CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 04-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2008 |
04-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9640 |
1.9563 |
-0.0077 |
-0.4% |
1.9674 |
| High |
1.9640 |
1.9563 |
-0.0077 |
-0.4% |
1.9755 |
| Low |
1.9538 |
1.9424 |
-0.0114 |
-0.6% |
1.9538 |
| Close |
1.9541 |
1.9439 |
-0.0102 |
-0.5% |
1.9541 |
| Range |
0.0102 |
0.0139 |
0.0037 |
36.3% |
0.0217 |
| ATR |
0.0100 |
0.0103 |
0.0003 |
2.8% |
0.0000 |
| Volume |
49 |
14 |
-35 |
-71.4% |
402 |
|
| Daily Pivots for day following 04-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9892 |
1.9805 |
1.9515 |
|
| R3 |
1.9753 |
1.9666 |
1.9477 |
|
| R2 |
1.9614 |
1.9614 |
1.9464 |
|
| R1 |
1.9527 |
1.9527 |
1.9452 |
1.9501 |
| PP |
1.9475 |
1.9475 |
1.9475 |
1.9463 |
| S1 |
1.9388 |
1.9388 |
1.9426 |
1.9362 |
| S2 |
1.9336 |
1.9336 |
1.9414 |
|
| S3 |
1.9197 |
1.9249 |
1.9401 |
|
| S4 |
1.9058 |
1.9110 |
1.9363 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0262 |
2.0119 |
1.9660 |
|
| R3 |
2.0045 |
1.9902 |
1.9601 |
|
| R2 |
1.9828 |
1.9828 |
1.9581 |
|
| R1 |
1.9685 |
1.9685 |
1.9561 |
1.9648 |
| PP |
1.9611 |
1.9611 |
1.9611 |
1.9593 |
| S1 |
1.9468 |
1.9468 |
1.9521 |
1.9431 |
| S2 |
1.9394 |
1.9394 |
1.9501 |
|
| S3 |
1.9177 |
1.9251 |
1.9481 |
|
| S4 |
1.8960 |
1.9034 |
1.9422 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0154 |
|
2.618 |
1.9927 |
|
1.618 |
1.9788 |
|
1.000 |
1.9702 |
|
0.618 |
1.9649 |
|
HIGH |
1.9563 |
|
0.618 |
1.9510 |
|
0.500 |
1.9494 |
|
0.382 |
1.9477 |
|
LOW |
1.9424 |
|
0.618 |
1.9338 |
|
1.000 |
1.9285 |
|
1.618 |
1.9199 |
|
2.618 |
1.9060 |
|
4.250 |
1.8833 |
|
|
| Fisher Pivots for day following 04-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9494 |
1.9563 |
| PP |
1.9475 |
1.9521 |
| S1 |
1.9457 |
1.9480 |
|