CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 04-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2008 |
04-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9774 |
1.9698 |
-0.0076 |
-0.4% |
1.9827 |
| High |
1.9779 |
1.9699 |
-0.0080 |
-0.4% |
1.9900 |
| Low |
1.9662 |
1.9538 |
-0.0124 |
-0.6% |
1.9662 |
| Close |
1.9672 |
1.9570 |
-0.0102 |
-0.5% |
1.9672 |
| Range |
0.0117 |
0.0161 |
0.0044 |
37.6% |
0.0238 |
| ATR |
0.0148 |
0.0149 |
0.0001 |
0.6% |
0.0000 |
| Volume |
119,343 |
76,489 |
-42,854 |
-35.9% |
479,135 |
|
| Daily Pivots for day following 04-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0085 |
1.9989 |
1.9659 |
|
| R3 |
1.9924 |
1.9828 |
1.9614 |
|
| R2 |
1.9763 |
1.9763 |
1.9600 |
|
| R1 |
1.9667 |
1.9667 |
1.9585 |
1.9635 |
| PP |
1.9602 |
1.9602 |
1.9602 |
1.9586 |
| S1 |
1.9506 |
1.9506 |
1.9555 |
1.9474 |
| S2 |
1.9441 |
1.9441 |
1.9540 |
|
| S3 |
1.9280 |
1.9345 |
1.9526 |
|
| S4 |
1.9119 |
1.9184 |
1.9481 |
|
|
| 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 |
1.9538 |
0.0362 |
1.8% |
0.0147 |
0.8% |
9% |
False |
True |
93,101 |
| 10 |
1.9996 |
1.9538 |
0.0458 |
2.3% |
0.0150 |
0.8% |
7% |
False |
True |
87,875 |
| 20 |
2.0074 |
1.9538 |
0.0536 |
2.7% |
0.0151 |
0.8% |
6% |
False |
True |
83,704 |
| 40 |
2.0074 |
1.9276 |
0.0798 |
4.1% |
0.0154 |
0.8% |
37% |
False |
False |
75,326 |
| 60 |
2.0074 |
1.9196 |
0.0878 |
4.5% |
0.0145 |
0.7% |
43% |
False |
False |
50,430 |
| 80 |
2.0074 |
1.9196 |
0.0878 |
4.5% |
0.0147 |
0.7% |
43% |
False |
False |
37,849 |
| 100 |
2.0074 |
1.9196 |
0.0878 |
4.5% |
0.0135 |
0.7% |
43% |
False |
False |
30,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0383 |
|
2.618 |
2.0120 |
|
1.618 |
1.9959 |
|
1.000 |
1.9860 |
|
0.618 |
1.9798 |
|
HIGH |
1.9699 |
|
0.618 |
1.9637 |
|
0.500 |
1.9619 |
|
0.382 |
1.9600 |
|
LOW |
1.9538 |
|
0.618 |
1.9439 |
|
1.000 |
1.9377 |
|
1.618 |
1.9278 |
|
2.618 |
1.9117 |
|
4.250 |
1.8854 |
|
|
| Fisher Pivots for day following 04-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9619 |
1.9702 |
| PP |
1.9602 |
1.9658 |
| S1 |
1.9586 |
1.9614 |
|