CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 28-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2008 |
28-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9791 |
1.9827 |
0.0036 |
0.2% |
1.9900 |
| High |
1.9906 |
1.9894 |
-0.0012 |
-0.1% |
1.9996 |
| Low |
1.9757 |
1.9769 |
0.0012 |
0.1% |
1.9741 |
| Close |
1.9820 |
1.9877 |
0.0057 |
0.3% |
1.9820 |
| Range |
0.0149 |
0.0125 |
-0.0024 |
-16.1% |
0.0255 |
| ATR |
0.0152 |
0.0150 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
111,030 |
90,118 |
-20,912 |
-18.8% |
394,784 |
|
| Daily Pivots for day following 28-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0222 |
2.0174 |
1.9946 |
|
| R3 |
2.0097 |
2.0049 |
1.9911 |
|
| R2 |
1.9972 |
1.9972 |
1.9900 |
|
| R1 |
1.9924 |
1.9924 |
1.9888 |
1.9948 |
| PP |
1.9847 |
1.9847 |
1.9847 |
1.9859 |
| S1 |
1.9799 |
1.9799 |
1.9866 |
1.9823 |
| S2 |
1.9722 |
1.9722 |
1.9854 |
|
| S3 |
1.9597 |
1.9674 |
1.9843 |
|
| S4 |
1.9472 |
1.9549 |
1.9808 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0617 |
2.0474 |
1.9960 |
|
| R3 |
2.0362 |
2.0219 |
1.9890 |
|
| R2 |
2.0107 |
2.0107 |
1.9867 |
|
| R1 |
1.9964 |
1.9964 |
1.9843 |
1.9908 |
| PP |
1.9852 |
1.9852 |
1.9852 |
1.9825 |
| S1 |
1.9709 |
1.9709 |
1.9797 |
1.9653 |
| S2 |
1.9597 |
1.9597 |
1.9773 |
|
| S3 |
1.9342 |
1.9454 |
1.9750 |
|
| S4 |
1.9087 |
1.9199 |
1.9680 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9996 |
1.9741 |
0.0255 |
1.3% |
0.0154 |
0.8% |
53% |
False |
False |
82,650 |
| 10 |
2.0074 |
1.9741 |
0.0333 |
1.7% |
0.0149 |
0.7% |
41% |
False |
False |
80,413 |
| 20 |
2.0074 |
1.9545 |
0.0529 |
2.7% |
0.0148 |
0.7% |
63% |
False |
False |
79,380 |
| 40 |
2.0074 |
1.9276 |
0.0798 |
4.0% |
0.0155 |
0.8% |
75% |
False |
False |
63,918 |
| 60 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0142 |
0.7% |
78% |
False |
False |
42,679 |
| 80 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0143 |
0.7% |
78% |
False |
False |
32,031 |
| 100 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0128 |
0.6% |
78% |
False |
False |
25,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0425 |
|
2.618 |
2.0221 |
|
1.618 |
2.0096 |
|
1.000 |
2.0019 |
|
0.618 |
1.9971 |
|
HIGH |
1.9894 |
|
0.618 |
1.9846 |
|
0.500 |
1.9832 |
|
0.382 |
1.9817 |
|
LOW |
1.9769 |
|
0.618 |
1.9692 |
|
1.000 |
1.9644 |
|
1.618 |
1.9567 |
|
2.618 |
1.9442 |
|
4.250 |
1.9238 |
|
|
| Fisher Pivots for day following 28-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9862 |
1.9862 |
| PP |
1.9847 |
1.9846 |
| S1 |
1.9832 |
1.9831 |
|