CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 06-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2008 |
06-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9556 |
1.9474 |
-0.0082 |
-0.4% |
1.9827 |
| High |
1.9569 |
1.9539 |
-0.0030 |
-0.2% |
1.9900 |
| Low |
1.9461 |
1.9407 |
-0.0054 |
-0.3% |
1.9662 |
| Close |
1.9501 |
1.9419 |
-0.0082 |
-0.4% |
1.9672 |
| Range |
0.0108 |
0.0132 |
0.0024 |
22.2% |
0.0238 |
| ATR |
0.0146 |
0.0145 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
89,923 |
74,432 |
-15,491 |
-17.2% |
479,135 |
|
| Daily Pivots for day following 06-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9851 |
1.9767 |
1.9492 |
|
| R3 |
1.9719 |
1.9635 |
1.9455 |
|
| R2 |
1.9587 |
1.9587 |
1.9443 |
|
| R1 |
1.9503 |
1.9503 |
1.9431 |
1.9479 |
| PP |
1.9455 |
1.9455 |
1.9455 |
1.9443 |
| S1 |
1.9371 |
1.9371 |
1.9407 |
1.9347 |
| S2 |
1.9323 |
1.9323 |
1.9395 |
|
| S3 |
1.9191 |
1.9239 |
1.9383 |
|
| S4 |
1.9059 |
1.9107 |
1.9346 |
|
|
| 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 |
1.9407 |
0.0458 |
2.4% |
0.0133 |
0.7% |
3% |
False |
True |
90,574 |
| 10 |
1.9920 |
1.9407 |
0.0513 |
2.6% |
0.0143 |
0.7% |
2% |
False |
True |
91,960 |
| 20 |
2.0074 |
1.9407 |
0.0667 |
3.4% |
0.0148 |
0.8% |
2% |
False |
True |
84,037 |
| 40 |
2.0074 |
1.9276 |
0.0798 |
4.1% |
0.0151 |
0.8% |
18% |
False |
False |
78,751 |
| 60 |
2.0074 |
1.9196 |
0.0878 |
4.5% |
0.0144 |
0.7% |
25% |
False |
False |
53,167 |
| 80 |
2.0074 |
1.9196 |
0.0878 |
4.5% |
0.0146 |
0.8% |
25% |
False |
False |
39,903 |
| 100 |
2.0074 |
1.9196 |
0.0878 |
4.5% |
0.0134 |
0.7% |
25% |
False |
False |
31,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0100 |
|
2.618 |
1.9885 |
|
1.618 |
1.9753 |
|
1.000 |
1.9671 |
|
0.618 |
1.9621 |
|
HIGH |
1.9539 |
|
0.618 |
1.9489 |
|
0.500 |
1.9473 |
|
0.382 |
1.9457 |
|
LOW |
1.9407 |
|
0.618 |
1.9325 |
|
1.000 |
1.9275 |
|
1.618 |
1.9193 |
|
2.618 |
1.9061 |
|
4.250 |
1.8846 |
|
|
| Fisher Pivots for day following 06-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9473 |
1.9553 |
| PP |
1.9455 |
1.9508 |
| S1 |
1.9437 |
1.9464 |
|