CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 25-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2008 |
25-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.8749 |
1.8485 |
-0.0264 |
-1.4% |
1.8613 |
| High |
1.8751 |
1.8564 |
-0.0187 |
-1.0% |
1.8756 |
| Low |
1.8476 |
1.8376 |
-0.0100 |
-0.5% |
1.8476 |
| Close |
1.8489 |
1.8495 |
0.0006 |
0.0% |
1.8489 |
| Range |
0.0275 |
0.0188 |
-0.0087 |
-31.6% |
0.0280 |
| ATR |
0.0174 |
0.0175 |
0.0001 |
0.6% |
0.0000 |
| Volume |
89,014 |
93,014 |
4,000 |
4.5% |
381,931 |
|
| Daily Pivots for day following 25-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9042 |
1.8957 |
1.8598 |
|
| R3 |
1.8854 |
1.8769 |
1.8547 |
|
| R2 |
1.8666 |
1.8666 |
1.8529 |
|
| R1 |
1.8581 |
1.8581 |
1.8512 |
1.8624 |
| PP |
1.8478 |
1.8478 |
1.8478 |
1.8500 |
| S1 |
1.8393 |
1.8393 |
1.8478 |
1.8436 |
| S2 |
1.8290 |
1.8290 |
1.8461 |
|
| S3 |
1.8102 |
1.8205 |
1.8443 |
|
| S4 |
1.7914 |
1.8017 |
1.8392 |
|
|
| 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 |
1.8376 |
0.0380 |
2.1% |
0.0186 |
1.0% |
31% |
False |
True |
77,946 |
| 10 |
1.9075 |
1.8376 |
0.0699 |
3.8% |
0.0195 |
1.1% |
17% |
False |
True |
89,054 |
| 20 |
1.9900 |
1.8376 |
0.1524 |
8.2% |
0.0176 |
1.0% |
8% |
False |
True |
90,088 |
| 40 |
2.0074 |
1.8376 |
0.1698 |
9.2% |
0.0162 |
0.9% |
7% |
False |
True |
84,734 |
| 60 |
2.0074 |
1.8376 |
0.1698 |
9.2% |
0.0162 |
0.9% |
7% |
False |
True |
72,641 |
| 80 |
2.0074 |
1.8376 |
0.1698 |
9.2% |
0.0150 |
0.8% |
7% |
False |
True |
54,531 |
| 100 |
2.0074 |
1.8376 |
0.1698 |
9.2% |
0.0150 |
0.8% |
7% |
False |
True |
43,642 |
| 120 |
2.0074 |
1.8376 |
0.1698 |
9.2% |
0.0136 |
0.7% |
7% |
False |
True |
36,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9363 |
|
2.618 |
1.9056 |
|
1.618 |
1.8868 |
|
1.000 |
1.8752 |
|
0.618 |
1.8680 |
|
HIGH |
1.8564 |
|
0.618 |
1.8492 |
|
0.500 |
1.8470 |
|
0.382 |
1.8448 |
|
LOW |
1.8376 |
|
0.618 |
1.8260 |
|
1.000 |
1.8188 |
|
1.618 |
1.8072 |
|
2.618 |
1.7884 |
|
4.250 |
1.7577 |
|
|
| Fisher Pivots for day following 25-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.8487 |
1.8566 |
| PP |
1.8478 |
1.8542 |
| S1 |
1.8470 |
1.8519 |
|