CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 08-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2008 |
08-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7590 |
1.7731 |
0.0141 |
0.8% |
1.8169 |
| High |
1.7780 |
1.7968 |
0.0188 |
1.1% |
1.8170 |
| Low |
1.7524 |
1.7462 |
-0.0062 |
-0.4% |
1.7524 |
| Close |
1.7618 |
1.7537 |
-0.0081 |
-0.5% |
1.7618 |
| Range |
0.0256 |
0.0506 |
0.0250 |
97.7% |
0.0646 |
| ATR |
0.0200 |
0.0222 |
0.0022 |
10.9% |
0.0000 |
| Volume |
120,748 |
109,399 |
-11,349 |
-9.4% |
421,117 |
|
| Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9174 |
1.8861 |
1.7815 |
|
| R3 |
1.8668 |
1.8355 |
1.7676 |
|
| R2 |
1.8162 |
1.8162 |
1.7630 |
|
| R1 |
1.7849 |
1.7849 |
1.7583 |
1.7753 |
| PP |
1.7656 |
1.7656 |
1.7656 |
1.7607 |
| S1 |
1.7343 |
1.7343 |
1.7491 |
1.7247 |
| S2 |
1.7150 |
1.7150 |
1.7444 |
|
| S3 |
1.6644 |
1.6837 |
1.7398 |
|
| S4 |
1.6138 |
1.6331 |
1.7259 |
|
|
| 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 |
1.8170 |
1.7462 |
0.0708 |
4.0% |
0.0315 |
1.8% |
11% |
False |
True |
106,103 |
| 10 |
1.8564 |
1.7462 |
0.1102 |
6.3% |
0.0251 |
1.4% |
7% |
False |
True |
90,538 |
| 20 |
1.9206 |
1.7462 |
0.1744 |
9.9% |
0.0223 |
1.3% |
4% |
False |
True |
91,137 |
| 40 |
2.0074 |
1.7462 |
0.2612 |
14.9% |
0.0187 |
1.1% |
3% |
False |
True |
87,929 |
| 60 |
2.0074 |
1.7462 |
0.2612 |
14.9% |
0.0175 |
1.0% |
3% |
False |
True |
84,649 |
| 80 |
2.0074 |
1.7462 |
0.2612 |
14.9% |
0.0167 |
1.0% |
3% |
False |
True |
64,670 |
| 100 |
2.0074 |
1.7462 |
0.2612 |
14.9% |
0.0162 |
0.9% |
3% |
False |
True |
51,765 |
| 120 |
2.0074 |
1.7462 |
0.2612 |
14.9% |
0.0150 |
0.9% |
3% |
False |
True |
43,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0119 |
|
2.618 |
1.9293 |
|
1.618 |
1.8787 |
|
1.000 |
1.8474 |
|
0.618 |
1.8281 |
|
HIGH |
1.7968 |
|
0.618 |
1.7775 |
|
0.500 |
1.7715 |
|
0.382 |
1.7655 |
|
LOW |
1.7462 |
|
0.618 |
1.7149 |
|
1.000 |
1.6956 |
|
1.618 |
1.6643 |
|
2.618 |
1.6137 |
|
4.250 |
1.5312 |
|
|
| Fisher Pivots for day following 08-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7715 |
1.7715 |
| PP |
1.7656 |
1.7656 |
| S1 |
1.7596 |
1.7596 |
|