CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 04-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2008 |
04-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4915 |
1.4773 |
-0.0142 |
-1.0% |
1.4909 |
| High |
1.4930 |
1.4805 |
-0.0125 |
-0.8% |
1.5544 |
| Low |
1.4681 |
1.4500 |
-0.0181 |
-1.2% |
1.4901 |
| Close |
1.4734 |
1.4746 |
0.0012 |
0.1% |
1.5383 |
| Range |
0.0249 |
0.0305 |
0.0056 |
22.5% |
0.0643 |
| ATR |
0.0320 |
0.0319 |
-0.0001 |
-0.3% |
0.0000 |
| Volume |
2,036 |
1,228 |
-808 |
-39.7% |
6,116 |
|
| Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5599 |
1.5477 |
1.4914 |
|
| R3 |
1.5294 |
1.5172 |
1.4830 |
|
| R2 |
1.4989 |
1.4989 |
1.4802 |
|
| R1 |
1.4867 |
1.4867 |
1.4774 |
1.4776 |
| PP |
1.4684 |
1.4684 |
1.4684 |
1.4638 |
| S1 |
1.4562 |
1.4562 |
1.4718 |
1.4471 |
| S2 |
1.4379 |
1.4379 |
1.4690 |
|
| S3 |
1.4074 |
1.4257 |
1.4662 |
|
| S4 |
1.3769 |
1.3952 |
1.4578 |
|
|
| 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 |
1.4500 |
0.1000 |
6.8% |
0.0325 |
2.2% |
25% |
False |
True |
1,016 |
| 10 |
1.5544 |
1.4500 |
0.1044 |
7.1% |
0.0318 |
2.2% |
24% |
False |
True |
1,377 |
| 20 |
1.5753 |
1.4500 |
0.1253 |
8.5% |
0.0282 |
1.9% |
20% |
False |
True |
826 |
| 40 |
1.7520 |
1.4500 |
0.3020 |
20.5% |
0.0272 |
1.8% |
8% |
False |
True |
514 |
| 60 |
1.8480 |
1.4500 |
0.3980 |
27.0% |
0.0241 |
1.6% |
6% |
False |
True |
373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6101 |
|
2.618 |
1.5603 |
|
1.618 |
1.5298 |
|
1.000 |
1.5110 |
|
0.618 |
1.4993 |
|
HIGH |
1.4805 |
|
0.618 |
1.4688 |
|
0.500 |
1.4653 |
|
0.382 |
1.4617 |
|
LOW |
1.4500 |
|
0.618 |
1.4312 |
|
1.000 |
1.4195 |
|
1.618 |
1.4007 |
|
2.618 |
1.3702 |
|
4.250 |
1.3204 |
|
|
| Fisher Pivots for day following 04-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4715 |
1.4796 |
| PP |
1.4684 |
1.4779 |
| S1 |
1.4653 |
1.4763 |
|