CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 27-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
27-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5458 |
1.5361 |
-0.0097 |
-0.6% |
1.4736 |
| High |
1.5458 |
1.5500 |
0.0042 |
0.3% |
1.5239 |
| Low |
1.5191 |
1.5361 |
0.0170 |
1.1% |
1.4724 |
| Close |
1.5303 |
1.5375 |
0.0072 |
0.5% |
1.4790 |
| Range |
0.0267 |
0.0139 |
-0.0128 |
-47.9% |
0.0515 |
| ATR |
0.0326 |
0.0317 |
-0.0009 |
-2.8% |
0.0000 |
| Volume |
1,236 |
1,236 |
0 |
0.0% |
5,081 |
|
| Daily Pivots for day following 27-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5829 |
1.5741 |
1.5451 |
|
| R3 |
1.5690 |
1.5602 |
1.5413 |
|
| R2 |
1.5551 |
1.5551 |
1.5400 |
|
| R1 |
1.5463 |
1.5463 |
1.5388 |
1.5507 |
| PP |
1.5412 |
1.5412 |
1.5412 |
1.5434 |
| S1 |
1.5324 |
1.5324 |
1.5362 |
1.5368 |
| S2 |
1.5273 |
1.5273 |
1.5350 |
|
| S3 |
1.5134 |
1.5185 |
1.5337 |
|
| S4 |
1.4995 |
1.5046 |
1.5299 |
|
|
| 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 |
1.4728 |
0.0816 |
5.3% |
0.0311 |
2.0% |
79% |
False |
False |
1,737 |
| 10 |
1.5544 |
1.4715 |
0.0829 |
5.4% |
0.0275 |
1.8% |
80% |
False |
False |
1,104 |
| 20 |
1.6170 |
1.4635 |
0.1535 |
10.0% |
0.0280 |
1.8% |
48% |
False |
False |
582 |
| 40 |
1.7706 |
1.4635 |
0.3071 |
20.0% |
0.0258 |
1.7% |
24% |
False |
False |
402 |
| 60 |
1.8480 |
1.4635 |
0.3845 |
25.0% |
0.0216 |
1.4% |
19% |
False |
False |
289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6091 |
|
2.618 |
1.5864 |
|
1.618 |
1.5725 |
|
1.000 |
1.5639 |
|
0.618 |
1.5586 |
|
HIGH |
1.5500 |
|
0.618 |
1.5447 |
|
0.500 |
1.5431 |
|
0.382 |
1.5414 |
|
LOW |
1.5361 |
|
0.618 |
1.5275 |
|
1.000 |
1.5222 |
|
1.618 |
1.5136 |
|
2.618 |
1.4997 |
|
4.250 |
1.4770 |
|
|
| Fisher Pivots for day following 27-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5431 |
1.5341 |
| PP |
1.5412 |
1.5306 |
| S1 |
1.5394 |
1.5272 |
|