CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 22-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2008 |
22-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.8107 |
1.8239 |
0.0132 |
0.7% |
1.7861 |
| High |
1.8302 |
1.8560 |
0.0258 |
1.4% |
1.8302 |
| Low |
1.7826 |
1.8173 |
0.0347 |
1.9% |
1.7615 |
| Close |
1.8272 |
1.8506 |
0.0234 |
1.3% |
1.8272 |
| Range |
0.0476 |
0.0387 |
-0.0089 |
-18.7% |
0.0687 |
| ATR |
0.0258 |
0.0267 |
0.0009 |
3.6% |
0.0000 |
| Volume |
72,026 |
67,074 |
-4,952 |
-6.9% |
435,515 |
|
| Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9574 |
1.9427 |
1.8719 |
|
| R3 |
1.9187 |
1.9040 |
1.8612 |
|
| R2 |
1.8800 |
1.8800 |
1.8577 |
|
| R1 |
1.8653 |
1.8653 |
1.8541 |
1.8727 |
| PP |
1.8413 |
1.8413 |
1.8413 |
1.8450 |
| S1 |
1.8266 |
1.8266 |
1.8471 |
1.8340 |
| S2 |
1.8026 |
1.8026 |
1.8435 |
|
| S3 |
1.7639 |
1.7879 |
1.8400 |
|
| S4 |
1.7252 |
1.7492 |
1.8293 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0124 |
1.9885 |
1.8650 |
|
| R3 |
1.9437 |
1.9198 |
1.8461 |
|
| R2 |
1.8750 |
1.8750 |
1.8398 |
|
| R1 |
1.8511 |
1.8511 |
1.8335 |
1.8631 |
| PP |
1.8063 |
1.8063 |
1.8063 |
1.8123 |
| S1 |
1.7824 |
1.7824 |
1.8209 |
1.7944 |
| S2 |
1.7376 |
1.7376 |
1.8146 |
|
| S3 |
1.6689 |
1.7137 |
1.8083 |
|
| S4 |
1.6002 |
1.6450 |
1.7894 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.8560 |
1.7615 |
0.0945 |
5.1% |
0.0366 |
2.0% |
94% |
True |
False |
76,813 |
| 10 |
1.8560 |
1.7327 |
0.1233 |
6.7% |
0.0310 |
1.7% |
96% |
True |
False |
65,615 |
| 20 |
1.8560 |
1.7327 |
0.1233 |
6.7% |
0.0273 |
1.5% |
96% |
True |
False |
34,082 |
| 40 |
1.9755 |
1.7327 |
0.2428 |
13.1% |
0.0209 |
1.1% |
49% |
False |
False |
17,129 |
| 60 |
1.9923 |
1.7327 |
0.2596 |
14.0% |
0.0163 |
0.9% |
45% |
False |
False |
11,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0205 |
|
2.618 |
1.9573 |
|
1.618 |
1.9186 |
|
1.000 |
1.8947 |
|
0.618 |
1.8799 |
|
HIGH |
1.8560 |
|
0.618 |
1.8412 |
|
0.500 |
1.8367 |
|
0.382 |
1.8321 |
|
LOW |
1.8173 |
|
0.618 |
1.7934 |
|
1.000 |
1.7786 |
|
1.618 |
1.7547 |
|
2.618 |
1.7160 |
|
4.250 |
1.6528 |
|
|
| Fisher Pivots for day following 22-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.8460 |
1.8402 |
| PP |
1.8413 |
1.8297 |
| S1 |
1.8367 |
1.8193 |
|