CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 05-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2008 |
05-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9698 |
1.9556 |
-0.0142 |
-0.7% |
1.9827 |
| High |
1.9699 |
1.9569 |
-0.0130 |
-0.7% |
1.9900 |
| Low |
1.9538 |
1.9461 |
-0.0077 |
-0.4% |
1.9662 |
| Close |
1.9570 |
1.9501 |
-0.0069 |
-0.4% |
1.9672 |
| Range |
0.0161 |
0.0108 |
-0.0053 |
-32.9% |
0.0238 |
| ATR |
0.0149 |
0.0146 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
76,489 |
89,923 |
13,434 |
17.6% |
479,135 |
|
| Daily Pivots for day following 05-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9834 |
1.9776 |
1.9560 |
|
| R3 |
1.9726 |
1.9668 |
1.9531 |
|
| R2 |
1.9618 |
1.9618 |
1.9521 |
|
| R1 |
1.9560 |
1.9560 |
1.9511 |
1.9535 |
| PP |
1.9510 |
1.9510 |
1.9510 |
1.9498 |
| S1 |
1.9452 |
1.9452 |
1.9491 |
1.9427 |
| S2 |
1.9402 |
1.9402 |
1.9481 |
|
| S3 |
1.9294 |
1.9344 |
1.9471 |
|
| S4 |
1.9186 |
1.9236 |
1.9442 |
|
|
| 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 |
1.9865 |
1.9461 |
0.0404 |
2.1% |
0.0127 |
0.7% |
10% |
False |
True |
96,861 |
| 10 |
1.9960 |
1.9461 |
0.0499 |
2.6% |
0.0143 |
0.7% |
8% |
False |
True |
92,436 |
| 20 |
2.0074 |
1.9461 |
0.0613 |
3.1% |
0.0150 |
0.8% |
7% |
False |
True |
83,493 |
| 40 |
2.0074 |
1.9276 |
0.0798 |
4.1% |
0.0153 |
0.8% |
28% |
False |
False |
77,374 |
| 60 |
2.0074 |
1.9196 |
0.0878 |
4.5% |
0.0145 |
0.7% |
35% |
False |
False |
51,928 |
| 80 |
2.0074 |
1.9196 |
0.0878 |
4.5% |
0.0146 |
0.7% |
35% |
False |
False |
38,973 |
| 100 |
2.0074 |
1.9196 |
0.0878 |
4.5% |
0.0135 |
0.7% |
35% |
False |
False |
31,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0028 |
|
2.618 |
1.9852 |
|
1.618 |
1.9744 |
|
1.000 |
1.9677 |
|
0.618 |
1.9636 |
|
HIGH |
1.9569 |
|
0.618 |
1.9528 |
|
0.500 |
1.9515 |
|
0.382 |
1.9502 |
|
LOW |
1.9461 |
|
0.618 |
1.9394 |
|
1.000 |
1.9353 |
|
1.618 |
1.9286 |
|
2.618 |
1.9178 |
|
4.250 |
1.9002 |
|
|
| Fisher Pivots for day following 05-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9515 |
1.9620 |
| PP |
1.9510 |
1.9580 |
| S1 |
1.9506 |
1.9541 |
|