CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 03-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2008 |
03-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.8169 |
1.7818 |
-0.0351 |
-1.9% |
1.8485 |
| High |
1.8170 |
1.7826 |
-0.0344 |
-1.9% |
1.8564 |
| Low |
1.7765 |
1.7650 |
-0.0115 |
-0.6% |
1.8150 |
| Close |
1.7806 |
1.7740 |
-0.0066 |
-0.4% |
1.8156 |
| Range |
0.0405 |
0.0176 |
-0.0229 |
-56.5% |
0.0414 |
| ATR |
0.0194 |
0.0193 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
64,567 |
138,239 |
73,672 |
114.1% |
374,872 |
|
| Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8267 |
1.8179 |
1.7837 |
|
| R3 |
1.8091 |
1.8003 |
1.7788 |
|
| R2 |
1.7915 |
1.7915 |
1.7772 |
|
| R1 |
1.7827 |
1.7827 |
1.7756 |
1.7783 |
| PP |
1.7739 |
1.7739 |
1.7739 |
1.7717 |
| S1 |
1.7651 |
1.7651 |
1.7724 |
1.7607 |
| S2 |
1.7563 |
1.7563 |
1.7708 |
|
| S3 |
1.7387 |
1.7475 |
1.7692 |
|
| S4 |
1.7211 |
1.7299 |
1.7643 |
|
|
| 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 |
1.8464 |
1.7650 |
0.0814 |
4.6% |
0.0225 |
1.3% |
11% |
False |
True |
85,171 |
| 10 |
1.8756 |
1.7650 |
0.1106 |
6.2% |
0.0212 |
1.2% |
8% |
False |
True |
81,483 |
| 20 |
1.9539 |
1.7650 |
0.1889 |
10.6% |
0.0200 |
1.1% |
5% |
False |
True |
86,550 |
| 40 |
2.0074 |
1.7650 |
0.2424 |
13.7% |
0.0175 |
1.0% |
4% |
False |
True |
85,022 |
| 60 |
2.0074 |
1.7650 |
0.2424 |
13.7% |
0.0169 |
1.0% |
4% |
False |
True |
80,433 |
| 80 |
2.0074 |
1.7650 |
0.2424 |
13.7% |
0.0158 |
0.9% |
4% |
False |
True |
60,583 |
| 100 |
2.0074 |
1.7650 |
0.2424 |
13.7% |
0.0157 |
0.9% |
4% |
False |
True |
48,488 |
| 120 |
2.0074 |
1.7650 |
0.2424 |
13.7% |
0.0146 |
0.8% |
4% |
False |
True |
40,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8574 |
|
2.618 |
1.8287 |
|
1.618 |
1.8111 |
|
1.000 |
1.8002 |
|
0.618 |
1.7935 |
|
HIGH |
1.7826 |
|
0.618 |
1.7759 |
|
0.500 |
1.7738 |
|
0.382 |
1.7717 |
|
LOW |
1.7650 |
|
0.618 |
1.7541 |
|
1.000 |
1.7474 |
|
1.618 |
1.7365 |
|
2.618 |
1.7189 |
|
4.250 |
1.6902 |
|
|
| Fisher Pivots for day following 03-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7739 |
1.7988 |
| PP |
1.7739 |
1.7905 |
| S1 |
1.7738 |
1.7823 |
|