CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 09-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2008 |
09-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7597 |
1.7452 |
-0.0145 |
-0.8% |
1.8039 |
| High |
1.7854 |
1.7586 |
-0.0268 |
-1.5% |
1.8039 |
| Low |
1.7350 |
1.7385 |
0.0035 |
0.2% |
1.7417 |
| Close |
1.7424 |
1.7511 |
0.0087 |
0.5% |
1.7505 |
| Range |
0.0504 |
0.0201 |
-0.0303 |
-60.1% |
0.0622 |
| ATR |
0.0201 |
0.0201 |
0.0000 |
0.0% |
0.0000 |
| Volume |
4,689 |
23,227 |
18,538 |
395.4% |
17,409 |
|
| Daily Pivots for day following 09-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8097 |
1.8005 |
1.7622 |
|
| R3 |
1.7896 |
1.7804 |
1.7566 |
|
| R2 |
1.7695 |
1.7695 |
1.7548 |
|
| R1 |
1.7603 |
1.7603 |
1.7529 |
1.7649 |
| PP |
1.7494 |
1.7494 |
1.7494 |
1.7517 |
| S1 |
1.7402 |
1.7402 |
1.7493 |
1.7448 |
| S2 |
1.7293 |
1.7293 |
1.7474 |
|
| S3 |
1.7092 |
1.7201 |
1.7456 |
|
| S4 |
1.6891 |
1.7000 |
1.7400 |
|
|
| 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 |
1.7854 |
1.7350 |
0.0504 |
2.9% |
0.0261 |
1.5% |
32% |
False |
False |
8,791 |
| 10 |
1.8372 |
1.7350 |
0.1022 |
5.8% |
0.0238 |
1.4% |
16% |
False |
False |
4,800 |
| 20 |
1.8876 |
1.7350 |
0.1526 |
8.7% |
0.0203 |
1.2% |
11% |
False |
False |
2,579 |
| 40 |
1.9923 |
1.7350 |
0.2573 |
14.7% |
0.0153 |
0.9% |
6% |
False |
False |
1,309 |
| 60 |
1.9923 |
1.7350 |
0.2573 |
14.7% |
0.0125 |
0.7% |
6% |
False |
False |
894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8440 |
|
2.618 |
1.8112 |
|
1.618 |
1.7911 |
|
1.000 |
1.7787 |
|
0.618 |
1.7710 |
|
HIGH |
1.7586 |
|
0.618 |
1.7509 |
|
0.500 |
1.7486 |
|
0.382 |
1.7462 |
|
LOW |
1.7385 |
|
0.618 |
1.7261 |
|
1.000 |
1.7184 |
|
1.618 |
1.7060 |
|
2.618 |
1.6859 |
|
4.250 |
1.6531 |
|
|
| Fisher Pivots for day following 09-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7503 |
1.7602 |
| PP |
1.7494 |
1.7572 |
| S1 |
1.7486 |
1.7541 |
|