CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 19-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2008 |
19-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5499 |
1.5018 |
-0.0481 |
-3.1% |
1.4940 |
| High |
1.5601 |
1.5173 |
-0.0428 |
-2.7% |
1.5700 |
| Low |
1.4856 |
1.4785 |
-0.0071 |
-0.5% |
1.4785 |
| Close |
1.5050 |
1.4841 |
-0.0209 |
-1.4% |
1.4841 |
| Range |
0.0745 |
0.0388 |
-0.0357 |
-47.9% |
0.0915 |
| ATR |
0.0363 |
0.0365 |
0.0002 |
0.5% |
0.0000 |
| Volume |
83,125 |
79,309 |
-3,816 |
-4.6% |
352,013 |
|
| Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6097 |
1.5857 |
1.5054 |
|
| R3 |
1.5709 |
1.5469 |
1.4948 |
|
| R2 |
1.5321 |
1.5321 |
1.4912 |
|
| R1 |
1.5081 |
1.5081 |
1.4877 |
1.5007 |
| PP |
1.4933 |
1.4933 |
1.4933 |
1.4896 |
| S1 |
1.4693 |
1.4693 |
1.4805 |
1.4619 |
| S2 |
1.4545 |
1.4545 |
1.4770 |
|
| S3 |
1.4157 |
1.4305 |
1.4734 |
|
| S4 |
1.3769 |
1.3917 |
1.4628 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7854 |
1.7262 |
1.5344 |
|
| R3 |
1.6939 |
1.6347 |
1.5093 |
|
| R2 |
1.6024 |
1.6024 |
1.5009 |
|
| R1 |
1.5432 |
1.5432 |
1.4925 |
1.5271 |
| PP |
1.5109 |
1.5109 |
1.5109 |
1.5028 |
| S1 |
1.4517 |
1.4517 |
1.4757 |
1.4356 |
| S2 |
1.4194 |
1.4194 |
1.4673 |
|
| S3 |
1.3279 |
1.3602 |
1.4589 |
|
| S4 |
1.2364 |
1.2687 |
1.4338 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5700 |
1.4785 |
0.0915 |
6.2% |
0.0505 |
3.4% |
6% |
False |
True |
70,402 |
| 10 |
1.5700 |
1.4659 |
0.1041 |
7.0% |
0.0391 |
2.6% |
17% |
False |
False |
46,261 |
| 20 |
1.5700 |
1.4500 |
0.1200 |
8.1% |
0.0349 |
2.4% |
28% |
False |
False |
23,888 |
| 40 |
1.6565 |
1.4500 |
0.2065 |
13.9% |
0.0318 |
2.1% |
17% |
False |
False |
12,118 |
| 60 |
1.8089 |
1.4500 |
0.3589 |
24.2% |
0.0281 |
1.9% |
10% |
False |
False |
8,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6822 |
|
2.618 |
1.6189 |
|
1.618 |
1.5801 |
|
1.000 |
1.5561 |
|
0.618 |
1.5413 |
|
HIGH |
1.5173 |
|
0.618 |
1.5025 |
|
0.500 |
1.4979 |
|
0.382 |
1.4933 |
|
LOW |
1.4785 |
|
0.618 |
1.4545 |
|
1.000 |
1.4397 |
|
1.618 |
1.4157 |
|
2.618 |
1.3769 |
|
4.250 |
1.3136 |
|
|
| Fisher Pivots for day following 19-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4979 |
1.5243 |
| PP |
1.4933 |
1.5109 |
| S1 |
1.4887 |
1.4975 |
|