CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 29-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2008 |
29-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4697 |
1.4647 |
-0.0050 |
-0.3% |
1.4933 |
| High |
1.4747 |
1.4766 |
0.0019 |
0.1% |
1.4968 |
| Low |
1.4555 |
1.4371 |
-0.0184 |
-1.3% |
1.4555 |
| Close |
1.4650 |
1.4537 |
-0.0113 |
-0.8% |
1.4650 |
| Range |
0.0192 |
0.0395 |
0.0203 |
105.7% |
0.0413 |
| ATR |
0.0327 |
0.0332 |
0.0005 |
1.5% |
0.0000 |
| Volume |
8,193 |
5,114 |
-3,079 |
-37.6% |
122,215 |
|
| Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5743 |
1.5535 |
1.4754 |
|
| R3 |
1.5348 |
1.5140 |
1.4646 |
|
| R2 |
1.4953 |
1.4953 |
1.4609 |
|
| R1 |
1.4745 |
1.4745 |
1.4573 |
1.4652 |
| PP |
1.4558 |
1.4558 |
1.4558 |
1.4511 |
| S1 |
1.4350 |
1.4350 |
1.4501 |
1.4257 |
| S2 |
1.4163 |
1.4163 |
1.4465 |
|
| S3 |
1.3768 |
1.3955 |
1.4428 |
|
| S4 |
1.3373 |
1.3560 |
1.4320 |
|
|
| 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 |
1.4968 |
1.4371 |
0.0597 |
4.1% |
0.0257 |
1.8% |
28% |
False |
True |
25,465 |
| 10 |
1.5700 |
1.4371 |
0.1329 |
9.1% |
0.0381 |
2.6% |
12% |
False |
True |
47,934 |
| 20 |
1.5700 |
1.4371 |
0.1329 |
9.1% |
0.0341 |
2.3% |
12% |
False |
True |
29,949 |
| 40 |
1.6170 |
1.4371 |
0.1799 |
12.4% |
0.0311 |
2.1% |
9% |
False |
True |
15,273 |
| 60 |
1.7600 |
1.4371 |
0.3229 |
22.2% |
0.0286 |
2.0% |
5% |
False |
True |
10,254 |
| 80 |
1.8480 |
1.4371 |
0.4109 |
28.3% |
0.0250 |
1.7% |
4% |
False |
True |
7,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6445 |
|
2.618 |
1.5800 |
|
1.618 |
1.5405 |
|
1.000 |
1.5161 |
|
0.618 |
1.5010 |
|
HIGH |
1.4766 |
|
0.618 |
1.4615 |
|
0.500 |
1.4569 |
|
0.382 |
1.4522 |
|
LOW |
1.4371 |
|
0.618 |
1.4127 |
|
1.000 |
1.3976 |
|
1.618 |
1.3732 |
|
2.618 |
1.3337 |
|
4.250 |
1.2692 |
|
|
| Fisher Pivots for day following 29-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4569 |
1.4576 |
| PP |
1.4558 |
1.4563 |
| S1 |
1.4548 |
1.4550 |
|