CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 23-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2008 |
23-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.8239 |
1.8507 |
0.0268 |
1.5% |
1.7861 |
| High |
1.8560 |
1.8568 |
0.0008 |
0.0% |
1.8302 |
| Low |
1.8173 |
1.8404 |
0.0231 |
1.3% |
1.7615 |
| Close |
1.8506 |
1.8534 |
0.0028 |
0.2% |
1.8272 |
| Range |
0.0387 |
0.0164 |
-0.0223 |
-57.6% |
0.0687 |
| ATR |
0.0267 |
0.0260 |
-0.0007 |
-2.8% |
0.0000 |
| Volume |
67,074 |
65,738 |
-1,336 |
-2.0% |
435,515 |
|
| Daily Pivots for day following 23-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8994 |
1.8928 |
1.8624 |
|
| R3 |
1.8830 |
1.8764 |
1.8579 |
|
| R2 |
1.8666 |
1.8666 |
1.8564 |
|
| R1 |
1.8600 |
1.8600 |
1.8549 |
1.8633 |
| PP |
1.8502 |
1.8502 |
1.8502 |
1.8519 |
| S1 |
1.8436 |
1.8436 |
1.8519 |
1.8469 |
| S2 |
1.8338 |
1.8338 |
1.8504 |
|
| S3 |
1.8174 |
1.8272 |
1.8489 |
|
| S4 |
1.8010 |
1.8108 |
1.8444 |
|
|
| 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 |
1.8568 |
1.7677 |
0.0891 |
4.8% |
0.0345 |
1.9% |
96% |
True |
False |
68,290 |
| 10 |
1.8568 |
1.7327 |
0.1241 |
6.7% |
0.0306 |
1.7% |
97% |
True |
False |
69,866 |
| 20 |
1.8568 |
1.7327 |
0.1241 |
6.7% |
0.0272 |
1.5% |
97% |
True |
False |
37,333 |
| 40 |
1.9746 |
1.7327 |
0.2419 |
13.1% |
0.0211 |
1.1% |
50% |
False |
False |
18,772 |
| 60 |
1.9923 |
1.7327 |
0.2596 |
14.0% |
0.0165 |
0.9% |
46% |
False |
False |
12,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9265 |
|
2.618 |
1.8997 |
|
1.618 |
1.8833 |
|
1.000 |
1.8732 |
|
0.618 |
1.8669 |
|
HIGH |
1.8568 |
|
0.618 |
1.8505 |
|
0.500 |
1.8486 |
|
0.382 |
1.8467 |
|
LOW |
1.8404 |
|
0.618 |
1.8303 |
|
1.000 |
1.8240 |
|
1.618 |
1.8139 |
|
2.618 |
1.7975 |
|
4.250 |
1.7707 |
|
|
| Fisher Pivots for day following 23-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.8518 |
1.8422 |
| PP |
1.8502 |
1.8309 |
| S1 |
1.8486 |
1.8197 |
|