CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 11-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2008 |
11-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9507 |
1.9547 |
0.0040 |
0.2% |
1.9492 |
| High |
1.9519 |
1.9714 |
0.0195 |
1.0% |
1.9714 |
| Low |
1.9497 |
1.9547 |
0.0050 |
0.3% |
1.9432 |
| Close |
1.9583 |
1.9633 |
0.0050 |
0.3% |
1.9633 |
| Range |
0.0022 |
0.0167 |
0.0145 |
659.1% |
0.0282 |
| ATR |
0.0098 |
0.0103 |
0.0005 |
5.0% |
0.0000 |
| Volume |
5 |
11 |
6 |
120.0% |
102 |
|
| Daily Pivots for day following 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0132 |
2.0050 |
1.9725 |
|
| R3 |
1.9965 |
1.9883 |
1.9679 |
|
| R2 |
1.9798 |
1.9798 |
1.9664 |
|
| R1 |
1.9716 |
1.9716 |
1.9648 |
1.9757 |
| PP |
1.9631 |
1.9631 |
1.9631 |
1.9652 |
| S1 |
1.9549 |
1.9549 |
1.9618 |
1.9590 |
| S2 |
1.9464 |
1.9464 |
1.9602 |
|
| S3 |
1.9297 |
1.9382 |
1.9587 |
|
| S4 |
1.9130 |
1.9215 |
1.9541 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0439 |
2.0318 |
1.9788 |
|
| R3 |
2.0157 |
2.0036 |
1.9711 |
|
| R2 |
1.9875 |
1.9875 |
1.9685 |
|
| R1 |
1.9754 |
1.9754 |
1.9659 |
1.9815 |
| PP |
1.9593 |
1.9593 |
1.9593 |
1.9623 |
| S1 |
1.9472 |
1.9472 |
1.9607 |
1.9533 |
| S2 |
1.9311 |
1.9311 |
1.9581 |
|
| S3 |
1.9029 |
1.9190 |
1.9555 |
|
| S4 |
1.8747 |
1.8908 |
1.9478 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0424 |
|
2.618 |
2.0151 |
|
1.618 |
1.9984 |
|
1.000 |
1.9881 |
|
0.618 |
1.9817 |
|
HIGH |
1.9714 |
|
0.618 |
1.9650 |
|
0.500 |
1.9631 |
|
0.382 |
1.9611 |
|
LOW |
1.9547 |
|
0.618 |
1.9444 |
|
1.000 |
1.9380 |
|
1.618 |
1.9277 |
|
2.618 |
1.9110 |
|
4.250 |
1.8837 |
|
|
| Fisher Pivots for day following 11-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9632 |
1.9624 |
| PP |
1.9631 |
1.9615 |
| S1 |
1.9631 |
1.9606 |
|