CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 17-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2008 |
17-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9960 |
1.9894 |
-0.0066 |
-0.3% |
1.9737 |
| High |
2.0006 |
1.9986 |
-0.0020 |
-0.1% |
1.9868 |
| Low |
1.9865 |
1.9862 |
-0.0003 |
0.0% |
1.9545 |
| Close |
1.9899 |
1.9903 |
0.0004 |
0.0% |
1.9764 |
| Range |
0.0141 |
0.0124 |
-0.0017 |
-12.1% |
0.0323 |
| ATR |
0.0157 |
0.0154 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
106,840 |
69,428 |
-37,412 |
-35.0% |
393,814 |
|
| Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0289 |
2.0220 |
1.9971 |
|
| R3 |
2.0165 |
2.0096 |
1.9937 |
|
| R2 |
2.0041 |
2.0041 |
1.9926 |
|
| R1 |
1.9972 |
1.9972 |
1.9914 |
2.0007 |
| PP |
1.9917 |
1.9917 |
1.9917 |
1.9934 |
| S1 |
1.9848 |
1.9848 |
1.9892 |
1.9883 |
| S2 |
1.9793 |
1.9793 |
1.9880 |
|
| S3 |
1.9669 |
1.9724 |
1.9869 |
|
| S4 |
1.9545 |
1.9600 |
1.9835 |
|
|
| 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 |
1.9660 |
0.0414 |
2.1% |
0.0171 |
0.9% |
59% |
False |
False |
83,876 |
| 10 |
2.0074 |
1.9545 |
0.0529 |
2.7% |
0.0162 |
0.8% |
68% |
False |
False |
80,774 |
| 20 |
2.0074 |
1.9453 |
0.0621 |
3.1% |
0.0148 |
0.7% |
72% |
False |
False |
78,147 |
| 40 |
2.0074 |
1.9276 |
0.0798 |
4.0% |
0.0148 |
0.7% |
79% |
False |
False |
49,975 |
| 60 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0146 |
0.7% |
81% |
False |
False |
33,380 |
| 80 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0137 |
0.7% |
81% |
False |
False |
25,047 |
| 100 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0122 |
0.6% |
81% |
False |
False |
20,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0513 |
|
2.618 |
2.0311 |
|
1.618 |
2.0187 |
|
1.000 |
2.0110 |
|
0.618 |
2.0063 |
|
HIGH |
1.9986 |
|
0.618 |
1.9939 |
|
0.500 |
1.9924 |
|
0.382 |
1.9909 |
|
LOW |
1.9862 |
|
0.618 |
1.9785 |
|
1.000 |
1.9738 |
|
1.618 |
1.9661 |
|
2.618 |
1.9537 |
|
4.250 |
1.9335 |
|
|
| Fisher Pivots for day following 17-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9924 |
1.9959 |
| PP |
1.9917 |
1.9940 |
| S1 |
1.9910 |
1.9922 |
|