CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 31-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2008 |
31-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9560 |
1.9626 |
0.0066 |
0.3% |
1.9731 |
| High |
1.9605 |
1.9701 |
0.0096 |
0.5% |
1.9817 |
| Low |
1.9556 |
1.9599 |
0.0043 |
0.2% |
1.9635 |
| Close |
1.9612 |
1.9632 |
0.0020 |
0.1% |
1.9688 |
| Range |
0.0049 |
0.0102 |
0.0053 |
108.2% |
0.0182 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
0.2% |
0.0000 |
| Volume |
77 |
185 |
108 |
140.3% |
60 |
|
| Daily Pivots for day following 31-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9950 |
1.9893 |
1.9688 |
|
| R3 |
1.9848 |
1.9791 |
1.9660 |
|
| R2 |
1.9746 |
1.9746 |
1.9651 |
|
| R1 |
1.9689 |
1.9689 |
1.9641 |
1.9718 |
| PP |
1.9644 |
1.9644 |
1.9644 |
1.9658 |
| S1 |
1.9587 |
1.9587 |
1.9623 |
1.9616 |
| S2 |
1.9542 |
1.9542 |
1.9613 |
|
| S3 |
1.9440 |
1.9485 |
1.9604 |
|
| S4 |
1.9338 |
1.9383 |
1.9576 |
|
|
| 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 |
2.0135 |
|
2.618 |
1.9968 |
|
1.618 |
1.9866 |
|
1.000 |
1.9803 |
|
0.618 |
1.9764 |
|
HIGH |
1.9701 |
|
0.618 |
1.9662 |
|
0.500 |
1.9650 |
|
0.382 |
1.9638 |
|
LOW |
1.9599 |
|
0.618 |
1.9536 |
|
1.000 |
1.9497 |
|
1.618 |
1.9434 |
|
2.618 |
1.9332 |
|
4.250 |
1.9166 |
|
|
| Fisher Pivots for day following 31-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9650 |
1.9651 |
| PP |
1.9644 |
1.9645 |
| S1 |
1.9638 |
1.9638 |
|