CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 29-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2008 |
29-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.8323 |
1.8261 |
-0.0062 |
-0.3% |
1.8485 |
| High |
1.8383 |
1.8326 |
-0.0057 |
-0.3% |
1.8564 |
| Low |
1.8220 |
1.8150 |
-0.0070 |
-0.4% |
1.8150 |
| Close |
1.8266 |
1.8156 |
-0.0110 |
-0.6% |
1.8156 |
| Range |
0.0163 |
0.0176 |
0.0013 |
8.0% |
0.0414 |
| ATR |
0.0178 |
0.0178 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
69,263 |
75,233 |
5,970 |
8.6% |
374,872 |
|
| Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8739 |
1.8623 |
1.8253 |
|
| R3 |
1.8563 |
1.8447 |
1.8204 |
|
| R2 |
1.8387 |
1.8387 |
1.8188 |
|
| R1 |
1.8271 |
1.8271 |
1.8172 |
1.8241 |
| PP |
1.8211 |
1.8211 |
1.8211 |
1.8196 |
| S1 |
1.8095 |
1.8095 |
1.8140 |
1.8065 |
| S2 |
1.8035 |
1.8035 |
1.8124 |
|
| S3 |
1.7859 |
1.7919 |
1.8108 |
|
| S4 |
1.7683 |
1.7743 |
1.8059 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9532 |
1.9258 |
1.8384 |
|
| R3 |
1.9118 |
1.8844 |
1.8270 |
|
| R2 |
1.8704 |
1.8704 |
1.8232 |
|
| R1 |
1.8430 |
1.8430 |
1.8194 |
1.8360 |
| PP |
1.8290 |
1.8290 |
1.8290 |
1.8255 |
| S1 |
1.8016 |
1.8016 |
1.8118 |
1.7946 |
| S2 |
1.7876 |
1.7876 |
1.8080 |
|
| S3 |
1.7462 |
1.7602 |
1.8042 |
|
| S4 |
1.7048 |
1.7188 |
1.7928 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.8564 |
1.8150 |
0.0414 |
2.3% |
0.0187 |
1.0% |
1% |
False |
True |
74,974 |
| 10 |
1.8756 |
1.8150 |
0.0606 |
3.3% |
0.0178 |
1.0% |
1% |
False |
True |
75,680 |
| 20 |
1.9699 |
1.8150 |
0.1549 |
8.5% |
0.0185 |
1.0% |
0% |
False |
True |
84,730 |
| 40 |
2.0074 |
1.8150 |
0.1924 |
10.6% |
0.0169 |
0.9% |
0% |
False |
True |
84,512 |
| 60 |
2.0074 |
1.8150 |
0.1924 |
10.6% |
0.0166 |
0.9% |
0% |
False |
True |
77,223 |
| 80 |
2.0074 |
1.8150 |
0.1924 |
10.6% |
0.0154 |
0.8% |
0% |
False |
True |
58,050 |
| 100 |
2.0074 |
1.8150 |
0.1924 |
10.6% |
0.0153 |
0.8% |
0% |
False |
True |
46,461 |
| 120 |
2.0074 |
1.8150 |
0.1924 |
10.6% |
0.0142 |
0.8% |
0% |
False |
True |
38,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9074 |
|
2.618 |
1.8787 |
|
1.618 |
1.8611 |
|
1.000 |
1.8502 |
|
0.618 |
1.8435 |
|
HIGH |
1.8326 |
|
0.618 |
1.8259 |
|
0.500 |
1.8238 |
|
0.382 |
1.8217 |
|
LOW |
1.8150 |
|
0.618 |
1.8041 |
|
1.000 |
1.7974 |
|
1.618 |
1.7865 |
|
2.618 |
1.7689 |
|
4.250 |
1.7402 |
|
|
| Fisher Pivots for day following 29-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.8238 |
1.8307 |
| PP |
1.8211 |
1.8257 |
| S1 |
1.8183 |
1.8206 |
|