CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 12-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2008 |
12-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9155 |
1.9051 |
-0.0104 |
-0.5% |
1.9698 |
| High |
1.9206 |
1.9075 |
-0.0131 |
-0.7% |
1.9699 |
| Low |
1.9017 |
1.8905 |
-0.0112 |
-0.6% |
1.9095 |
| Close |
1.9072 |
1.8946 |
-0.0126 |
-0.7% |
1.9146 |
| Range |
0.0189 |
0.0170 |
-0.0019 |
-10.1% |
0.0604 |
| ATR |
0.0156 |
0.0157 |
0.0001 |
0.6% |
0.0000 |
| Volume |
119,828 |
76,877 |
-42,951 |
-35.8% |
402,376 |
|
| Daily Pivots for day following 12-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9485 |
1.9386 |
1.9040 |
|
| R3 |
1.9315 |
1.9216 |
1.8993 |
|
| R2 |
1.9145 |
1.9145 |
1.8977 |
|
| R1 |
1.9046 |
1.9046 |
1.8962 |
1.9011 |
| PP |
1.8975 |
1.8975 |
1.8975 |
1.8958 |
| S1 |
1.8876 |
1.8876 |
1.8930 |
1.8841 |
| S2 |
1.8805 |
1.8805 |
1.8915 |
|
| S3 |
1.8635 |
1.8706 |
1.8899 |
|
| S4 |
1.8465 |
1.8536 |
1.8853 |
|
|
| 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 |
1.9539 |
1.8905 |
0.0634 |
3.3% |
0.0181 |
1.0% |
6% |
False |
True |
86,533 |
| 10 |
1.9865 |
1.8905 |
0.0960 |
5.1% |
0.0154 |
0.8% |
4% |
False |
True |
91,697 |
| 20 |
2.0006 |
1.8905 |
0.1101 |
5.8% |
0.0150 |
0.8% |
4% |
False |
True |
86,180 |
| 40 |
2.0074 |
1.8905 |
0.1169 |
6.2% |
0.0151 |
0.8% |
4% |
False |
True |
82,609 |
| 60 |
2.0074 |
1.8905 |
0.1169 |
6.2% |
0.0149 |
0.8% |
4% |
False |
True |
59,122 |
| 80 |
2.0074 |
1.8905 |
0.1169 |
6.2% |
0.0148 |
0.8% |
4% |
False |
True |
44,377 |
| 100 |
2.0074 |
1.8905 |
0.1169 |
6.2% |
0.0138 |
0.7% |
4% |
False |
True |
35,516 |
| 120 |
2.0074 |
1.8905 |
0.1169 |
6.2% |
0.0125 |
0.7% |
4% |
False |
True |
29,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9798 |
|
2.618 |
1.9520 |
|
1.618 |
1.9350 |
|
1.000 |
1.9245 |
|
0.618 |
1.9180 |
|
HIGH |
1.9075 |
|
0.618 |
1.9010 |
|
0.500 |
1.8990 |
|
0.382 |
1.8970 |
|
LOW |
1.8905 |
|
0.618 |
1.8800 |
|
1.000 |
1.8735 |
|
1.618 |
1.8630 |
|
2.618 |
1.8460 |
|
4.250 |
1.8183 |
|
|
| Fisher Pivots for day following 12-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.8990 |
1.9147 |
| PP |
1.8975 |
1.9080 |
| S1 |
1.8961 |
1.9013 |
|