CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 29-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2008 |
29-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9674 |
1.9746 |
0.0072 |
0.4% |
1.9731 |
| High |
1.9755 |
1.9746 |
-0.0009 |
0.0% |
1.9817 |
| Low |
1.9663 |
1.9591 |
-0.0072 |
-0.4% |
1.9635 |
| Close |
1.9746 |
1.9587 |
-0.0159 |
-0.8% |
1.9688 |
| Range |
0.0092 |
0.0155 |
0.0063 |
68.5% |
0.0182 |
| ATR |
0.0100 |
0.0104 |
0.0004 |
3.9% |
0.0000 |
| Volume |
16 |
75 |
59 |
368.8% |
60 |
|
| Daily Pivots for day following 29-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0106 |
2.0002 |
1.9672 |
|
| R3 |
1.9951 |
1.9847 |
1.9630 |
|
| R2 |
1.9796 |
1.9796 |
1.9615 |
|
| R1 |
1.9692 |
1.9692 |
1.9601 |
1.9667 |
| PP |
1.9641 |
1.9641 |
1.9641 |
1.9629 |
| S1 |
1.9537 |
1.9537 |
1.9573 |
1.9512 |
| S2 |
1.9486 |
1.9486 |
1.9559 |
|
| S3 |
1.9331 |
1.9382 |
1.9544 |
|
| S4 |
1.9176 |
1.9227 |
1.9502 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0259 |
2.0156 |
1.9788 |
|
| R3 |
2.0077 |
1.9974 |
1.9738 |
|
| R2 |
1.9895 |
1.9895 |
1.9721 |
|
| R1 |
1.9792 |
1.9792 |
1.9705 |
1.9753 |
| PP |
1.9713 |
1.9713 |
1.9713 |
1.9694 |
| S1 |
1.9610 |
1.9610 |
1.9671 |
1.9571 |
| S2 |
1.9531 |
1.9531 |
1.9655 |
|
| S3 |
1.9349 |
1.9428 |
1.9638 |
|
| S4 |
1.9167 |
1.9246 |
1.9588 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0405 |
|
2.618 |
2.0152 |
|
1.618 |
1.9997 |
|
1.000 |
1.9901 |
|
0.618 |
1.9842 |
|
HIGH |
1.9746 |
|
0.618 |
1.9687 |
|
0.500 |
1.9669 |
|
0.382 |
1.9650 |
|
LOW |
1.9591 |
|
0.618 |
1.9495 |
|
1.000 |
1.9436 |
|
1.618 |
1.9340 |
|
2.618 |
1.9185 |
|
4.250 |
1.8932 |
|
|
| Fisher Pivots for day following 29-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9669 |
1.9674 |
| PP |
1.9641 |
1.9645 |
| S1 |
1.9614 |
1.9616 |
|