CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 20-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2008 |
20-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.8470 |
1.8499 |
0.0029 |
0.2% |
1.9000 |
| High |
1.8515 |
1.8501 |
-0.0014 |
-0.1% |
1.9065 |
| Low |
1.8383 |
1.8400 |
0.0017 |
0.1% |
1.8361 |
| Close |
1.8501 |
1.8461 |
-0.0040 |
-0.2% |
1.8465 |
| Range |
0.0132 |
0.0101 |
-0.0031 |
-23.5% |
0.0704 |
| ATR |
0.0137 |
0.0134 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
572 |
201 |
-371 |
-64.9% |
1,107 |
|
| Daily Pivots for day following 20-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8757 |
1.8710 |
1.8517 |
|
| R3 |
1.8656 |
1.8609 |
1.8489 |
|
| R2 |
1.8555 |
1.8555 |
1.8480 |
|
| R1 |
1.8508 |
1.8508 |
1.8470 |
1.8481 |
| PP |
1.8454 |
1.8454 |
1.8454 |
1.8441 |
| S1 |
1.8407 |
1.8407 |
1.8452 |
1.8380 |
| S2 |
1.8353 |
1.8353 |
1.8442 |
|
| S3 |
1.8252 |
1.8306 |
1.8433 |
|
| S4 |
1.8151 |
1.8205 |
1.8405 |
|
|
| 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 |
1.8930 |
|
2.618 |
1.8765 |
|
1.618 |
1.8664 |
|
1.000 |
1.8602 |
|
0.618 |
1.8563 |
|
HIGH |
1.8501 |
|
0.618 |
1.8462 |
|
0.500 |
1.8451 |
|
0.382 |
1.8439 |
|
LOW |
1.8400 |
|
0.618 |
1.8338 |
|
1.000 |
1.8299 |
|
1.618 |
1.8237 |
|
2.618 |
1.8136 |
|
4.250 |
1.7971 |
|
|
| Fisher Pivots for day following 20-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.8458 |
1.8469 |
| PP |
1.8454 |
1.8466 |
| S1 |
1.8451 |
1.8464 |
|