CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 01-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2008 |
01-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9746 |
1.9774 |
0.0028 |
0.1% |
1.9827 |
| High |
1.9865 |
1.9779 |
-0.0086 |
-0.4% |
1.9900 |
| Low |
1.9717 |
1.9662 |
-0.0055 |
-0.3% |
1.9662 |
| Close |
1.9763 |
1.9672 |
-0.0091 |
-0.5% |
1.9672 |
| Range |
0.0148 |
0.0117 |
-0.0031 |
-20.9% |
0.0238 |
| ATR |
0.0150 |
0.0148 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
92,686 |
119,343 |
26,657 |
28.8% |
479,135 |
|
| Daily Pivots for day following 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0055 |
1.9981 |
1.9736 |
|
| R3 |
1.9938 |
1.9864 |
1.9704 |
|
| R2 |
1.9821 |
1.9821 |
1.9693 |
|
| R1 |
1.9747 |
1.9747 |
1.9683 |
1.9726 |
| PP |
1.9704 |
1.9704 |
1.9704 |
1.9694 |
| S1 |
1.9630 |
1.9630 |
1.9661 |
1.9609 |
| S2 |
1.9587 |
1.9587 |
1.9651 |
|
| S3 |
1.9470 |
1.9513 |
1.9640 |
|
| S4 |
1.9353 |
1.9396 |
1.9608 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0459 |
2.0303 |
1.9803 |
|
| R3 |
2.0221 |
2.0065 |
1.9737 |
|
| R2 |
1.9983 |
1.9983 |
1.9716 |
|
| R1 |
1.9827 |
1.9827 |
1.9694 |
1.9786 |
| PP |
1.9745 |
1.9745 |
1.9745 |
1.9724 |
| S1 |
1.9589 |
1.9589 |
1.9650 |
1.9548 |
| S2 |
1.9507 |
1.9507 |
1.9628 |
|
| S3 |
1.9269 |
1.9351 |
1.9607 |
|
| S4 |
1.9031 |
1.9113 |
1.9541 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9900 |
1.9662 |
0.0238 |
1.2% |
0.0140 |
0.7% |
4% |
False |
True |
95,827 |
| 10 |
1.9996 |
1.9662 |
0.0334 |
1.7% |
0.0148 |
0.7% |
3% |
False |
True |
87,391 |
| 20 |
2.0074 |
1.9545 |
0.0529 |
2.7% |
0.0152 |
0.8% |
24% |
False |
False |
84,294 |
| 40 |
2.0074 |
1.9276 |
0.0798 |
4.1% |
0.0157 |
0.8% |
50% |
False |
False |
73,470 |
| 60 |
2.0074 |
1.9196 |
0.0878 |
4.5% |
0.0144 |
0.7% |
54% |
False |
False |
49,156 |
| 80 |
2.0074 |
1.9196 |
0.0878 |
4.5% |
0.0145 |
0.7% |
54% |
False |
False |
36,893 |
| 100 |
2.0074 |
1.9196 |
0.0878 |
4.5% |
0.0133 |
0.7% |
54% |
False |
False |
29,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0276 |
|
2.618 |
2.0085 |
|
1.618 |
1.9968 |
|
1.000 |
1.9896 |
|
0.618 |
1.9851 |
|
HIGH |
1.9779 |
|
0.618 |
1.9734 |
|
0.500 |
1.9721 |
|
0.382 |
1.9707 |
|
LOW |
1.9662 |
|
0.618 |
1.9590 |
|
1.000 |
1.9545 |
|
1.618 |
1.9473 |
|
2.618 |
1.9356 |
|
4.250 |
1.9165 |
|
|
| Fisher Pivots for day following 01-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9721 |
1.9764 |
| PP |
1.9704 |
1.9733 |
| S1 |
1.9688 |
1.9703 |
|