CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 15-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2008 |
15-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.8480 |
1.8491 |
0.0011 |
0.1% |
1.9000 |
| High |
1.8610 |
1.8513 |
-0.0097 |
-0.5% |
1.9065 |
| Low |
1.8480 |
1.8361 |
-0.0119 |
-0.6% |
1.8361 |
| Close |
1.8514 |
1.8465 |
-0.0049 |
-0.3% |
1.8465 |
| Range |
0.0130 |
0.0152 |
0.0022 |
16.9% |
0.0704 |
| ATR |
0.0139 |
0.0140 |
0.0001 |
0.7% |
0.0000 |
| Volume |
544 |
150 |
-394 |
-72.4% |
1,107 |
|
| Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8902 |
1.8836 |
1.8549 |
|
| R3 |
1.8750 |
1.8684 |
1.8507 |
|
| R2 |
1.8598 |
1.8598 |
1.8493 |
|
| R1 |
1.8532 |
1.8532 |
1.8479 |
1.8489 |
| PP |
1.8446 |
1.8446 |
1.8446 |
1.8425 |
| S1 |
1.8380 |
1.8380 |
1.8451 |
1.8337 |
| S2 |
1.8294 |
1.8294 |
1.8437 |
|
| S3 |
1.8142 |
1.8228 |
1.8423 |
|
| S4 |
1.7990 |
1.8076 |
1.8381 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0742 |
2.0308 |
1.8852 |
|
| R3 |
2.0038 |
1.9604 |
1.8659 |
|
| R2 |
1.9334 |
1.9334 |
1.8594 |
|
| R1 |
1.8900 |
1.8900 |
1.8530 |
1.8765 |
| PP |
1.8630 |
1.8630 |
1.8630 |
1.8563 |
| S1 |
1.8196 |
1.8196 |
1.8400 |
1.8061 |
| S2 |
1.7926 |
1.7926 |
1.8336 |
|
| S3 |
1.7222 |
1.7492 |
1.8271 |
|
| S4 |
1.6518 |
1.6788 |
1.8078 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9159 |
|
2.618 |
1.8911 |
|
1.618 |
1.8759 |
|
1.000 |
1.8665 |
|
0.618 |
1.8607 |
|
HIGH |
1.8513 |
|
0.618 |
1.8455 |
|
0.500 |
1.8437 |
|
0.382 |
1.8419 |
|
LOW |
1.8361 |
|
0.618 |
1.8267 |
|
1.000 |
1.8209 |
|
1.618 |
1.8115 |
|
2.618 |
1.7963 |
|
4.250 |
1.7715 |
|
|
| Fisher Pivots for day following 15-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.8456 |
1.8610 |
| PP |
1.8446 |
1.8562 |
| S1 |
1.8437 |
1.8513 |
|