CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 18-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7708 |
1.8053 |
0.0345 |
1.9% |
1.7597 |
| High |
1.8170 |
1.8220 |
0.0050 |
0.3% |
1.7854 |
| Low |
1.7677 |
1.8017 |
0.0340 |
1.9% |
1.7327 |
| Close |
1.8155 |
1.8139 |
-0.0016 |
-0.1% |
1.7816 |
| Range |
0.0493 |
0.0203 |
-0.0290 |
-58.8% |
0.0527 |
| ATR |
0.0244 |
0.0241 |
-0.0003 |
-1.2% |
0.0000 |
| Volume |
60,128 |
76,486 |
16,358 |
27.2% |
158,252 |
|
| Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8734 |
1.8640 |
1.8251 |
|
| R3 |
1.8531 |
1.8437 |
1.8195 |
|
| R2 |
1.8328 |
1.8328 |
1.8176 |
|
| R1 |
1.8234 |
1.8234 |
1.8158 |
1.8281 |
| PP |
1.8125 |
1.8125 |
1.8125 |
1.8149 |
| S1 |
1.8031 |
1.8031 |
1.8120 |
1.8078 |
| S2 |
1.7922 |
1.7922 |
1.8102 |
|
| S3 |
1.7719 |
1.7828 |
1.8083 |
|
| S4 |
1.7516 |
1.7625 |
1.8027 |
|
|
| 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 |
1.8220 |
1.7425 |
0.0795 |
4.4% |
0.0347 |
1.9% |
90% |
True |
False |
86,361 |
| 10 |
1.8220 |
1.7327 |
0.0893 |
4.9% |
0.0294 |
1.6% |
91% |
True |
False |
52,693 |
| 20 |
1.8636 |
1.7327 |
0.1309 |
7.2% |
0.0251 |
1.4% |
62% |
False |
False |
27,165 |
| 40 |
1.9756 |
1.7327 |
0.2429 |
13.4% |
0.0190 |
1.1% |
33% |
False |
False |
13,652 |
| 60 |
1.9923 |
1.7327 |
0.2596 |
14.3% |
0.0153 |
0.8% |
31% |
False |
False |
9,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9083 |
|
2.618 |
1.8751 |
|
1.618 |
1.8548 |
|
1.000 |
1.8423 |
|
0.618 |
1.8345 |
|
HIGH |
1.8220 |
|
0.618 |
1.8142 |
|
0.500 |
1.8119 |
|
0.382 |
1.8095 |
|
LOW |
1.8017 |
|
0.618 |
1.7892 |
|
1.000 |
1.7814 |
|
1.618 |
1.7689 |
|
2.618 |
1.7486 |
|
4.250 |
1.7154 |
|
|
| Fisher Pivots for day following 18-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.8132 |
1.8065 |
| PP |
1.8125 |
1.7991 |
| S1 |
1.8119 |
1.7918 |
|