CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 26-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2008 |
26-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4700 |
1.4697 |
-0.0003 |
0.0% |
1.4933 |
| High |
1.4780 |
1.4747 |
-0.0033 |
-0.2% |
1.4968 |
| Low |
1.4627 |
1.4555 |
-0.0072 |
-0.5% |
1.4555 |
| Close |
1.4680 |
1.4650 |
-0.0030 |
-0.2% |
1.4650 |
| Range |
0.0153 |
0.0192 |
0.0039 |
25.5% |
0.0413 |
| ATR |
0.0337 |
0.0327 |
-0.0010 |
-3.1% |
0.0000 |
| Volume |
22,707 |
8,193 |
-14,514 |
-63.9% |
122,215 |
|
| Daily Pivots for day following 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5227 |
1.5130 |
1.4756 |
|
| R3 |
1.5035 |
1.4938 |
1.4703 |
|
| R2 |
1.4843 |
1.4843 |
1.4685 |
|
| R1 |
1.4746 |
1.4746 |
1.4668 |
1.4699 |
| PP |
1.4651 |
1.4651 |
1.4651 |
1.4627 |
| S1 |
1.4554 |
1.4554 |
1.4632 |
1.4507 |
| S2 |
1.4459 |
1.4459 |
1.4615 |
|
| S3 |
1.4267 |
1.4362 |
1.4597 |
|
| S4 |
1.4075 |
1.4170 |
1.4544 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5963 |
1.5720 |
1.4877 |
|
| R3 |
1.5550 |
1.5307 |
1.4764 |
|
| R2 |
1.5137 |
1.5137 |
1.4726 |
|
| R1 |
1.4894 |
1.4894 |
1.4688 |
1.4809 |
| PP |
1.4724 |
1.4724 |
1.4724 |
1.4682 |
| S1 |
1.4481 |
1.4481 |
1.4612 |
1.4396 |
| S2 |
1.4311 |
1.4311 |
1.4574 |
|
| S3 |
1.3898 |
1.4068 |
1.4536 |
|
| S4 |
1.3485 |
1.3655 |
1.4423 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5173 |
1.4555 |
0.0618 |
4.2% |
0.0256 |
1.7% |
15% |
False |
True |
40,304 |
| 10 |
1.5700 |
1.4555 |
0.1145 |
7.8% |
0.0373 |
2.5% |
8% |
False |
True |
52,517 |
| 20 |
1.5700 |
1.4500 |
0.1200 |
8.2% |
0.0332 |
2.3% |
13% |
False |
False |
29,709 |
| 40 |
1.6170 |
1.4500 |
0.1670 |
11.4% |
0.0306 |
2.1% |
9% |
False |
False |
15,146 |
| 60 |
1.7706 |
1.4500 |
0.3206 |
21.9% |
0.0283 |
1.9% |
5% |
False |
False |
10,171 |
| 80 |
1.8480 |
1.4500 |
0.3980 |
27.2% |
0.0245 |
1.7% |
4% |
False |
False |
7,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5563 |
|
2.618 |
1.5250 |
|
1.618 |
1.5058 |
|
1.000 |
1.4939 |
|
0.618 |
1.4866 |
|
HIGH |
1.4747 |
|
0.618 |
1.4674 |
|
0.500 |
1.4651 |
|
0.382 |
1.4628 |
|
LOW |
1.4555 |
|
0.618 |
1.4436 |
|
1.000 |
1.4363 |
|
1.618 |
1.4244 |
|
2.618 |
1.4052 |
|
4.250 |
1.3739 |
|
|
| Fisher Pivots for day following 26-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4651 |
1.4718 |
| PP |
1.4651 |
1.4695 |
| S1 |
1.4650 |
1.4673 |
|