |
1.4474 |
1.4474 |
1.4839 |
1.4242 |
S2 |
1.4009 |
1.4009 |
1.4739 |
|
S3 |
1.2918 |
1.3383 |
1.4639 |
|
S4 |
1.1827 |
1.2292 |
1.4339 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5502 |
2.618 |
1.5314 |
1.618 |
1.5199 |
1.000 |
1.5128 |
0.618 |
1.5084 |
HIGH |
1.5013 |
0.618 |
1.4969 |
0.500 |
1.4956 |
0.382 |
1.4942 |
LOW |
1.4898 |
0.618 |
1.4827 |
1.000 |
1.4783 |
1.618 |
1.4712 |
2.618 |
1.4597 |
4.250 |
1.4409 |
|
|
Fisher Pivots for day following 18-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1.4956 |
1.4893 |
PP |
1.4938 |
1.4884 |
S1 |
1.4920 |
1.4875 |
|