CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 07-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2008 |
07-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9832 |
1.9737 |
-0.0095 |
-0.5% |
1.9848 |
| High |
1.9833 |
1.9737 |
-0.0096 |
-0.5% |
1.9894 |
| Low |
1.9693 |
1.9545 |
-0.0148 |
-0.8% |
1.9693 |
| Close |
1.9713 |
1.9671 |
-0.0042 |
-0.2% |
1.9713 |
| Range |
0.0140 |
0.0192 |
0.0052 |
37.1% |
0.0201 |
| ATR |
0.0146 |
0.0149 |
0.0003 |
2.3% |
0.0000 |
| Volume |
70,120 |
88,289 |
18,169 |
25.9% |
290,736 |
|
| Daily Pivots for day following 07-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0227 |
2.0141 |
1.9777 |
|
| R3 |
2.0035 |
1.9949 |
1.9724 |
|
| R2 |
1.9843 |
1.9843 |
1.9706 |
|
| R1 |
1.9757 |
1.9757 |
1.9689 |
1.9704 |
| PP |
1.9651 |
1.9651 |
1.9651 |
1.9625 |
| S1 |
1.9565 |
1.9565 |
1.9653 |
1.9512 |
| S2 |
1.9459 |
1.9459 |
1.9636 |
|
| S3 |
1.9267 |
1.9373 |
1.9618 |
|
| S4 |
1.9075 |
1.9181 |
1.9565 |
|
|
| Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0370 |
2.0242 |
1.9824 |
|
| R3 |
2.0169 |
2.0041 |
1.9768 |
|
| R2 |
1.9968 |
1.9968 |
1.9750 |
|
| R1 |
1.9840 |
1.9840 |
1.9731 |
1.9804 |
| PP |
1.9767 |
1.9767 |
1.9767 |
1.9748 |
| S1 |
1.9639 |
1.9639 |
1.9695 |
1.9603 |
| S2 |
1.9566 |
1.9566 |
1.9676 |
|
| S3 |
1.9365 |
1.9438 |
1.9658 |
|
| S4 |
1.9164 |
1.9237 |
1.9602 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9894 |
1.9545 |
0.0349 |
1.8% |
0.0137 |
0.7% |
36% |
False |
True |
75,805 |
| 10 |
1.9894 |
1.9457 |
0.0437 |
2.2% |
0.0142 |
0.7% |
49% |
False |
False |
75,200 |
| 20 |
1.9894 |
1.9276 |
0.0618 |
3.1% |
0.0158 |
0.8% |
64% |
False |
False |
66,949 |
| 40 |
1.9894 |
1.9196 |
0.0698 |
3.5% |
0.0143 |
0.7% |
68% |
False |
False |
33,792 |
| 60 |
1.9894 |
1.9196 |
0.0698 |
3.5% |
0.0145 |
0.7% |
68% |
False |
False |
22,564 |
| 80 |
2.0000 |
1.9196 |
0.0804 |
4.1% |
0.0131 |
0.7% |
59% |
False |
False |
16,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0553 |
|
2.618 |
2.0240 |
|
1.618 |
2.0048 |
|
1.000 |
1.9929 |
|
0.618 |
1.9856 |
|
HIGH |
1.9737 |
|
0.618 |
1.9664 |
|
0.500 |
1.9641 |
|
0.382 |
1.9618 |
|
LOW |
1.9545 |
|
0.618 |
1.9426 |
|
1.000 |
1.9353 |
|
1.618 |
1.9234 |
|
2.618 |
1.9042 |
|
4.250 |
1.8729 |
|
|
| Fisher Pivots for day following 07-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9661 |
1.9706 |
| PP |
1.9651 |
1.9694 |
| S1 |
1.9641 |
1.9683 |
|