CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 29-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2008 |
29-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9827 |
1.9875 |
0.0048 |
0.2% |
1.9900 |
| High |
1.9894 |
1.9900 |
0.0006 |
0.0% |
1.9996 |
| Low |
1.9769 |
1.9692 |
-0.0077 |
-0.4% |
1.9741 |
| Close |
1.9877 |
1.9718 |
-0.0159 |
-0.8% |
1.9820 |
| Range |
0.0125 |
0.0208 |
0.0083 |
66.4% |
0.0255 |
| ATR |
0.0150 |
0.0154 |
0.0004 |
2.8% |
0.0000 |
| Volume |
90,118 |
71,124 |
-18,994 |
-21.1% |
394,784 |
|
| Daily Pivots for day following 29-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0394 |
2.0264 |
1.9832 |
|
| R3 |
2.0186 |
2.0056 |
1.9775 |
|
| R2 |
1.9978 |
1.9978 |
1.9756 |
|
| R1 |
1.9848 |
1.9848 |
1.9737 |
1.9809 |
| PP |
1.9770 |
1.9770 |
1.9770 |
1.9751 |
| S1 |
1.9640 |
1.9640 |
1.9699 |
1.9601 |
| S2 |
1.9562 |
1.9562 |
1.9680 |
|
| S3 |
1.9354 |
1.9432 |
1.9661 |
|
| S4 |
1.9146 |
1.9224 |
1.9604 |
|
|
| 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 |
1.9960 |
1.9692 |
0.0268 |
1.4% |
0.0159 |
0.8% |
10% |
False |
True |
88,012 |
| 10 |
2.0006 |
1.9692 |
0.0314 |
1.6% |
0.0147 |
0.7% |
8% |
False |
True |
80,663 |
| 20 |
2.0074 |
1.9545 |
0.0529 |
2.7% |
0.0153 |
0.8% |
33% |
False |
False |
79,088 |
| 40 |
2.0074 |
1.9276 |
0.0798 |
4.0% |
0.0156 |
0.8% |
55% |
False |
False |
65,685 |
| 60 |
2.0074 |
1.9196 |
0.0878 |
4.5% |
0.0144 |
0.7% |
59% |
False |
False |
43,863 |
| 80 |
2.0074 |
1.9196 |
0.0878 |
4.5% |
0.0145 |
0.7% |
59% |
False |
False |
32,920 |
| 100 |
2.0074 |
1.9196 |
0.0878 |
4.5% |
0.0130 |
0.7% |
59% |
False |
False |
26,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0784 |
|
2.618 |
2.0445 |
|
1.618 |
2.0237 |
|
1.000 |
2.0108 |
|
0.618 |
2.0029 |
|
HIGH |
1.9900 |
|
0.618 |
1.9821 |
|
0.500 |
1.9796 |
|
0.382 |
1.9771 |
|
LOW |
1.9692 |
|
0.618 |
1.9563 |
|
1.000 |
1.9484 |
|
1.618 |
1.9355 |
|
2.618 |
1.9147 |
|
4.250 |
1.8808 |
|
|
| Fisher Pivots for day following 29-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9796 |
1.9799 |
| PP |
1.9770 |
1.9772 |
| S1 |
1.9744 |
1.9745 |
|