CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 01-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2008 |
01-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9848 |
1.9817 |
-0.0031 |
-0.2% |
1.9631 |
| High |
1.9866 |
1.9894 |
0.0028 |
0.1% |
1.9836 |
| Low |
1.9763 |
1.9775 |
0.0012 |
0.1% |
1.9457 |
| Close |
1.9819 |
1.9830 |
0.0011 |
0.1% |
1.9814 |
| Range |
0.0103 |
0.0119 |
0.0016 |
15.5% |
0.0379 |
| ATR |
0.0150 |
0.0147 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
76,956 |
67,491 |
-9,465 |
-12.3% |
372,982 |
|
| Daily Pivots for day following 01-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0190 |
2.0129 |
1.9895 |
|
| R3 |
2.0071 |
2.0010 |
1.9863 |
|
| R2 |
1.9952 |
1.9952 |
1.9852 |
|
| R1 |
1.9891 |
1.9891 |
1.9841 |
1.9922 |
| PP |
1.9833 |
1.9833 |
1.9833 |
1.9848 |
| S1 |
1.9772 |
1.9772 |
1.9819 |
1.9803 |
| S2 |
1.9714 |
1.9714 |
1.9808 |
|
| S3 |
1.9595 |
1.9653 |
1.9797 |
|
| S4 |
1.9476 |
1.9534 |
1.9765 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0839 |
2.0706 |
2.0022 |
|
| R3 |
2.0460 |
2.0327 |
1.9918 |
|
| R2 |
2.0081 |
2.0081 |
1.9883 |
|
| R1 |
1.9948 |
1.9948 |
1.9849 |
2.0015 |
| PP |
1.9702 |
1.9702 |
1.9702 |
1.9736 |
| S1 |
1.9569 |
1.9569 |
1.9779 |
1.9636 |
| S2 |
1.9323 |
1.9323 |
1.9745 |
|
| S3 |
1.8944 |
1.9190 |
1.9710 |
|
| S4 |
1.8565 |
1.8811 |
1.9606 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9894 |
1.9530 |
0.0364 |
1.8% |
0.0135 |
0.7% |
82% |
True |
False |
75,442 |
| 10 |
1.9894 |
1.9349 |
0.0545 |
2.7% |
0.0134 |
0.7% |
88% |
True |
False |
78,951 |
| 20 |
1.9894 |
1.9276 |
0.0618 |
3.1% |
0.0159 |
0.8% |
90% |
True |
False |
55,591 |
| 40 |
1.9894 |
1.9196 |
0.0698 |
3.5% |
0.0140 |
0.7% |
91% |
True |
False |
27,936 |
| 60 |
1.9894 |
1.9196 |
0.0698 |
3.5% |
0.0142 |
0.7% |
91% |
True |
False |
18,655 |
| 80 |
2.0000 |
1.9196 |
0.0804 |
4.1% |
0.0125 |
0.6% |
79% |
False |
False |
14,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0400 |
|
2.618 |
2.0206 |
|
1.618 |
2.0087 |
|
1.000 |
2.0013 |
|
0.618 |
1.9968 |
|
HIGH |
1.9894 |
|
0.618 |
1.9849 |
|
0.500 |
1.9835 |
|
0.382 |
1.9820 |
|
LOW |
1.9775 |
|
0.618 |
1.9701 |
|
1.000 |
1.9656 |
|
1.618 |
1.9582 |
|
2.618 |
1.9463 |
|
4.250 |
1.9269 |
|
|
| Fisher Pivots for day following 01-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9835 |
1.9817 |
| PP |
1.9833 |
1.9804 |
| S1 |
1.9832 |
1.9791 |
|