CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 08-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2008 |
08-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9421 |
1.9388 |
-0.0033 |
-0.2% |
1.9698 |
| High |
1.9486 |
1.9388 |
-0.0098 |
-0.5% |
1.9699 |
| Low |
1.9366 |
1.9095 |
-0.0271 |
-1.4% |
1.9095 |
| Close |
1.9383 |
1.9146 |
-0.0237 |
-1.2% |
1.9146 |
| Range |
0.0120 |
0.0293 |
0.0173 |
144.2% |
0.0604 |
| ATR |
0.0143 |
0.0154 |
0.0011 |
7.5% |
0.0000 |
| Volume |
73,302 |
88,230 |
14,928 |
20.4% |
402,376 |
|
| Daily Pivots for day following 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0089 |
1.9910 |
1.9307 |
|
| R3 |
1.9796 |
1.9617 |
1.9227 |
|
| R2 |
1.9503 |
1.9503 |
1.9200 |
|
| R1 |
1.9324 |
1.9324 |
1.9173 |
1.9267 |
| PP |
1.9210 |
1.9210 |
1.9210 |
1.9181 |
| S1 |
1.9031 |
1.9031 |
1.9119 |
1.8974 |
| S2 |
1.8917 |
1.8917 |
1.9092 |
|
| S3 |
1.8624 |
1.8738 |
1.9065 |
|
| S4 |
1.8331 |
1.8445 |
1.8985 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1125 |
2.0740 |
1.9478 |
|
| R3 |
2.0521 |
2.0136 |
1.9312 |
|
| R2 |
1.9917 |
1.9917 |
1.9257 |
|
| R1 |
1.9532 |
1.9532 |
1.9201 |
1.9423 |
| PP |
1.9313 |
1.9313 |
1.9313 |
1.9259 |
| S1 |
1.8928 |
1.8928 |
1.9091 |
1.8819 |
| S2 |
1.8709 |
1.8709 |
1.9035 |
|
| S3 |
1.8105 |
1.8324 |
1.8980 |
|
| S4 |
1.7501 |
1.7720 |
1.8814 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9699 |
1.9095 |
0.0604 |
3.2% |
0.0163 |
0.9% |
8% |
False |
True |
80,475 |
| 10 |
1.9900 |
1.9095 |
0.0805 |
4.2% |
0.0151 |
0.8% |
6% |
False |
True |
88,151 |
| 20 |
2.0074 |
1.9095 |
0.0979 |
5.1% |
0.0151 |
0.8% |
5% |
False |
True |
84,722 |
| 40 |
2.0074 |
1.9095 |
0.0979 |
5.1% |
0.0151 |
0.8% |
5% |
False |
True |
81,405 |
| 60 |
2.0074 |
1.9095 |
0.0979 |
5.1% |
0.0148 |
0.8% |
5% |
False |
True |
55,848 |
| 80 |
2.0074 |
1.9095 |
0.0979 |
5.1% |
0.0147 |
0.8% |
5% |
False |
True |
41,921 |
| 100 |
2.0074 |
1.9095 |
0.0979 |
5.1% |
0.0136 |
0.7% |
5% |
False |
True |
33,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0633 |
|
2.618 |
2.0155 |
|
1.618 |
1.9862 |
|
1.000 |
1.9681 |
|
0.618 |
1.9569 |
|
HIGH |
1.9388 |
|
0.618 |
1.9276 |
|
0.500 |
1.9242 |
|
0.382 |
1.9207 |
|
LOW |
1.9095 |
|
0.618 |
1.8914 |
|
1.000 |
1.8802 |
|
1.618 |
1.8621 |
|
2.618 |
1.8328 |
|
4.250 |
1.7850 |
|
|
| Fisher Pivots for day following 08-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9242 |
1.9317 |
| PP |
1.9210 |
1.9260 |
| S1 |
1.9178 |
1.9203 |
|