CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 13-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2008 |
13-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9051 |
1.8915 |
-0.0136 |
-0.7% |
1.9698 |
| High |
1.9075 |
1.8990 |
-0.0085 |
-0.4% |
1.9699 |
| Low |
1.8905 |
1.8595 |
-0.0310 |
-1.6% |
1.9095 |
| Close |
1.8946 |
1.8681 |
-0.0265 |
-1.4% |
1.9146 |
| Range |
0.0170 |
0.0395 |
0.0225 |
132.4% |
0.0604 |
| ATR |
0.0157 |
0.0174 |
0.0017 |
10.8% |
0.0000 |
| Volume |
76,877 |
89,253 |
12,376 |
16.1% |
402,376 |
|
| Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9940 |
1.9706 |
1.8898 |
|
| R3 |
1.9545 |
1.9311 |
1.8790 |
|
| R2 |
1.9150 |
1.9150 |
1.8753 |
|
| R1 |
1.8916 |
1.8916 |
1.8717 |
1.8836 |
| PP |
1.8755 |
1.8755 |
1.8755 |
1.8715 |
| S1 |
1.8521 |
1.8521 |
1.8645 |
1.8441 |
| S2 |
1.8360 |
1.8360 |
1.8609 |
|
| S3 |
1.7965 |
1.8126 |
1.8572 |
|
| S4 |
1.7570 |
1.7731 |
1.8464 |
|
|
| 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 |
1.9486 |
1.8595 |
0.0891 |
4.8% |
0.0233 |
1.2% |
10% |
False |
True |
89,498 |
| 10 |
1.9865 |
1.8595 |
0.1270 |
6.8% |
0.0183 |
1.0% |
7% |
False |
True |
90,036 |
| 20 |
1.9996 |
1.8595 |
0.1401 |
7.5% |
0.0163 |
0.9% |
6% |
False |
True |
85,300 |
| 40 |
2.0074 |
1.8595 |
0.1479 |
7.9% |
0.0156 |
0.8% |
6% |
False |
True |
82,750 |
| 60 |
2.0074 |
1.8595 |
0.1479 |
7.9% |
0.0152 |
0.8% |
6% |
False |
True |
60,599 |
| 80 |
2.0074 |
1.8595 |
0.1479 |
7.9% |
0.0150 |
0.8% |
6% |
False |
True |
45,492 |
| 100 |
2.0074 |
1.8595 |
0.1479 |
7.9% |
0.0142 |
0.8% |
6% |
False |
True |
36,404 |
| 120 |
2.0074 |
1.8595 |
0.1479 |
7.9% |
0.0128 |
0.7% |
6% |
False |
True |
30,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0669 |
|
2.618 |
2.0024 |
|
1.618 |
1.9629 |
|
1.000 |
1.9385 |
|
0.618 |
1.9234 |
|
HIGH |
1.8990 |
|
0.618 |
1.8839 |
|
0.500 |
1.8793 |
|
0.382 |
1.8746 |
|
LOW |
1.8595 |
|
0.618 |
1.8351 |
|
1.000 |
1.8200 |
|
1.618 |
1.7956 |
|
2.618 |
1.7561 |
|
4.250 |
1.6916 |
|
|
| Fisher Pivots for day following 13-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.8793 |
1.8901 |
| PP |
1.8755 |
1.8827 |
| S1 |
1.8718 |
1.8754 |
|