CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 07-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2008 |
07-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9474 |
1.9421 |
-0.0053 |
-0.3% |
1.9827 |
| High |
1.9539 |
1.9486 |
-0.0053 |
-0.3% |
1.9900 |
| Low |
1.9407 |
1.9366 |
-0.0041 |
-0.2% |
1.9662 |
| Close |
1.9419 |
1.9383 |
-0.0036 |
-0.2% |
1.9672 |
| Range |
0.0132 |
0.0120 |
-0.0012 |
-9.1% |
0.0238 |
| ATR |
0.0145 |
0.0143 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
74,432 |
73,302 |
-1,130 |
-1.5% |
479,135 |
|
| Daily Pivots for day following 07-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9772 |
1.9697 |
1.9449 |
|
| R3 |
1.9652 |
1.9577 |
1.9416 |
|
| R2 |
1.9532 |
1.9532 |
1.9405 |
|
| R1 |
1.9457 |
1.9457 |
1.9394 |
1.9435 |
| PP |
1.9412 |
1.9412 |
1.9412 |
1.9400 |
| S1 |
1.9337 |
1.9337 |
1.9372 |
1.9315 |
| S2 |
1.9292 |
1.9292 |
1.9361 |
|
| S3 |
1.9172 |
1.9217 |
1.9350 |
|
| S4 |
1.9052 |
1.9097 |
1.9317 |
|
|
| 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 |
1.9779 |
1.9366 |
0.0413 |
2.1% |
0.0128 |
0.7% |
4% |
False |
True |
86,697 |
| 10 |
1.9906 |
1.9366 |
0.0540 |
2.8% |
0.0137 |
0.7% |
3% |
False |
True |
90,431 |
| 20 |
2.0074 |
1.9366 |
0.0708 |
3.7% |
0.0147 |
0.8% |
2% |
False |
True |
84,089 |
| 40 |
2.0074 |
1.9276 |
0.0798 |
4.1% |
0.0149 |
0.8% |
13% |
False |
False |
80,089 |
| 60 |
2.0074 |
1.9254 |
0.0820 |
4.2% |
0.0144 |
0.7% |
16% |
False |
False |
54,383 |
| 80 |
2.0074 |
1.9196 |
0.0878 |
4.5% |
0.0146 |
0.8% |
21% |
False |
False |
40,819 |
| 100 |
2.0074 |
1.9196 |
0.0878 |
4.5% |
0.0133 |
0.7% |
21% |
False |
False |
32,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9996 |
|
2.618 |
1.9800 |
|
1.618 |
1.9680 |
|
1.000 |
1.9606 |
|
0.618 |
1.9560 |
|
HIGH |
1.9486 |
|
0.618 |
1.9440 |
|
0.500 |
1.9426 |
|
0.382 |
1.9412 |
|
LOW |
1.9366 |
|
0.618 |
1.9292 |
|
1.000 |
1.9246 |
|
1.618 |
1.9172 |
|
2.618 |
1.9052 |
|
4.250 |
1.8856 |
|
|
| Fisher Pivots for day following 07-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9426 |
1.9468 |
| PP |
1.9412 |
1.9439 |
| S1 |
1.9397 |
1.9411 |
|