CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 15-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7469 |
1.7861 |
0.0392 |
2.2% |
1.7597 |
| High |
1.7840 |
1.8000 |
0.0160 |
0.9% |
1.7854 |
| Low |
1.7425 |
1.7645 |
0.0220 |
1.3% |
1.7327 |
| Close |
1.7816 |
1.7785 |
-0.0031 |
-0.2% |
1.7816 |
| Range |
0.0415 |
0.0355 |
-0.0060 |
-14.5% |
0.0527 |
| ATR |
0.0211 |
0.0221 |
0.0010 |
4.9% |
0.0000 |
| Volume |
68,317 |
118,521 |
50,204 |
73.5% |
158,252 |
|
| Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8875 |
1.8685 |
1.7980 |
|
| R3 |
1.8520 |
1.8330 |
1.7883 |
|
| R2 |
1.8165 |
1.8165 |
1.7850 |
|
| R1 |
1.7975 |
1.7975 |
1.7818 |
1.7893 |
| PP |
1.7810 |
1.7810 |
1.7810 |
1.7769 |
| S1 |
1.7620 |
1.7620 |
1.7752 |
1.7538 |
| S2 |
1.7455 |
1.7455 |
1.7720 |
|
| S3 |
1.7100 |
1.7265 |
1.7687 |
|
| S4 |
1.6745 |
1.6910 |
1.7590 |
|
|
| 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 |
1.8000 |
1.7327 |
0.0673 |
3.8% |
0.0254 |
1.4% |
68% |
True |
False |
54,416 |
| 10 |
1.8039 |
1.7327 |
0.0712 |
4.0% |
0.0276 |
1.6% |
64% |
False |
False |
29,418 |
| 20 |
1.8636 |
1.7327 |
0.1309 |
7.4% |
0.0219 |
1.2% |
35% |
False |
False |
14,970 |
| 40 |
1.9817 |
1.7327 |
0.2490 |
14.0% |
0.0172 |
1.0% |
18% |
False |
False |
7,529 |
| 60 |
1.9923 |
1.7327 |
0.2596 |
14.6% |
0.0137 |
0.8% |
18% |
False |
False |
5,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9509 |
|
2.618 |
1.8929 |
|
1.618 |
1.8574 |
|
1.000 |
1.8355 |
|
0.618 |
1.8219 |
|
HIGH |
1.8000 |
|
0.618 |
1.7864 |
|
0.500 |
1.7823 |
|
0.382 |
1.7781 |
|
LOW |
1.7645 |
|
0.618 |
1.7426 |
|
1.000 |
1.7290 |
|
1.618 |
1.7071 |
|
2.618 |
1.6716 |
|
4.250 |
1.6136 |
|
|
| Fisher Pivots for day following 15-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7823 |
1.7745 |
| PP |
1.7810 |
1.7704 |
| S1 |
1.7798 |
1.7664 |
|