CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 18-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2008 |
18-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5540 |
1.5499 |
-0.0041 |
-0.3% |
1.4708 |
| High |
1.5700 |
1.5601 |
-0.0099 |
-0.6% |
1.5100 |
| Low |
1.5217 |
1.4856 |
-0.0361 |
-2.4% |
1.4659 |
| Close |
1.5447 |
1.5050 |
-0.0397 |
-2.6% |
1.4948 |
| Range |
0.0483 |
0.0745 |
0.0262 |
54.2% |
0.0441 |
| ATR |
0.0333 |
0.0363 |
0.0029 |
8.8% |
0.0000 |
| Volume |
54,701 |
83,125 |
28,424 |
52.0% |
110,601 |
|
| Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7404 |
1.6972 |
1.5460 |
|
| R3 |
1.6659 |
1.6227 |
1.5255 |
|
| R2 |
1.5914 |
1.5914 |
1.5187 |
|
| R1 |
1.5482 |
1.5482 |
1.5118 |
1.5326 |
| PP |
1.5169 |
1.5169 |
1.5169 |
1.5091 |
| S1 |
1.4737 |
1.4737 |
1.4982 |
1.4581 |
| S2 |
1.4424 |
1.4424 |
1.4913 |
|
| S3 |
1.3679 |
1.3992 |
1.4845 |
|
| S4 |
1.2934 |
1.3247 |
1.4640 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6225 |
1.6028 |
1.5191 |
|
| R3 |
1.5784 |
1.5587 |
1.5069 |
|
| R2 |
1.5343 |
1.5343 |
1.5029 |
|
| R1 |
1.5146 |
1.5146 |
1.4988 |
1.5245 |
| PP |
1.4902 |
1.4902 |
1.4902 |
1.4952 |
| S1 |
1.4705 |
1.4705 |
1.4908 |
1.4804 |
| S2 |
1.4461 |
1.4461 |
1.4867 |
|
| S3 |
1.4020 |
1.4264 |
1.4827 |
|
| S4 |
1.3579 |
1.3823 |
1.4705 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5700 |
1.4788 |
0.0912 |
6.1% |
0.0490 |
3.3% |
29% |
False |
False |
64,729 |
| 10 |
1.5700 |
1.4533 |
0.1167 |
7.8% |
0.0373 |
2.5% |
44% |
False |
False |
38,758 |
| 20 |
1.5700 |
1.4500 |
0.1200 |
8.0% |
0.0345 |
2.3% |
46% |
False |
False |
20,067 |
| 40 |
1.6565 |
1.4500 |
0.2065 |
13.7% |
0.0320 |
2.1% |
27% |
False |
False |
10,145 |
| 60 |
1.8292 |
1.4500 |
0.3792 |
25.2% |
0.0275 |
1.8% |
15% |
False |
False |
6,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8767 |
|
2.618 |
1.7551 |
|
1.618 |
1.6806 |
|
1.000 |
1.6346 |
|
0.618 |
1.6061 |
|
HIGH |
1.5601 |
|
0.618 |
1.5316 |
|
0.500 |
1.5229 |
|
0.382 |
1.5141 |
|
LOW |
1.4856 |
|
0.618 |
1.4396 |
|
1.000 |
1.4111 |
|
1.618 |
1.3651 |
|
2.618 |
1.2906 |
|
4.250 |
1.1690 |
|
|
| Fisher Pivots for day following 18-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5229 |
1.5278 |
| PP |
1.5169 |
1.5202 |
| S1 |
1.5110 |
1.5126 |
|