CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 26-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2008 |
26-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5149 |
1.5458 |
0.0309 |
2.0% |
1.4736 |
| High |
1.5544 |
1.5458 |
-0.0086 |
-0.6% |
1.5239 |
| Low |
1.5000 |
1.5191 |
0.0191 |
1.3% |
1.4724 |
| Close |
1.5454 |
1.5303 |
-0.0151 |
-1.0% |
1.4790 |
| Range |
0.0544 |
0.0267 |
-0.0277 |
-50.9% |
0.0515 |
| ATR |
0.0331 |
0.0326 |
-0.0005 |
-1.4% |
0.0000 |
| Volume |
452 |
1,236 |
784 |
173.5% |
5,081 |
|
| Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6118 |
1.5978 |
1.5450 |
|
| R3 |
1.5851 |
1.5711 |
1.5376 |
|
| R2 |
1.5584 |
1.5584 |
1.5352 |
|
| R1 |
1.5444 |
1.5444 |
1.5327 |
1.5381 |
| PP |
1.5317 |
1.5317 |
1.5317 |
1.5286 |
| S1 |
1.5177 |
1.5177 |
1.5279 |
1.5114 |
| S2 |
1.5050 |
1.5050 |
1.5254 |
|
| S3 |
1.4783 |
1.4910 |
1.5230 |
|
| S4 |
1.4516 |
1.4643 |
1.5156 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6463 |
1.6141 |
1.5073 |
|
| R3 |
1.5948 |
1.5626 |
1.4932 |
|
| R2 |
1.5433 |
1.5433 |
1.4884 |
|
| R1 |
1.5111 |
1.5111 |
1.4837 |
1.5272 |
| PP |
1.4918 |
1.4918 |
1.4918 |
1.4998 |
| S1 |
1.4596 |
1.4596 |
1.4743 |
1.4757 |
| S2 |
1.4403 |
1.4403 |
1.4696 |
|
| S3 |
1.3888 |
1.4081 |
1.4648 |
|
| S4 |
1.3373 |
1.3566 |
1.4507 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5544 |
1.4724 |
0.0820 |
5.4% |
0.0333 |
2.2% |
71% |
False |
False |
1,824 |
| 10 |
1.5544 |
1.4635 |
0.0909 |
5.9% |
0.0290 |
1.9% |
73% |
False |
False |
1,001 |
| 20 |
1.6565 |
1.4635 |
0.1930 |
12.6% |
0.0281 |
1.8% |
35% |
False |
False |
527 |
| 40 |
1.7706 |
1.4635 |
0.3071 |
20.1% |
0.0258 |
1.7% |
22% |
False |
False |
377 |
| 60 |
1.8480 |
1.4635 |
0.3845 |
25.1% |
0.0214 |
1.4% |
17% |
False |
False |
269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6593 |
|
2.618 |
1.6157 |
|
1.618 |
1.5890 |
|
1.000 |
1.5725 |
|
0.618 |
1.5623 |
|
HIGH |
1.5458 |
|
0.618 |
1.5356 |
|
0.500 |
1.5325 |
|
0.382 |
1.5293 |
|
LOW |
1.5191 |
|
0.618 |
1.5026 |
|
1.000 |
1.4924 |
|
1.618 |
1.4759 |
|
2.618 |
1.4492 |
|
4.250 |
1.4056 |
|
|
| Fisher Pivots for day following 26-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5325 |
1.5276 |
| PP |
1.5317 |
1.5249 |
| S1 |
1.5310 |
1.5223 |
|