CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 22-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2008 |
22-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9900 |
1.9952 |
0.0052 |
0.3% |
1.9810 |
| High |
1.9955 |
1.9996 |
0.0041 |
0.2% |
2.0074 |
| Low |
1.9823 |
1.9815 |
-0.0008 |
0.0% |
1.9721 |
| Close |
1.9904 |
1.9838 |
-0.0066 |
-0.3% |
1.9896 |
| Range |
0.0132 |
0.0181 |
0.0049 |
37.1% |
0.0353 |
| ATR |
0.0149 |
0.0151 |
0.0002 |
1.6% |
0.0000 |
| Volume |
71,649 |
44,317 |
-27,332 |
-38.1% |
418,149 |
|
| Daily Pivots for day following 22-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0426 |
2.0313 |
1.9938 |
|
| R3 |
2.0245 |
2.0132 |
1.9888 |
|
| R2 |
2.0064 |
2.0064 |
1.9871 |
|
| R1 |
1.9951 |
1.9951 |
1.9855 |
1.9917 |
| PP |
1.9883 |
1.9883 |
1.9883 |
1.9866 |
| S1 |
1.9770 |
1.9770 |
1.9821 |
1.9736 |
| S2 |
1.9702 |
1.9702 |
1.9805 |
|
| S3 |
1.9521 |
1.9589 |
1.9788 |
|
| S4 |
1.9340 |
1.9408 |
1.9738 |
|
|
| 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 |
2.0006 |
1.9815 |
0.0191 |
1.0% |
0.0134 |
0.7% |
12% |
False |
True |
73,314 |
| 10 |
2.0074 |
1.9574 |
0.0500 |
2.5% |
0.0156 |
0.8% |
53% |
False |
False |
74,551 |
| 20 |
2.0074 |
1.9500 |
0.0574 |
2.9% |
0.0147 |
0.7% |
59% |
False |
False |
76,613 |
| 40 |
2.0074 |
1.9276 |
0.0798 |
4.0% |
0.0152 |
0.8% |
70% |
False |
False |
54,725 |
| 60 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0145 |
0.7% |
73% |
False |
False |
36,543 |
| 80 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0139 |
0.7% |
73% |
False |
False |
27,420 |
| 100 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0125 |
0.6% |
73% |
False |
False |
21,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0765 |
|
2.618 |
2.0470 |
|
1.618 |
2.0289 |
|
1.000 |
2.0177 |
|
0.618 |
2.0108 |
|
HIGH |
1.9996 |
|
0.618 |
1.9927 |
|
0.500 |
1.9906 |
|
0.382 |
1.9884 |
|
LOW |
1.9815 |
|
0.618 |
1.9703 |
|
1.000 |
1.9634 |
|
1.618 |
1.9522 |
|
2.618 |
1.9341 |
|
4.250 |
1.9046 |
|
|
| Fisher Pivots for day following 22-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9906 |
1.9906 |
| PP |
1.9883 |
1.9883 |
| S1 |
1.9861 |
1.9861 |
|