CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 19-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2008 |
19-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.8613 |
1.8604 |
-0.0009 |
0.0% |
1.9155 |
| High |
1.8684 |
1.8644 |
-0.0040 |
-0.2% |
1.9206 |
| Low |
1.8578 |
1.8501 |
-0.0077 |
-0.4% |
1.8471 |
| Close |
1.8602 |
1.8622 |
0.0020 |
0.1% |
1.8586 |
| Range |
0.0106 |
0.0143 |
0.0037 |
34.9% |
0.0735 |
| ATR |
0.0169 |
0.0167 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
85,212 |
59,563 |
-25,649 |
-30.1% |
535,432 |
|
| Daily Pivots for day following 19-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9018 |
1.8963 |
1.8701 |
|
| R3 |
1.8875 |
1.8820 |
1.8661 |
|
| R2 |
1.8732 |
1.8732 |
1.8648 |
|
| R1 |
1.8677 |
1.8677 |
1.8635 |
1.8705 |
| PP |
1.8589 |
1.8589 |
1.8589 |
1.8603 |
| S1 |
1.8534 |
1.8534 |
1.8609 |
1.8562 |
| S2 |
1.8446 |
1.8446 |
1.8596 |
|
| S3 |
1.8303 |
1.8391 |
1.8583 |
|
| S4 |
1.8160 |
1.8248 |
1.8543 |
|
|
| 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 |
1.8990 |
1.8471 |
0.0519 |
2.8% |
0.0197 |
1.1% |
29% |
False |
False |
96,700 |
| 10 |
1.9539 |
1.8471 |
0.1068 |
5.7% |
0.0189 |
1.0% |
14% |
False |
False |
91,617 |
| 20 |
1.9960 |
1.8471 |
0.1489 |
8.0% |
0.0166 |
0.9% |
10% |
False |
False |
92,026 |
| 40 |
2.0074 |
1.8471 |
0.1603 |
8.6% |
0.0156 |
0.8% |
9% |
False |
False |
84,320 |
| 60 |
2.0074 |
1.8471 |
0.1603 |
8.6% |
0.0157 |
0.8% |
9% |
False |
False |
67,159 |
| 80 |
2.0074 |
1.8471 |
0.1603 |
8.6% |
0.0150 |
0.8% |
9% |
False |
False |
50,414 |
| 100 |
2.0074 |
1.8471 |
0.1603 |
8.6% |
0.0144 |
0.8% |
9% |
False |
False |
40,341 |
| 120 |
2.0074 |
1.8471 |
0.1603 |
8.6% |
0.0132 |
0.7% |
9% |
False |
False |
33,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9252 |
|
2.618 |
1.9018 |
|
1.618 |
1.8875 |
|
1.000 |
1.8787 |
|
0.618 |
1.8732 |
|
HIGH |
1.8644 |
|
0.618 |
1.8589 |
|
0.500 |
1.8573 |
|
0.382 |
1.8556 |
|
LOW |
1.8501 |
|
0.618 |
1.8413 |
|
1.000 |
1.8358 |
|
1.618 |
1.8270 |
|
2.618 |
1.8127 |
|
4.250 |
1.7893 |
|
|
| Fisher Pivots for day following 19-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.8606 |
1.8607 |
| PP |
1.8589 |
1.8592 |
| S1 |
1.8573 |
1.8578 |
|