CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 12-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7400 |
1.7469 |
0.0069 |
0.4% |
1.7597 |
| High |
1.7473 |
1.7840 |
0.0367 |
2.1% |
1.7854 |
| Low |
1.7327 |
1.7425 |
0.0098 |
0.6% |
1.7327 |
| Close |
1.7406 |
1.7816 |
0.0410 |
2.4% |
1.7816 |
| Range |
0.0146 |
0.0415 |
0.0269 |
184.2% |
0.0527 |
| ATR |
0.0194 |
0.0211 |
0.0017 |
8.9% |
0.0000 |
| Volume |
28,257 |
68,317 |
40,060 |
141.8% |
158,252 |
|
| Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8939 |
1.8792 |
1.8044 |
|
| R3 |
1.8524 |
1.8377 |
1.7930 |
|
| R2 |
1.8109 |
1.8109 |
1.7892 |
|
| R1 |
1.7962 |
1.7962 |
1.7854 |
1.8036 |
| PP |
1.7694 |
1.7694 |
1.7694 |
1.7730 |
| S1 |
1.7547 |
1.7547 |
1.7778 |
1.7621 |
| S2 |
1.7279 |
1.7279 |
1.7740 |
|
| S3 |
1.6864 |
1.7132 |
1.7702 |
|
| S4 |
1.6449 |
1.6717 |
1.7588 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9247 |
1.9058 |
1.8106 |
|
| R3 |
1.8720 |
1.8531 |
1.7961 |
|
| R2 |
1.8193 |
1.8193 |
1.7913 |
|
| R1 |
1.8004 |
1.8004 |
1.7864 |
1.8099 |
| PP |
1.7666 |
1.7666 |
1.7666 |
1.7713 |
| S1 |
1.7477 |
1.7477 |
1.7768 |
1.7572 |
| S2 |
1.7139 |
1.7139 |
1.7719 |
|
| S3 |
1.6612 |
1.6950 |
1.7671 |
|
| S4 |
1.6085 |
1.6423 |
1.7526 |
|
|
| 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% |
0.0284 |
1.6% |
93% |
False |
False |
31,650 |
| 10 |
1.8204 |
1.7327 |
0.0877 |
4.9% |
0.0257 |
1.4% |
56% |
False |
False |
17,723 |
| 20 |
1.8636 |
1.7327 |
0.1309 |
7.3% |
0.0209 |
1.2% |
37% |
False |
False |
9,052 |
| 40 |
1.9817 |
1.7327 |
0.2490 |
14.0% |
0.0163 |
0.9% |
20% |
False |
False |
4,566 |
| 60 |
1.9923 |
1.7327 |
0.2596 |
14.6% |
0.0132 |
0.7% |
19% |
False |
False |
3,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9604 |
|
2.618 |
1.8926 |
|
1.618 |
1.8511 |
|
1.000 |
1.8255 |
|
0.618 |
1.8096 |
|
HIGH |
1.7840 |
|
0.618 |
1.7681 |
|
0.500 |
1.7633 |
|
0.382 |
1.7584 |
|
LOW |
1.7425 |
|
0.618 |
1.7169 |
|
1.000 |
1.7010 |
|
1.618 |
1.6754 |
|
2.618 |
1.6339 |
|
4.250 |
1.5661 |
|
|
| Fisher Pivots for day following 12-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7755 |
1.7739 |
| PP |
1.7694 |
1.7661 |
| S1 |
1.7633 |
1.7584 |
|