CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 05-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2008 |
05-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7613 |
1.7519 |
-0.0094 |
-0.5% |
1.8039 |
| High |
1.7731 |
1.7620 |
-0.0111 |
-0.6% |
1.8039 |
| Low |
1.7503 |
1.7417 |
-0.0086 |
-0.5% |
1.7417 |
| Close |
1.7561 |
1.7505 |
-0.0056 |
-0.3% |
1.7505 |
| Range |
0.0228 |
0.0203 |
-0.0025 |
-11.0% |
0.0622 |
| ATR |
0.0175 |
0.0177 |
0.0002 |
1.1% |
0.0000 |
| Volume |
5,391 |
5,189 |
-202 |
-3.7% |
17,409 |
|
| Daily Pivots for day following 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8123 |
1.8017 |
1.7617 |
|
| R3 |
1.7920 |
1.7814 |
1.7561 |
|
| R2 |
1.7717 |
1.7717 |
1.7542 |
|
| R1 |
1.7611 |
1.7611 |
1.7524 |
1.7563 |
| PP |
1.7514 |
1.7514 |
1.7514 |
1.7490 |
| S1 |
1.7408 |
1.7408 |
1.7486 |
1.7360 |
| S2 |
1.7311 |
1.7311 |
1.7468 |
|
| S3 |
1.7108 |
1.7205 |
1.7449 |
|
| S4 |
1.6905 |
1.7002 |
1.7393 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9520 |
1.9134 |
1.7847 |
|
| R3 |
1.8898 |
1.8512 |
1.7676 |
|
| R2 |
1.8276 |
1.8276 |
1.7619 |
|
| R1 |
1.7890 |
1.7890 |
1.7562 |
1.7772 |
| PP |
1.7654 |
1.7654 |
1.7654 |
1.7595 |
| S1 |
1.7268 |
1.7268 |
1.7448 |
1.7150 |
| S2 |
1.7032 |
1.7032 |
1.7391 |
|
| S3 |
1.6410 |
1.6646 |
1.7334 |
|
| S4 |
1.5788 |
1.6024 |
1.7163 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.8204 |
1.7417 |
0.0787 |
4.5% |
0.0230 |
1.3% |
11% |
False |
True |
3,796 |
| 10 |
1.8636 |
1.7417 |
0.1219 |
7.0% |
0.0213 |
1.2% |
7% |
False |
True |
2,114 |
| 20 |
1.9259 |
1.7417 |
0.1842 |
10.5% |
0.0190 |
1.1% |
5% |
False |
True |
1,188 |
| 40 |
1.9923 |
1.7417 |
0.2506 |
14.3% |
0.0142 |
0.8% |
4% |
False |
True |
612 |
| 60 |
1.9923 |
1.7417 |
0.2506 |
14.3% |
0.0116 |
0.7% |
4% |
False |
True |
429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8483 |
|
2.618 |
1.8151 |
|
1.618 |
1.7948 |
|
1.000 |
1.7823 |
|
0.618 |
1.7745 |
|
HIGH |
1.7620 |
|
0.618 |
1.7542 |
|
0.500 |
1.7519 |
|
0.382 |
1.7495 |
|
LOW |
1.7417 |
|
0.618 |
1.7292 |
|
1.000 |
1.7214 |
|
1.618 |
1.7089 |
|
2.618 |
1.6886 |
|
4.250 |
1.6554 |
|
|
| Fisher Pivots for day following 05-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7519 |
1.7574 |
| PP |
1.7514 |
1.7551 |
| S1 |
1.7510 |
1.7528 |
|