CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 09-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2008 |
09-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9656 |
1.9598 |
-0.0058 |
-0.3% |
1.9848 |
| High |
1.9698 |
1.9734 |
0.0036 |
0.2% |
1.9894 |
| Low |
1.9565 |
1.9574 |
0.0009 |
0.0% |
1.9693 |
| Close |
1.9586 |
1.9716 |
0.0130 |
0.7% |
1.9713 |
| Range |
0.0133 |
0.0160 |
0.0027 |
20.3% |
0.0201 |
| ATR |
0.0148 |
0.0149 |
0.0001 |
0.6% |
0.0000 |
| Volume |
94,126 |
63,556 |
-30,570 |
-32.5% |
290,736 |
|
| Daily Pivots for day following 09-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0155 |
2.0095 |
1.9804 |
|
| R3 |
1.9995 |
1.9935 |
1.9760 |
|
| R2 |
1.9835 |
1.9835 |
1.9745 |
|
| R1 |
1.9775 |
1.9775 |
1.9731 |
1.9805 |
| PP |
1.9675 |
1.9675 |
1.9675 |
1.9690 |
| S1 |
1.9615 |
1.9615 |
1.9701 |
1.9645 |
| S2 |
1.9515 |
1.9515 |
1.9687 |
|
| S3 |
1.9355 |
1.9455 |
1.9672 |
|
| S4 |
1.9195 |
1.9295 |
1.9628 |
|
|
| 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 |
1.9867 |
1.9545 |
0.0322 |
1.6% |
0.0151 |
0.8% |
53% |
False |
False |
78,452 |
| 10 |
1.9894 |
1.9530 |
0.0364 |
1.8% |
0.0143 |
0.7% |
51% |
False |
False |
76,947 |
| 20 |
1.9894 |
1.9276 |
0.0618 |
3.1% |
0.0153 |
0.8% |
71% |
False |
False |
73,465 |
| 40 |
1.9894 |
1.9196 |
0.0698 |
3.5% |
0.0141 |
0.7% |
74% |
False |
False |
37,731 |
| 60 |
1.9894 |
1.9196 |
0.0698 |
3.5% |
0.0145 |
0.7% |
74% |
False |
False |
25,192 |
| 80 |
1.9903 |
1.9196 |
0.0707 |
3.6% |
0.0131 |
0.7% |
74% |
False |
False |
18,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0414 |
|
2.618 |
2.0153 |
|
1.618 |
1.9993 |
|
1.000 |
1.9894 |
|
0.618 |
1.9833 |
|
HIGH |
1.9734 |
|
0.618 |
1.9673 |
|
0.500 |
1.9654 |
|
0.382 |
1.9635 |
|
LOW |
1.9574 |
|
0.618 |
1.9475 |
|
1.000 |
1.9414 |
|
1.618 |
1.9315 |
|
2.618 |
1.9155 |
|
4.250 |
1.8894 |
|
|
| Fisher Pivots for day following 09-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9695 |
1.9691 |
| PP |
1.9675 |
1.9666 |
| S1 |
1.9654 |
1.9641 |
|