CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 21-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.8636 |
1.8577 |
-0.0059 |
-0.3% |
1.9155 |
| High |
1.8649 |
1.8756 |
0.0107 |
0.6% |
1.9206 |
| Low |
1.8505 |
1.8575 |
0.0070 |
0.4% |
1.8471 |
| Close |
1.8579 |
1.8721 |
0.0142 |
0.8% |
1.8586 |
| Range |
0.0144 |
0.0181 |
0.0037 |
25.7% |
0.0735 |
| ATR |
0.0165 |
0.0167 |
0.0001 |
0.7% |
0.0000 |
| Volume |
78,093 |
70,049 |
-8,044 |
-10.3% |
535,432 |
|
| Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9227 |
1.9155 |
1.8821 |
|
| R3 |
1.9046 |
1.8974 |
1.8771 |
|
| R2 |
1.8865 |
1.8865 |
1.8754 |
|
| R1 |
1.8793 |
1.8793 |
1.8738 |
1.8829 |
| PP |
1.8684 |
1.8684 |
1.8684 |
1.8702 |
| S1 |
1.8612 |
1.8612 |
1.8704 |
1.8648 |
| S2 |
1.8503 |
1.8503 |
1.8688 |
|
| S3 |
1.8322 |
1.8431 |
1.8671 |
|
| S4 |
1.8141 |
1.8250 |
1.8621 |
|
|
| 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 |
1.8756 |
1.8471 |
0.0285 |
1.5% |
0.0150 |
0.8% |
88% |
True |
False |
77,121 |
| 10 |
1.9388 |
1.8471 |
0.0917 |
4.9% |
0.0196 |
1.0% |
27% |
False |
False |
91,657 |
| 20 |
1.9906 |
1.8471 |
0.1435 |
7.7% |
0.0167 |
0.9% |
17% |
False |
False |
91,044 |
| 40 |
2.0074 |
1.8471 |
0.1603 |
8.6% |
0.0159 |
0.8% |
16% |
False |
False |
84,567 |
| 60 |
2.0074 |
1.8471 |
0.1603 |
8.6% |
0.0159 |
0.8% |
16% |
False |
False |
69,619 |
| 80 |
2.0074 |
1.8471 |
0.1603 |
8.6% |
0.0149 |
0.8% |
16% |
False |
False |
52,265 |
| 100 |
2.0074 |
1.8471 |
0.1603 |
8.6% |
0.0147 |
0.8% |
16% |
False |
False |
41,822 |
| 120 |
2.0074 |
1.8471 |
0.1603 |
8.6% |
0.0133 |
0.7% |
16% |
False |
False |
34,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9525 |
|
2.618 |
1.9230 |
|
1.618 |
1.9049 |
|
1.000 |
1.8937 |
|
0.618 |
1.8868 |
|
HIGH |
1.8756 |
|
0.618 |
1.8687 |
|
0.500 |
1.8666 |
|
0.382 |
1.8644 |
|
LOW |
1.8575 |
|
0.618 |
1.8463 |
|
1.000 |
1.8394 |
|
1.618 |
1.8282 |
|
2.618 |
1.8101 |
|
4.250 |
1.7806 |
|
|
| Fisher Pivots for day following 21-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.8703 |
1.8690 |
| PP |
1.8684 |
1.8659 |
| S1 |
1.8666 |
1.8629 |
|