CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 05-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2008 |
05-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4773 |
1.4668 |
-0.0105 |
-0.7% |
1.5381 |
| High |
1.4805 |
1.4743 |
-0.0062 |
-0.4% |
1.5402 |
| Low |
1.4500 |
1.4533 |
0.0033 |
0.2% |
1.4500 |
| Close |
1.4746 |
1.4696 |
-0.0050 |
-0.3% |
1.4696 |
| Range |
0.0305 |
0.0210 |
-0.0095 |
-31.1% |
0.0902 |
| ATR |
0.0319 |
0.0311 |
-0.0008 |
-2.4% |
0.0000 |
| Volume |
1,228 |
4,279 |
3,051 |
248.5% |
9,049 |
|
| Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5287 |
1.5202 |
1.4812 |
|
| R3 |
1.5077 |
1.4992 |
1.4754 |
|
| R2 |
1.4867 |
1.4867 |
1.4735 |
|
| R1 |
1.4782 |
1.4782 |
1.4715 |
1.4825 |
| PP |
1.4657 |
1.4657 |
1.4657 |
1.4679 |
| S1 |
1.4572 |
1.4572 |
1.4677 |
1.4615 |
| S2 |
1.4447 |
1.4447 |
1.4658 |
|
| S3 |
1.4237 |
1.4362 |
1.4638 |
|
| S4 |
1.4027 |
1.4152 |
1.4581 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7572 |
1.7036 |
1.5192 |
|
| R3 |
1.6670 |
1.6134 |
1.4944 |
|
| R2 |
1.5768 |
1.5768 |
1.4861 |
|
| R1 |
1.5232 |
1.5232 |
1.4779 |
1.5049 |
| PP |
1.4866 |
1.4866 |
1.4866 |
1.4775 |
| S1 |
1.4330 |
1.4330 |
1.4613 |
1.4147 |
| S2 |
1.3964 |
1.3964 |
1.4531 |
|
| S3 |
1.3062 |
1.3428 |
1.4448 |
|
| S4 |
1.2160 |
1.2526 |
1.4200 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5402 |
1.4500 |
0.0902 |
6.1% |
0.0327 |
2.2% |
22% |
False |
False |
1,809 |
| 10 |
1.5544 |
1.4500 |
0.1044 |
7.1% |
0.0307 |
2.1% |
19% |
False |
False |
1,516 |
| 20 |
1.5726 |
1.4500 |
0.1226 |
8.3% |
0.0280 |
1.9% |
16% |
False |
False |
1,036 |
| 40 |
1.7520 |
1.4500 |
0.3020 |
20.5% |
0.0272 |
1.9% |
6% |
False |
False |
621 |
| 60 |
1.8480 |
1.4500 |
0.3980 |
27.1% |
0.0242 |
1.6% |
5% |
False |
False |
445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5636 |
|
2.618 |
1.5293 |
|
1.618 |
1.5083 |
|
1.000 |
1.4953 |
|
0.618 |
1.4873 |
|
HIGH |
1.4743 |
|
0.618 |
1.4663 |
|
0.500 |
1.4638 |
|
0.382 |
1.4613 |
|
LOW |
1.4533 |
|
0.618 |
1.4403 |
|
1.000 |
1.4323 |
|
1.618 |
1.4193 |
|
2.618 |
1.3983 |
|
4.250 |
1.3641 |
|
|
| Fisher Pivots for day following 05-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4677 |
1.4715 |
| PP |
1.4657 |
1.4709 |
| S1 |
1.4638 |
1.4702 |
|