CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 26-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2008 |
26-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.8485 |
1.8501 |
0.0016 |
0.1% |
1.8613 |
| High |
1.8564 |
1.8506 |
-0.0058 |
-0.3% |
1.8756 |
| Low |
1.8376 |
1.8303 |
-0.0073 |
-0.4% |
1.8476 |
| Close |
1.8495 |
1.8361 |
-0.0134 |
-0.7% |
1.8489 |
| Range |
0.0188 |
0.0203 |
0.0015 |
8.0% |
0.0280 |
| ATR |
0.0175 |
0.0177 |
0.0002 |
1.1% |
0.0000 |
| Volume |
93,014 |
58,806 |
-34,208 |
-36.8% |
381,931 |
|
| Daily Pivots for day following 26-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8999 |
1.8883 |
1.8473 |
|
| R3 |
1.8796 |
1.8680 |
1.8417 |
|
| R2 |
1.8593 |
1.8593 |
1.8398 |
|
| R1 |
1.8477 |
1.8477 |
1.8380 |
1.8434 |
| PP |
1.8390 |
1.8390 |
1.8390 |
1.8368 |
| S1 |
1.8274 |
1.8274 |
1.8342 |
1.8231 |
| S2 |
1.8187 |
1.8187 |
1.8324 |
|
| S3 |
1.7984 |
1.8071 |
1.8305 |
|
| S4 |
1.7781 |
1.7868 |
1.8249 |
|
|
| 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 |
1.8303 |
0.0453 |
2.5% |
0.0198 |
1.1% |
13% |
False |
True |
77,795 |
| 10 |
1.8990 |
1.8303 |
0.0687 |
3.7% |
0.0198 |
1.1% |
8% |
False |
True |
87,247 |
| 20 |
1.9865 |
1.8303 |
0.1562 |
8.5% |
0.0176 |
1.0% |
4% |
False |
True |
89,472 |
| 40 |
2.0074 |
1.8303 |
0.1771 |
9.6% |
0.0165 |
0.9% |
3% |
False |
True |
84,280 |
| 60 |
2.0074 |
1.8303 |
0.1771 |
9.6% |
0.0163 |
0.9% |
3% |
False |
True |
73,614 |
| 80 |
2.0074 |
1.8303 |
0.1771 |
9.6% |
0.0152 |
0.8% |
3% |
False |
True |
55,265 |
| 100 |
2.0074 |
1.8303 |
0.1771 |
9.6% |
0.0152 |
0.8% |
3% |
False |
True |
44,231 |
| 120 |
2.0074 |
1.8303 |
0.1771 |
9.6% |
0.0138 |
0.7% |
3% |
False |
True |
36,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9369 |
|
2.618 |
1.9037 |
|
1.618 |
1.8834 |
|
1.000 |
1.8709 |
|
0.618 |
1.8631 |
|
HIGH |
1.8506 |
|
0.618 |
1.8428 |
|
0.500 |
1.8405 |
|
0.382 |
1.8381 |
|
LOW |
1.8303 |
|
0.618 |
1.8178 |
|
1.000 |
1.8100 |
|
1.618 |
1.7975 |
|
2.618 |
1.7772 |
|
4.250 |
1.7440 |
|
|
| Fisher Pivots for day following 26-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.8405 |
1.8527 |
| PP |
1.8390 |
1.8472 |
| S1 |
1.8376 |
1.8416 |
|