CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 05-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2008 |
05-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7743 |
1.7590 |
-0.0153 |
-0.9% |
1.8169 |
| High |
1.7847 |
1.7780 |
-0.0067 |
-0.4% |
1.8170 |
| Low |
1.7613 |
1.7524 |
-0.0089 |
-0.5% |
1.7524 |
| Close |
1.7673 |
1.7618 |
-0.0055 |
-0.3% |
1.7618 |
| Range |
0.0234 |
0.0256 |
0.0022 |
9.4% |
0.0646 |
| ATR |
0.0196 |
0.0200 |
0.0004 |
2.2% |
0.0000 |
| Volume |
97,563 |
120,748 |
23,185 |
23.8% |
421,117 |
|
| Daily Pivots for day following 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8409 |
1.8269 |
1.7759 |
|
| R3 |
1.8153 |
1.8013 |
1.7688 |
|
| R2 |
1.7897 |
1.7897 |
1.7665 |
|
| R1 |
1.7757 |
1.7757 |
1.7641 |
1.7827 |
| PP |
1.7641 |
1.7641 |
1.7641 |
1.7676 |
| S1 |
1.7501 |
1.7501 |
1.7595 |
1.7571 |
| S2 |
1.7385 |
1.7385 |
1.7571 |
|
| S3 |
1.7129 |
1.7245 |
1.7548 |
|
| S4 |
1.6873 |
1.6989 |
1.7477 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9709 |
1.9309 |
1.7973 |
|
| R3 |
1.9063 |
1.8663 |
1.7796 |
|
| R2 |
1.8417 |
1.8417 |
1.7736 |
|
| R1 |
1.8017 |
1.8017 |
1.7677 |
1.7894 |
| PP |
1.7771 |
1.7771 |
1.7771 |
1.7709 |
| S1 |
1.7371 |
1.7371 |
1.7559 |
1.7248 |
| S2 |
1.7125 |
1.7125 |
1.7500 |
|
| S3 |
1.6479 |
1.6725 |
1.7440 |
|
| S4 |
1.5833 |
1.6079 |
1.7263 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.8326 |
1.7524 |
0.0802 |
4.6% |
0.0249 |
1.4% |
12% |
False |
True |
99,270 |
| 10 |
1.8751 |
1.7524 |
0.1227 |
7.0% |
0.0228 |
1.3% |
8% |
False |
True |
88,500 |
| 20 |
1.9388 |
1.7524 |
0.1864 |
10.6% |
0.0212 |
1.2% |
5% |
False |
True |
90,079 |
| 40 |
2.0074 |
1.7524 |
0.2550 |
14.5% |
0.0180 |
1.0% |
4% |
False |
True |
87,084 |
| 60 |
2.0074 |
1.7524 |
0.2550 |
14.5% |
0.0170 |
1.0% |
4% |
False |
True |
83,419 |
| 80 |
2.0074 |
1.7524 |
0.2550 |
14.5% |
0.0161 |
0.9% |
4% |
False |
True |
63,307 |
| 100 |
2.0074 |
1.7524 |
0.2550 |
14.5% |
0.0159 |
0.9% |
4% |
False |
True |
50,671 |
| 120 |
2.0074 |
1.7524 |
0.2550 |
14.5% |
0.0147 |
0.8% |
4% |
False |
True |
42,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8868 |
|
2.618 |
1.8450 |
|
1.618 |
1.8194 |
|
1.000 |
1.8036 |
|
0.618 |
1.7938 |
|
HIGH |
1.7780 |
|
0.618 |
1.7682 |
|
0.500 |
1.7652 |
|
0.382 |
1.7622 |
|
LOW |
1.7524 |
|
0.618 |
1.7366 |
|
1.000 |
1.7268 |
|
1.618 |
1.7110 |
|
2.618 |
1.6854 |
|
4.250 |
1.6436 |
|
|
| Fisher Pivots for day following 05-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7652 |
1.7686 |
| PP |
1.7641 |
1.7663 |
| S1 |
1.7629 |
1.7641 |
|