CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 26-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2008 |
26-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.8421 |
1.8335 |
-0.0086 |
-0.5% |
1.8239 |
| High |
1.8624 |
1.8432 |
-0.0192 |
-1.0% |
1.8624 |
| Low |
1.8266 |
1.8292 |
0.0026 |
0.1% |
1.8173 |
| Close |
1.8342 |
1.8381 |
0.0039 |
0.2% |
1.8381 |
| Range |
0.0358 |
0.0140 |
-0.0218 |
-60.9% |
0.0451 |
| ATR |
0.0258 |
0.0250 |
-0.0008 |
-3.3% |
0.0000 |
| Volume |
44,632 |
69,933 |
25,301 |
56.7% |
308,301 |
|
| Daily Pivots for day following 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8788 |
1.8725 |
1.8458 |
|
| R3 |
1.8648 |
1.8585 |
1.8420 |
|
| R2 |
1.8508 |
1.8508 |
1.8407 |
|
| R1 |
1.8445 |
1.8445 |
1.8394 |
1.8477 |
| PP |
1.8368 |
1.8368 |
1.8368 |
1.8384 |
| S1 |
1.8305 |
1.8305 |
1.8368 |
1.8337 |
| S2 |
1.8228 |
1.8228 |
1.8355 |
|
| S3 |
1.8088 |
1.8165 |
1.8343 |
|
| S4 |
1.7948 |
1.8025 |
1.8304 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9746 |
1.9514 |
1.8629 |
|
| R3 |
1.9295 |
1.9063 |
1.8505 |
|
| R2 |
1.8844 |
1.8844 |
1.8464 |
|
| R1 |
1.8612 |
1.8612 |
1.8422 |
1.8728 |
| PP |
1.8393 |
1.8393 |
1.8393 |
1.8451 |
| S1 |
1.8161 |
1.8161 |
1.8340 |
1.8277 |
| S2 |
1.7942 |
1.7942 |
1.8298 |
|
| S3 |
1.7491 |
1.7710 |
1.8257 |
|
| S4 |
1.7040 |
1.7259 |
1.8133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.8624 |
1.8173 |
0.0451 |
2.5% |
0.0237 |
1.3% |
46% |
False |
False |
61,660 |
| 10 |
1.8624 |
1.7615 |
0.1009 |
5.5% |
0.0298 |
1.6% |
76% |
False |
False |
74,381 |
| 20 |
1.8624 |
1.7327 |
0.1297 |
7.1% |
0.0278 |
1.5% |
81% |
False |
False |
46,052 |
| 40 |
1.9640 |
1.7327 |
0.2313 |
12.6% |
0.0219 |
1.2% |
46% |
False |
False |
23,151 |
| 60 |
1.9923 |
1.7327 |
0.2596 |
14.1% |
0.0174 |
0.9% |
41% |
False |
False |
15,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9027 |
|
2.618 |
1.8799 |
|
1.618 |
1.8659 |
|
1.000 |
1.8572 |
|
0.618 |
1.8519 |
|
HIGH |
1.8432 |
|
0.618 |
1.8379 |
|
0.500 |
1.8362 |
|
0.382 |
1.8345 |
|
LOW |
1.8292 |
|
0.618 |
1.8205 |
|
1.000 |
1.8152 |
|
1.618 |
1.8065 |
|
2.618 |
1.7925 |
|
4.250 |
1.7697 |
|
|
| Fisher Pivots for day following 26-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.8375 |
1.8445 |
| PP |
1.8368 |
1.8424 |
| S1 |
1.8362 |
1.8402 |
|