CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 14-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2008 |
14-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9547 |
1.9672 |
0.0125 |
0.6% |
1.9492 |
| High |
1.9714 |
1.9708 |
-0.0006 |
0.0% |
1.9714 |
| Low |
1.9547 |
1.9611 |
0.0064 |
0.3% |
1.9432 |
| Close |
1.9633 |
1.9721 |
0.0088 |
0.4% |
1.9633 |
| Range |
0.0167 |
0.0097 |
-0.0070 |
-41.9% |
0.0282 |
| ATR |
0.0103 |
0.0103 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
11 |
25 |
14 |
127.3% |
102 |
|
| Daily Pivots for day following 14-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9971 |
1.9943 |
1.9774 |
|
| R3 |
1.9874 |
1.9846 |
1.9748 |
|
| R2 |
1.9777 |
1.9777 |
1.9739 |
|
| R1 |
1.9749 |
1.9749 |
1.9730 |
1.9763 |
| PP |
1.9680 |
1.9680 |
1.9680 |
1.9687 |
| S1 |
1.9652 |
1.9652 |
1.9712 |
1.9666 |
| S2 |
1.9583 |
1.9583 |
1.9703 |
|
| S3 |
1.9486 |
1.9555 |
1.9694 |
|
| S4 |
1.9389 |
1.9458 |
1.9668 |
|
|
| 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 |
2.0120 |
|
2.618 |
1.9962 |
|
1.618 |
1.9865 |
|
1.000 |
1.9805 |
|
0.618 |
1.9768 |
|
HIGH |
1.9708 |
|
0.618 |
1.9671 |
|
0.500 |
1.9660 |
|
0.382 |
1.9648 |
|
LOW |
1.9611 |
|
0.618 |
1.9551 |
|
1.000 |
1.9514 |
|
1.618 |
1.9454 |
|
2.618 |
1.9357 |
|
4.250 |
1.9199 |
|
|
| Fisher Pivots for day following 14-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9701 |
1.9683 |
| PP |
1.9680 |
1.9644 |
| S1 |
1.9660 |
1.9606 |
|