CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 11-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7472 |
1.7400 |
-0.0072 |
-0.4% |
1.8039 |
| High |
1.7556 |
1.7473 |
-0.0083 |
-0.5% |
1.8039 |
| Low |
1.7402 |
1.7327 |
-0.0075 |
-0.4% |
1.7417 |
| Close |
1.7440 |
1.7406 |
-0.0034 |
-0.2% |
1.7505 |
| Range |
0.0154 |
0.0146 |
-0.0008 |
-5.2% |
0.0622 |
| ATR |
0.0197 |
0.0194 |
-0.0004 |
-1.9% |
0.0000 |
| Volume |
33,762 |
28,257 |
-5,505 |
-16.3% |
17,409 |
|
| Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7840 |
1.7769 |
1.7486 |
|
| R3 |
1.7694 |
1.7623 |
1.7446 |
|
| R2 |
1.7548 |
1.7548 |
1.7433 |
|
| R1 |
1.7477 |
1.7477 |
1.7419 |
1.7513 |
| PP |
1.7402 |
1.7402 |
1.7402 |
1.7420 |
| S1 |
1.7331 |
1.7331 |
1.7393 |
1.7367 |
| S2 |
1.7256 |
1.7256 |
1.7379 |
|
| S3 |
1.7110 |
1.7185 |
1.7366 |
|
| S4 |
1.6964 |
1.7039 |
1.7326 |
|
|
| 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 |
1.7327 |
0.0527 |
3.0% |
0.0242 |
1.4% |
15% |
False |
True |
19,024 |
| 10 |
1.8256 |
1.7327 |
0.0929 |
5.3% |
0.0231 |
1.3% |
9% |
False |
True |
10,936 |
| 20 |
1.8636 |
1.7327 |
0.1309 |
7.5% |
0.0195 |
1.1% |
6% |
False |
True |
5,663 |
| 40 |
1.9831 |
1.7327 |
0.2504 |
14.4% |
0.0155 |
0.9% |
3% |
False |
True |
2,858 |
| 60 |
1.9923 |
1.7327 |
0.2596 |
14.9% |
0.0127 |
0.7% |
3% |
False |
True |
1,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8094 |
|
2.618 |
1.7855 |
|
1.618 |
1.7709 |
|
1.000 |
1.7619 |
|
0.618 |
1.7563 |
|
HIGH |
1.7473 |
|
0.618 |
1.7417 |
|
0.500 |
1.7400 |
|
0.382 |
1.7383 |
|
LOW |
1.7327 |
|
0.618 |
1.7237 |
|
1.000 |
1.7181 |
|
1.618 |
1.7091 |
|
2.618 |
1.6945 |
|
4.250 |
1.6707 |
|
|
| Fisher Pivots for day following 11-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7404 |
1.7457 |
| PP |
1.7402 |
1.7440 |
| S1 |
1.7400 |
1.7423 |
|