CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 02-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2008 |
02-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5381 |
1.4926 |
-0.0455 |
-3.0% |
1.4909 |
| High |
1.5402 |
1.5091 |
-0.0311 |
-2.0% |
1.5544 |
| Low |
1.4825 |
1.4799 |
-0.0026 |
-0.2% |
1.4901 |
| Close |
1.4924 |
1.4895 |
-0.0029 |
-0.2% |
1.5383 |
| Range |
0.0577 |
0.0292 |
-0.0285 |
-49.4% |
0.0643 |
| ATR |
0.0328 |
0.0325 |
-0.0003 |
-0.8% |
0.0000 |
| Volume |
366 |
1,140 |
774 |
211.5% |
6,116 |
|
| Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5804 |
1.5642 |
1.5056 |
|
| R3 |
1.5512 |
1.5350 |
1.4975 |
|
| R2 |
1.5220 |
1.5220 |
1.4949 |
|
| R1 |
1.5058 |
1.5058 |
1.4922 |
1.4993 |
| PP |
1.4928 |
1.4928 |
1.4928 |
1.4896 |
| S1 |
1.4766 |
1.4766 |
1.4868 |
1.4701 |
| S2 |
1.4636 |
1.4636 |
1.4841 |
|
| S3 |
1.4344 |
1.4474 |
1.4815 |
|
| S4 |
1.4052 |
1.4182 |
1.4734 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7205 |
1.6937 |
1.5737 |
|
| R3 |
1.6562 |
1.6294 |
1.5560 |
|
| R2 |
1.5919 |
1.5919 |
1.5501 |
|
| R1 |
1.5651 |
1.5651 |
1.5442 |
1.5785 |
| PP |
1.5276 |
1.5276 |
1.5276 |
1.5343 |
| S1 |
1.5008 |
1.5008 |
1.5324 |
1.5142 |
| S2 |
1.4633 |
1.4633 |
1.5265 |
|
| S3 |
1.3990 |
1.4365 |
1.5206 |
|
| S4 |
1.3347 |
1.3722 |
1.5029 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5500 |
1.4799 |
0.0701 |
4.7% |
0.0295 |
2.0% |
14% |
False |
True |
858 |
| 10 |
1.5544 |
1.4724 |
0.0820 |
5.5% |
0.0319 |
2.1% |
21% |
False |
False |
1,222 |
| 20 |
1.6066 |
1.4635 |
0.1431 |
9.6% |
0.0282 |
1.9% |
18% |
False |
False |
668 |
| 40 |
1.7600 |
1.4635 |
0.2965 |
19.9% |
0.0270 |
1.8% |
9% |
False |
False |
436 |
| 60 |
1.8480 |
1.4635 |
0.3845 |
25.8% |
0.0232 |
1.6% |
7% |
False |
False |
319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6332 |
|
2.618 |
1.5855 |
|
1.618 |
1.5563 |
|
1.000 |
1.5383 |
|
0.618 |
1.5271 |
|
HIGH |
1.5091 |
|
0.618 |
1.4979 |
|
0.500 |
1.4945 |
|
0.382 |
1.4911 |
|
LOW |
1.4799 |
|
0.618 |
1.4619 |
|
1.000 |
1.4507 |
|
1.618 |
1.4327 |
|
2.618 |
1.4035 |
|
4.250 |
1.3558 |
|
|
| Fisher Pivots for day following 02-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4945 |
1.5150 |
| PP |
1.4928 |
1.5065 |
| S1 |
1.4912 |
1.4980 |
|