CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 15-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2008 |
15-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9810 |
1.9855 |
0.0045 |
0.2% |
1.9737 |
| High |
1.9871 |
2.0074 |
0.0203 |
1.0% |
1.9868 |
| Low |
1.9721 |
1.9843 |
0.0122 |
0.6% |
1.9545 |
| Close |
1.9852 |
1.9926 |
0.0074 |
0.4% |
1.9764 |
| Range |
0.0150 |
0.0231 |
0.0081 |
54.0% |
0.0323 |
| ATR |
0.0152 |
0.0158 |
0.0006 |
3.7% |
0.0000 |
| Volume |
98,921 |
68,624 |
-30,297 |
-30.6% |
393,814 |
|
| Daily Pivots for day following 15-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0641 |
2.0514 |
2.0053 |
|
| R3 |
2.0410 |
2.0283 |
1.9990 |
|
| R2 |
2.0179 |
2.0179 |
1.9968 |
|
| R1 |
2.0052 |
2.0052 |
1.9947 |
2.0116 |
| PP |
1.9948 |
1.9948 |
1.9948 |
1.9979 |
| S1 |
1.9821 |
1.9821 |
1.9905 |
1.9885 |
| S2 |
1.9717 |
1.9717 |
1.9884 |
|
| S3 |
1.9486 |
1.9590 |
1.9862 |
|
| S4 |
1.9255 |
1.9359 |
1.9799 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0695 |
2.0552 |
1.9942 |
|
| R3 |
2.0372 |
2.0229 |
1.9853 |
|
| R2 |
2.0049 |
2.0049 |
1.9823 |
|
| R1 |
1.9906 |
1.9906 |
1.9794 |
1.9978 |
| PP |
1.9726 |
1.9726 |
1.9726 |
1.9761 |
| S1 |
1.9583 |
1.9583 |
1.9734 |
1.9655 |
| S2 |
1.9403 |
1.9403 |
1.9705 |
|
| S3 |
1.9080 |
1.9260 |
1.9675 |
|
| S4 |
1.8757 |
1.8937 |
1.9586 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0074 |
1.9574 |
0.0500 |
2.5% |
0.0178 |
0.9% |
70% |
True |
False |
75,788 |
| 10 |
2.0074 |
1.9545 |
0.0529 |
2.7% |
0.0160 |
0.8% |
72% |
True |
False |
77,513 |
| 20 |
2.0074 |
1.9339 |
0.0735 |
3.7% |
0.0153 |
0.8% |
80% |
True |
False |
79,038 |
| 40 |
2.0074 |
1.9276 |
0.0798 |
4.0% |
0.0148 |
0.7% |
81% |
True |
False |
45,593 |
| 60 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0147 |
0.7% |
83% |
True |
False |
30,443 |
| 80 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0135 |
0.7% |
83% |
True |
False |
22,850 |
| 100 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0120 |
0.6% |
83% |
True |
False |
18,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.1056 |
|
2.618 |
2.0679 |
|
1.618 |
2.0448 |
|
1.000 |
2.0305 |
|
0.618 |
2.0217 |
|
HIGH |
2.0074 |
|
0.618 |
1.9986 |
|
0.500 |
1.9959 |
|
0.382 |
1.9931 |
|
LOW |
1.9843 |
|
0.618 |
1.9700 |
|
1.000 |
1.9612 |
|
1.618 |
1.9469 |
|
2.618 |
1.9238 |
|
4.250 |
1.8861 |
|
|
| Fisher Pivots for day following 15-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9959 |
1.9906 |
| PP |
1.9948 |
1.9887 |
| S1 |
1.9937 |
1.9867 |
|