CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 14-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2008 |
14-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.8915 |
1.8658 |
-0.0257 |
-1.4% |
1.9698 |
| High |
1.8990 |
1.8746 |
-0.0244 |
-1.3% |
1.9699 |
| Low |
1.8595 |
1.8580 |
-0.0015 |
-0.1% |
1.9095 |
| Close |
1.8681 |
1.8635 |
-0.0046 |
-0.2% |
1.9146 |
| Range |
0.0395 |
0.0166 |
-0.0229 |
-58.0% |
0.0604 |
| ATR |
0.0174 |
0.0174 |
-0.0001 |
-0.3% |
0.0000 |
| Volume |
89,253 |
156,785 |
67,532 |
75.7% |
402,376 |
|
| Daily Pivots for day following 14-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9152 |
1.9059 |
1.8726 |
|
| R3 |
1.8986 |
1.8893 |
1.8681 |
|
| R2 |
1.8820 |
1.8820 |
1.8665 |
|
| R1 |
1.8727 |
1.8727 |
1.8650 |
1.8691 |
| PP |
1.8654 |
1.8654 |
1.8654 |
1.8635 |
| S1 |
1.8561 |
1.8561 |
1.8620 |
1.8525 |
| S2 |
1.8488 |
1.8488 |
1.8605 |
|
| S3 |
1.8322 |
1.8395 |
1.8589 |
|
| S4 |
1.8156 |
1.8229 |
1.8544 |
|
|
| 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 |
1.9388 |
1.8580 |
0.0808 |
4.3% |
0.0243 |
1.3% |
7% |
False |
True |
106,194 |
| 10 |
1.9779 |
1.8580 |
0.1199 |
6.4% |
0.0185 |
1.0% |
5% |
False |
True |
96,446 |
| 20 |
1.9996 |
1.8580 |
0.1416 |
7.6% |
0.0165 |
0.9% |
4% |
False |
True |
89,668 |
| 40 |
2.0074 |
1.8580 |
0.1494 |
8.0% |
0.0156 |
0.8% |
4% |
False |
True |
83,907 |
| 60 |
2.0074 |
1.8580 |
0.1494 |
8.0% |
0.0154 |
0.8% |
4% |
False |
True |
63,206 |
| 80 |
2.0074 |
1.8580 |
0.1494 |
8.0% |
0.0150 |
0.8% |
4% |
False |
True |
47,452 |
| 100 |
2.0074 |
1.8580 |
0.1494 |
8.0% |
0.0143 |
0.8% |
4% |
False |
True |
37,971 |
| 120 |
2.0074 |
1.8580 |
0.1494 |
8.0% |
0.0129 |
0.7% |
4% |
False |
True |
31,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9452 |
|
2.618 |
1.9181 |
|
1.618 |
1.9015 |
|
1.000 |
1.8912 |
|
0.618 |
1.8849 |
|
HIGH |
1.8746 |
|
0.618 |
1.8683 |
|
0.500 |
1.8663 |
|
0.382 |
1.8643 |
|
LOW |
1.8580 |
|
0.618 |
1.8477 |
|
1.000 |
1.8414 |
|
1.618 |
1.8311 |
|
2.618 |
1.8145 |
|
4.250 |
1.7875 |
|
|
| Fisher Pivots for day following 14-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.8663 |
1.8828 |
| PP |
1.8654 |
1.8763 |
| S1 |
1.8644 |
1.8699 |
|