CME British Pound Future December 2008
Trading Metrics calculated at close of trading on 03-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2008 |
03-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1.8039 |
1.7687 |
-0.0352 |
-2.0% |
1.8382 |
High |
1.8039 |
1.7710 |
-0.0329 |
-1.8% |
1.8442 |
Low |
1.7655 |
1.7540 |
-0.0115 |
-0.7% |
1.8038 |
Close |
1.7693 |
1.7628 |
-0.0065 |
-0.4% |
1.8039 |
Range |
0.0384 |
0.0170 |
-0.0214 |
-55.7% |
0.0404 |
ATR |
0.0171 |
0.0171 |
0.0000 |
-0.1% |
0.0000 |
Volume |
1,366 |
5,463 |
4,097 |
299.9% |
3,406 |
|
Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.8136 |
1.8052 |
1.7722 |
|
R3 |
1.7966 |
1.7882 |
1.7675 |
|
R2 |
1.7796 |
1.7796 |
1.7659 |
|
R1 |
1.7712 |
1.7712 |
1.7644 |
1.7669 |
PP |
1.7626 |
1.7626 |
1.7626 |
1.7605 |
S1 |
1.7542 |
1.7542 |
1.7612 |
1.7499 |
S2 |
1.7456 |
1.7456 |
1.7597 |
|
S3 |
1.7286 |
1.7372 |
1.7581 |
|
S4 |
1.7116 |
1.7202 |
1.7535 |
|
|
Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.9385 |
1.9116 |
1.8261 |
|
R3 |
1.8981 |
1.8712 |
1.8150 |
|
R2 |
1.8577 |
1.8577 |
1.8113 |
|
R1 |
1.8308 |
1.8308 |
1.8076 |
1.8241 |
PP |
1.8173 |
1.8173 |
1.8173 |
1.8139 |
S1 |
1.7904 |
1.7904 |
1.8002 |
1.7837 |
S2 |
1.7769 |
1.7769 |
1.7965 |
|
S3 |
1.7365 |
1.7500 |
1.7928 |
|
S4 |
1.6961 |
1.7096 |
1.7817 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.8338 |
1.7540 |
0.0798 |
4.5% |
0.0213 |
1.2% |
11% |
False |
True |
1,834 |
10 |
1.8636 |
1.7540 |
0.1096 |
6.2% |
0.0195 |
1.1% |
8% |
False |
True |
1,118 |
20 |
1.9381 |
1.7540 |
0.1841 |
10.4% |
0.0178 |
1.0% |
5% |
False |
True |
663 |
40 |
1.9923 |
1.7540 |
0.2383 |
13.5% |
0.0134 |
0.8% |
4% |
False |
True |
348 |
60 |
1.9923 |
1.7540 |
0.2383 |
13.5% |
0.0110 |
0.6% |
4% |
False |
True |
253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.8433 |
2.618 |
1.8155 |
1.618 |
1.7985 |
1.000 |
1.7880 |
0.618 |
1.7815 |
HIGH |
1.7710 |
0.618 |
1.7645 |
0.500 |
1.7625 |
0.382 |
1.7605 |
LOW |
1.7540 |
0.618 |
1.7435 |
1.000 |
1.7370 |
1.618 |
1.7265 |
2.618 |
1.7095 |
4.250 |
1.6818 |
|
|
Fisher Pivots for day following 03-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1.7627 |
1.7872 |
PP |
1.7626 |
1.7791 |
S1 |
1.7625 |
1.7709 |
|