CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 10-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2008 |
10-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7452 |
1.7472 |
0.0020 |
0.1% |
1.8039 |
| High |
1.7586 |
1.7556 |
-0.0030 |
-0.2% |
1.8039 |
| Low |
1.7385 |
1.7402 |
0.0017 |
0.1% |
1.7417 |
| Close |
1.7511 |
1.7440 |
-0.0071 |
-0.4% |
1.7505 |
| Range |
0.0201 |
0.0154 |
-0.0047 |
-23.4% |
0.0622 |
| ATR |
0.0201 |
0.0197 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
23,227 |
33,762 |
10,535 |
45.4% |
17,409 |
|
| Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7928 |
1.7838 |
1.7525 |
|
| R3 |
1.7774 |
1.7684 |
1.7482 |
|
| R2 |
1.7620 |
1.7620 |
1.7468 |
|
| R1 |
1.7530 |
1.7530 |
1.7454 |
1.7498 |
| PP |
1.7466 |
1.7466 |
1.7466 |
1.7450 |
| S1 |
1.7376 |
1.7376 |
1.7426 |
1.7344 |
| S2 |
1.7312 |
1.7312 |
1.7412 |
|
| S3 |
1.7158 |
1.7222 |
1.7398 |
|
| S4 |
1.7004 |
1.7068 |
1.7355 |
|
|
| 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% |
0.0258 |
1.5% |
18% |
False |
False |
14,451 |
| 10 |
1.8338 |
1.7350 |
0.0988 |
5.7% |
0.0235 |
1.3% |
9% |
False |
False |
8,142 |
| 20 |
1.8859 |
1.7350 |
0.1509 |
8.7% |
0.0206 |
1.2% |
6% |
False |
False |
4,256 |
| 40 |
1.9831 |
1.7350 |
0.2481 |
14.2% |
0.0153 |
0.9% |
4% |
False |
False |
2,153 |
| 60 |
1.9923 |
1.7350 |
0.2573 |
14.8% |
0.0124 |
0.7% |
3% |
False |
False |
1,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8211 |
|
2.618 |
1.7959 |
|
1.618 |
1.7805 |
|
1.000 |
1.7710 |
|
0.618 |
1.7651 |
|
HIGH |
1.7556 |
|
0.618 |
1.7497 |
|
0.500 |
1.7479 |
|
0.382 |
1.7461 |
|
LOW |
1.7402 |
|
0.618 |
1.7307 |
|
1.000 |
1.7248 |
|
1.618 |
1.7153 |
|
2.618 |
1.6999 |
|
4.250 |
1.6748 |
|
|
| Fisher Pivots for day following 10-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7479 |
1.7602 |
| PP |
1.7466 |
1.7548 |
| S1 |
1.7453 |
1.7494 |
|