CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 22-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2008 |
22-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.8577 |
1.8749 |
0.0172 |
0.9% |
1.8613 |
| High |
1.8756 |
1.8751 |
-0.0005 |
0.0% |
1.8756 |
| Low |
1.8575 |
1.8476 |
-0.0099 |
-0.5% |
1.8476 |
| Close |
1.8721 |
1.8489 |
-0.0232 |
-1.2% |
1.8489 |
| Range |
0.0181 |
0.0275 |
0.0094 |
51.9% |
0.0280 |
| ATR |
0.0167 |
0.0174 |
0.0008 |
4.6% |
0.0000 |
| Volume |
70,049 |
89,014 |
18,965 |
27.1% |
381,931 |
|
| Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9397 |
1.9218 |
1.8640 |
|
| R3 |
1.9122 |
1.8943 |
1.8565 |
|
| R2 |
1.8847 |
1.8847 |
1.8539 |
|
| R1 |
1.8668 |
1.8668 |
1.8514 |
1.8620 |
| PP |
1.8572 |
1.8572 |
1.8572 |
1.8548 |
| S1 |
1.8393 |
1.8393 |
1.8464 |
1.8345 |
| S2 |
1.8297 |
1.8297 |
1.8439 |
|
| S3 |
1.8022 |
1.8118 |
1.8413 |
|
| S4 |
1.7747 |
1.7843 |
1.8338 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9414 |
1.9231 |
1.8643 |
|
| R3 |
1.9134 |
1.8951 |
1.8566 |
|
| R2 |
1.8854 |
1.8854 |
1.8540 |
|
| R1 |
1.8671 |
1.8671 |
1.8515 |
1.8623 |
| PP |
1.8574 |
1.8574 |
1.8574 |
1.8549 |
| S1 |
1.8391 |
1.8391 |
1.8463 |
1.8343 |
| S2 |
1.8294 |
1.8294 |
1.8438 |
|
| S3 |
1.8014 |
1.8111 |
1.8412 |
|
| S4 |
1.7734 |
1.7831 |
1.8335 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.8756 |
1.8476 |
0.0280 |
1.5% |
0.0170 |
0.9% |
5% |
False |
True |
76,386 |
| 10 |
1.9206 |
1.8471 |
0.0735 |
4.0% |
0.0195 |
1.1% |
2% |
False |
False |
91,736 |
| 20 |
1.9900 |
1.8471 |
0.1429 |
7.7% |
0.0173 |
0.9% |
1% |
False |
False |
89,943 |
| 40 |
2.0074 |
1.8471 |
0.1603 |
8.7% |
0.0161 |
0.9% |
1% |
False |
False |
84,784 |
| 60 |
2.0074 |
1.8471 |
0.1603 |
8.7% |
0.0161 |
0.9% |
1% |
False |
False |
71,095 |
| 80 |
2.0074 |
1.8471 |
0.1603 |
8.7% |
0.0150 |
0.8% |
1% |
False |
False |
53,375 |
| 100 |
2.0074 |
1.8471 |
0.1603 |
8.7% |
0.0148 |
0.8% |
1% |
False |
False |
42,712 |
| 120 |
2.0074 |
1.8471 |
0.1603 |
8.7% |
0.0135 |
0.7% |
1% |
False |
False |
35,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9920 |
|
2.618 |
1.9471 |
|
1.618 |
1.9196 |
|
1.000 |
1.9026 |
|
0.618 |
1.8921 |
|
HIGH |
1.8751 |
|
0.618 |
1.8646 |
|
0.500 |
1.8614 |
|
0.382 |
1.8581 |
|
LOW |
1.8476 |
|
0.618 |
1.8306 |
|
1.000 |
1.8201 |
|
1.618 |
1.8031 |
|
2.618 |
1.7756 |
|
4.250 |
1.7307 |
|
|
| Fisher Pivots for day following 22-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.8614 |
1.8616 |
| PP |
1.8572 |
1.8574 |
| S1 |
1.8531 |
1.8531 |
|