CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 18-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2008 |
18-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.8648 |
1.8613 |
-0.0035 |
-0.2% |
1.9155 |
| High |
1.8648 |
1.8684 |
0.0036 |
0.2% |
1.9206 |
| Low |
1.8471 |
1.8578 |
0.0107 |
0.6% |
1.8471 |
| Close |
1.8586 |
1.8602 |
0.0016 |
0.1% |
1.8586 |
| Range |
0.0177 |
0.0106 |
-0.0071 |
-40.1% |
0.0735 |
| ATR |
0.0174 |
0.0169 |
-0.0005 |
-2.8% |
0.0000 |
| Volume |
92,689 |
85,212 |
-7,477 |
-8.1% |
535,432 |
|
| Daily Pivots for day following 18-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8939 |
1.8877 |
1.8660 |
|
| R3 |
1.8833 |
1.8771 |
1.8631 |
|
| R2 |
1.8727 |
1.8727 |
1.8621 |
|
| R1 |
1.8665 |
1.8665 |
1.8612 |
1.8643 |
| PP |
1.8621 |
1.8621 |
1.8621 |
1.8611 |
| S1 |
1.8559 |
1.8559 |
1.8592 |
1.8537 |
| S2 |
1.8515 |
1.8515 |
1.8583 |
|
| S3 |
1.8409 |
1.8453 |
1.8573 |
|
| S4 |
1.8303 |
1.8347 |
1.8544 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0959 |
2.0508 |
1.8990 |
|
| R3 |
2.0224 |
1.9773 |
1.8788 |
|
| R2 |
1.9489 |
1.9489 |
1.8721 |
|
| R1 |
1.9038 |
1.9038 |
1.8653 |
1.8896 |
| PP |
1.8754 |
1.8754 |
1.8754 |
1.8684 |
| S1 |
1.8303 |
1.8303 |
1.8519 |
1.8161 |
| S2 |
1.8019 |
1.8019 |
1.8451 |
|
| S3 |
1.7284 |
1.7568 |
1.8384 |
|
| S4 |
1.6549 |
1.6833 |
1.8182 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9075 |
1.8471 |
0.0604 |
3.2% |
0.0203 |
1.1% |
22% |
False |
False |
100,163 |
| 10 |
1.9569 |
1.8471 |
0.1098 |
5.9% |
0.0186 |
1.0% |
12% |
False |
False |
94,653 |
| 20 |
1.9996 |
1.8471 |
0.1525 |
8.2% |
0.0168 |
0.9% |
9% |
False |
False |
91,264 |
| 40 |
2.0074 |
1.8471 |
0.1603 |
8.6% |
0.0157 |
0.8% |
8% |
False |
False |
84,315 |
| 60 |
2.0074 |
1.8471 |
0.1603 |
8.6% |
0.0155 |
0.8% |
8% |
False |
False |
66,168 |
| 80 |
2.0074 |
1.8471 |
0.1603 |
8.6% |
0.0150 |
0.8% |
8% |
False |
False |
49,674 |
| 100 |
2.0074 |
1.8471 |
0.1603 |
8.6% |
0.0143 |
0.8% |
8% |
False |
False |
39,746 |
| 120 |
2.0074 |
1.8471 |
0.1603 |
8.6% |
0.0131 |
0.7% |
8% |
False |
False |
33,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9135 |
|
2.618 |
1.8962 |
|
1.618 |
1.8856 |
|
1.000 |
1.8790 |
|
0.618 |
1.8750 |
|
HIGH |
1.8684 |
|
0.618 |
1.8644 |
|
0.500 |
1.8631 |
|
0.382 |
1.8618 |
|
LOW |
1.8578 |
|
0.618 |
1.8512 |
|
1.000 |
1.8472 |
|
1.618 |
1.8406 |
|
2.618 |
1.8300 |
|
4.250 |
1.8128 |
|
|
| Fisher Pivots for day following 18-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.8631 |
1.8609 |
| PP |
1.8621 |
1.8606 |
| S1 |
1.8612 |
1.8604 |
|