CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 19-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2008 |
19-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4995 |
1.4926 |
-0.0069 |
-0.5% |
1.5725 |
| High |
1.5013 |
1.5239 |
0.0226 |
1.5% |
1.5726 |
| Low |
1.4898 |
1.4926 |
0.0028 |
0.2% |
1.4635 |
| Close |
1.4902 |
1.5021 |
0.0119 |
0.8% |
1.4939 |
| Range |
0.0115 |
0.0313 |
0.0198 |
172.2% |
0.1091 |
| ATR |
0.0306 |
0.0308 |
0.0002 |
0.7% |
0.0000 |
| Volume |
94 |
43 |
-51 |
-54.3% |
482 |
|
| Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6001 |
1.5824 |
1.5193 |
|
| R3 |
1.5688 |
1.5511 |
1.5107 |
|
| R2 |
1.5375 |
1.5375 |
1.5078 |
|
| R1 |
1.5198 |
1.5198 |
1.5050 |
1.5287 |
| PP |
1.5062 |
1.5062 |
1.5062 |
1.5106 |
| S1 |
1.4885 |
1.4885 |
1.4992 |
1.4974 |
| S2 |
1.4749 |
1.4749 |
1.4964 |
|
| S3 |
1.4436 |
1.4572 |
1.4935 |
|
| S4 |
1.4123 |
1.4259 |
1.4849 |
|
|
| 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 |
1.6569 |
|
2.618 |
1.6058 |
|
1.618 |
1.5745 |
|
1.000 |
1.5552 |
|
0.618 |
1.5432 |
|
HIGH |
1.5239 |
|
0.618 |
1.5119 |
|
0.500 |
1.5083 |
|
0.382 |
1.5046 |
|
LOW |
1.4926 |
|
0.618 |
1.4733 |
|
1.000 |
1.4613 |
|
1.618 |
1.4420 |
|
2.618 |
1.4107 |
|
4.250 |
1.3596 |
|
|
| Fisher Pivots for day following 19-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5083 |
1.5010 |
| PP |
1.5062 |
1.4999 |
| S1 |
1.5042 |
1.4988 |
|