CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 25-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2008 |
25-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.8476 |
1.8421 |
-0.0055 |
-0.3% |
1.7861 |
| High |
1.8547 |
1.8624 |
0.0077 |
0.4% |
1.8302 |
| Low |
1.8409 |
1.8266 |
-0.0143 |
-0.8% |
1.7615 |
| Close |
1.8467 |
1.8342 |
-0.0125 |
-0.7% |
1.8272 |
| Range |
0.0138 |
0.0358 |
0.0220 |
159.4% |
0.0687 |
| ATR |
0.0251 |
0.0258 |
0.0008 |
3.1% |
0.0000 |
| Volume |
60,924 |
44,632 |
-16,292 |
-26.7% |
435,515 |
|
| Daily Pivots for day following 25-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9485 |
1.9271 |
1.8539 |
|
| R3 |
1.9127 |
1.8913 |
1.8440 |
|
| R2 |
1.8769 |
1.8769 |
1.8408 |
|
| R1 |
1.8555 |
1.8555 |
1.8375 |
1.8483 |
| PP |
1.8411 |
1.8411 |
1.8411 |
1.8375 |
| S1 |
1.8197 |
1.8197 |
1.8309 |
1.8125 |
| S2 |
1.8053 |
1.8053 |
1.8276 |
|
| S3 |
1.7695 |
1.7839 |
1.8244 |
|
| S4 |
1.7337 |
1.7481 |
1.8145 |
|
|
| 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 |
1.8624 |
1.7826 |
0.0798 |
4.4% |
0.0305 |
1.7% |
65% |
True |
False |
62,078 |
| 10 |
1.8624 |
1.7425 |
0.1199 |
6.5% |
0.0326 |
1.8% |
76% |
True |
False |
74,220 |
| 20 |
1.8624 |
1.7327 |
0.1297 |
7.1% |
0.0278 |
1.5% |
78% |
True |
False |
42,578 |
| 40 |
1.9701 |
1.7327 |
0.2374 |
12.9% |
0.0218 |
1.2% |
43% |
False |
False |
21,407 |
| 60 |
1.9923 |
1.7327 |
0.2596 |
14.2% |
0.0172 |
0.9% |
39% |
False |
False |
14,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0146 |
|
2.618 |
1.9561 |
|
1.618 |
1.9203 |
|
1.000 |
1.8982 |
|
0.618 |
1.8845 |
|
HIGH |
1.8624 |
|
0.618 |
1.8487 |
|
0.500 |
1.8445 |
|
0.382 |
1.8403 |
|
LOW |
1.8266 |
|
0.618 |
1.8045 |
|
1.000 |
1.7908 |
|
1.618 |
1.7687 |
|
2.618 |
1.7329 |
|
4.250 |
1.6745 |
|
|
| Fisher Pivots for day following 25-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.8445 |
1.8445 |
| PP |
1.8411 |
1.8411 |
| S1 |
1.8376 |
1.8376 |
|