CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 21-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2008 |
21-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9905 |
1.9900 |
-0.0005 |
0.0% |
1.9810 |
| High |
1.9913 |
1.9955 |
0.0042 |
0.2% |
2.0074 |
| Low |
1.9821 |
1.9823 |
0.0002 |
0.0% |
1.9721 |
| Close |
1.9896 |
1.9904 |
0.0008 |
0.0% |
1.9896 |
| Range |
0.0092 |
0.0132 |
0.0040 |
43.5% |
0.0353 |
| ATR |
0.0150 |
0.0149 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
74,336 |
71,649 |
-2,687 |
-3.6% |
418,149 |
|
| Daily Pivots for day following 21-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0290 |
2.0229 |
1.9977 |
|
| R3 |
2.0158 |
2.0097 |
1.9940 |
|
| R2 |
2.0026 |
2.0026 |
1.9928 |
|
| R1 |
1.9965 |
1.9965 |
1.9916 |
1.9996 |
| PP |
1.9894 |
1.9894 |
1.9894 |
1.9909 |
| S1 |
1.9833 |
1.9833 |
1.9892 |
1.9864 |
| S2 |
1.9762 |
1.9762 |
1.9880 |
|
| S3 |
1.9630 |
1.9701 |
1.9868 |
|
| S4 |
1.9498 |
1.9569 |
1.9831 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0956 |
2.0779 |
2.0090 |
|
| R3 |
2.0603 |
2.0426 |
1.9993 |
|
| R2 |
2.0250 |
2.0250 |
1.9961 |
|
| R1 |
2.0073 |
2.0073 |
1.9928 |
2.0162 |
| PP |
1.9897 |
1.9897 |
1.9897 |
1.9941 |
| S1 |
1.9720 |
1.9720 |
1.9864 |
1.9809 |
| S2 |
1.9544 |
1.9544 |
1.9831 |
|
| S3 |
1.9191 |
1.9367 |
1.9799 |
|
| S4 |
1.8838 |
1.9014 |
1.9702 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0074 |
1.9821 |
0.0253 |
1.3% |
0.0144 |
0.7% |
33% |
False |
False |
78,175 |
| 10 |
2.0074 |
1.9565 |
0.0509 |
2.6% |
0.0151 |
0.8% |
67% |
False |
False |
79,532 |
| 20 |
2.0074 |
1.9457 |
0.0617 |
3.1% |
0.0146 |
0.7% |
72% |
False |
False |
77,366 |
| 40 |
2.0074 |
1.9276 |
0.0798 |
4.0% |
0.0149 |
0.7% |
79% |
False |
False |
53,621 |
| 60 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0144 |
0.7% |
81% |
False |
False |
35,811 |
| 80 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0136 |
0.7% |
81% |
False |
False |
26,866 |
| 100 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0124 |
0.6% |
81% |
False |
False |
21,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0516 |
|
2.618 |
2.0301 |
|
1.618 |
2.0169 |
|
1.000 |
2.0087 |
|
0.618 |
2.0037 |
|
HIGH |
1.9955 |
|
0.618 |
1.9905 |
|
0.500 |
1.9889 |
|
0.382 |
1.9873 |
|
LOW |
1.9823 |
|
0.618 |
1.9741 |
|
1.000 |
1.9691 |
|
1.618 |
1.9609 |
|
2.618 |
1.9477 |
|
4.250 |
1.9262 |
|
|
| Fisher Pivots for day following 21-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9899 |
1.9904 |
| PP |
1.9894 |
1.9904 |
| S1 |
1.9889 |
1.9904 |
|