CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 11-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2008 |
11-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9388 |
1.9155 |
-0.0233 |
-1.2% |
1.9698 |
| High |
1.9388 |
1.9206 |
-0.0182 |
-0.9% |
1.9699 |
| Low |
1.9095 |
1.9017 |
-0.0078 |
-0.4% |
1.9095 |
| Close |
1.9146 |
1.9072 |
-0.0074 |
-0.4% |
1.9146 |
| Range |
0.0293 |
0.0189 |
-0.0104 |
-35.5% |
0.0604 |
| ATR |
0.0154 |
0.0156 |
0.0003 |
1.6% |
0.0000 |
| Volume |
88,230 |
119,828 |
31,598 |
35.8% |
402,376 |
|
| Daily Pivots for day following 11-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9665 |
1.9558 |
1.9176 |
|
| R3 |
1.9476 |
1.9369 |
1.9124 |
|
| R2 |
1.9287 |
1.9287 |
1.9107 |
|
| R1 |
1.9180 |
1.9180 |
1.9089 |
1.9139 |
| PP |
1.9098 |
1.9098 |
1.9098 |
1.9078 |
| S1 |
1.8991 |
1.8991 |
1.9055 |
1.8950 |
| S2 |
1.8909 |
1.8909 |
1.9037 |
|
| S3 |
1.8720 |
1.8802 |
1.9020 |
|
| S4 |
1.8531 |
1.8613 |
1.8968 |
|
|
| 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 |
1.9569 |
1.9017 |
0.0552 |
2.9% |
0.0168 |
0.9% |
10% |
False |
True |
89,143 |
| 10 |
1.9900 |
1.9017 |
0.0883 |
4.6% |
0.0158 |
0.8% |
6% |
False |
True |
91,122 |
| 20 |
2.0074 |
1.9017 |
0.1057 |
5.5% |
0.0153 |
0.8% |
5% |
False |
True |
85,767 |
| 40 |
2.0074 |
1.9017 |
0.1057 |
5.5% |
0.0153 |
0.8% |
5% |
False |
True |
82,756 |
| 60 |
2.0074 |
1.9017 |
0.1057 |
5.5% |
0.0149 |
0.8% |
5% |
False |
True |
57,845 |
| 80 |
2.0074 |
1.9017 |
0.1057 |
5.5% |
0.0149 |
0.8% |
5% |
False |
True |
43,417 |
| 100 |
2.0074 |
1.9017 |
0.1057 |
5.5% |
0.0137 |
0.7% |
5% |
False |
True |
34,748 |
| 120 |
2.0074 |
1.9017 |
0.1057 |
5.5% |
0.0123 |
0.6% |
5% |
False |
True |
28,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0009 |
|
2.618 |
1.9701 |
|
1.618 |
1.9512 |
|
1.000 |
1.9395 |
|
0.618 |
1.9323 |
|
HIGH |
1.9206 |
|
0.618 |
1.9134 |
|
0.500 |
1.9112 |
|
0.382 |
1.9089 |
|
LOW |
1.9017 |
|
0.618 |
1.8900 |
|
1.000 |
1.8828 |
|
1.618 |
1.8711 |
|
2.618 |
1.8522 |
|
4.250 |
1.8214 |
|
|
| Fisher Pivots for day following 11-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9112 |
1.9252 |
| PP |
1.9098 |
1.9192 |
| S1 |
1.9085 |
1.9132 |
|