CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 24-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2008 |
24-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9705 |
1.9673 |
-0.0032 |
-0.2% |
1.9672 |
| High |
1.9817 |
1.9676 |
-0.0141 |
-0.7% |
1.9923 |
| Low |
1.9704 |
1.9635 |
-0.0069 |
-0.4% |
1.9611 |
| Close |
1.9757 |
1.9634 |
-0.0123 |
-0.6% |
1.9762 |
| Range |
0.0113 |
0.0041 |
-0.0072 |
-63.7% |
0.0312 |
| ATR |
0.0097 |
0.0099 |
0.0002 |
1.8% |
0.0000 |
| Volume |
8 |
24 |
16 |
200.0% |
100 |
|
| Daily Pivots for day following 24-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9771 |
1.9744 |
1.9657 |
|
| R3 |
1.9730 |
1.9703 |
1.9645 |
|
| R2 |
1.9689 |
1.9689 |
1.9642 |
|
| R1 |
1.9662 |
1.9662 |
1.9638 |
1.9655 |
| PP |
1.9648 |
1.9648 |
1.9648 |
1.9645 |
| S1 |
1.9621 |
1.9621 |
1.9630 |
1.9614 |
| S2 |
1.9607 |
1.9607 |
1.9626 |
|
| S3 |
1.9566 |
1.9580 |
1.9623 |
|
| S4 |
1.9525 |
1.9539 |
1.9611 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0701 |
2.0544 |
1.9934 |
|
| R3 |
2.0389 |
2.0232 |
1.9848 |
|
| R2 |
2.0077 |
2.0077 |
1.9819 |
|
| R1 |
1.9920 |
1.9920 |
1.9791 |
1.9999 |
| PP |
1.9765 |
1.9765 |
1.9765 |
1.9805 |
| S1 |
1.9608 |
1.9608 |
1.9733 |
1.9687 |
| S2 |
1.9453 |
1.9453 |
1.9705 |
|
| S3 |
1.9141 |
1.9296 |
1.9676 |
|
| S4 |
1.8829 |
1.8984 |
1.9590 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9850 |
|
2.618 |
1.9783 |
|
1.618 |
1.9742 |
|
1.000 |
1.9717 |
|
0.618 |
1.9701 |
|
HIGH |
1.9676 |
|
0.618 |
1.9660 |
|
0.500 |
1.9656 |
|
0.382 |
1.9651 |
|
LOW |
1.9635 |
|
0.618 |
1.9610 |
|
1.000 |
1.9594 |
|
1.618 |
1.9569 |
|
2.618 |
1.9528 |
|
4.250 |
1.9461 |
|
|
| Fisher Pivots for day following 24-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9656 |
1.9726 |
| PP |
1.9648 |
1.9695 |
| S1 |
1.9641 |
1.9665 |
|