CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 03-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2008 |
03-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4926 |
1.4915 |
-0.0011 |
-0.1% |
1.4909 |
| High |
1.5091 |
1.4930 |
-0.0161 |
-1.1% |
1.5544 |
| Low |
1.4799 |
1.4681 |
-0.0118 |
-0.8% |
1.4901 |
| Close |
1.4895 |
1.4734 |
-0.0161 |
-1.1% |
1.5383 |
| Range |
0.0292 |
0.0249 |
-0.0043 |
-14.7% |
0.0643 |
| ATR |
0.0325 |
0.0320 |
-0.0005 |
-1.7% |
0.0000 |
| Volume |
1,140 |
2,036 |
896 |
78.6% |
6,116 |
|
| Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5529 |
1.5380 |
1.4871 |
|
| R3 |
1.5280 |
1.5131 |
1.4802 |
|
| R2 |
1.5031 |
1.5031 |
1.4780 |
|
| R1 |
1.4882 |
1.4882 |
1.4757 |
1.4832 |
| PP |
1.4782 |
1.4782 |
1.4782 |
1.4757 |
| S1 |
1.4633 |
1.4633 |
1.4711 |
1.4583 |
| S2 |
1.4533 |
1.4533 |
1.4688 |
|
| S3 |
1.4284 |
1.4384 |
1.4666 |
|
| S4 |
1.4035 |
1.4135 |
1.4597 |
|
|
| 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 |
1.4681 |
0.0819 |
5.6% |
0.0292 |
2.0% |
6% |
False |
True |
1,018 |
| 10 |
1.5544 |
1.4681 |
0.0863 |
5.9% |
0.0312 |
2.1% |
6% |
False |
True |
1,421 |
| 20 |
1.5839 |
1.4635 |
0.1204 |
8.2% |
0.0278 |
1.9% |
8% |
False |
False |
768 |
| 40 |
1.7520 |
1.4635 |
0.2885 |
19.6% |
0.0268 |
1.8% |
3% |
False |
False |
487 |
| 60 |
1.8480 |
1.4635 |
0.3845 |
26.1% |
0.0236 |
1.6% |
3% |
False |
False |
353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5988 |
|
2.618 |
1.5582 |
|
1.618 |
1.5333 |
|
1.000 |
1.5179 |
|
0.618 |
1.5084 |
|
HIGH |
1.4930 |
|
0.618 |
1.4835 |
|
0.500 |
1.4806 |
|
0.382 |
1.4776 |
|
LOW |
1.4681 |
|
0.618 |
1.4527 |
|
1.000 |
1.4432 |
|
1.618 |
1.4278 |
|
2.618 |
1.4029 |
|
4.250 |
1.3623 |
|
|
| Fisher Pivots for day following 03-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4806 |
1.5042 |
| PP |
1.4782 |
1.4939 |
| S1 |
1.4758 |
1.4837 |
|