CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 11-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7590 |
1.7500 |
-0.0090 |
-0.5% |
1.8169 |
| High |
1.7676 |
1.7589 |
-0.0087 |
-0.5% |
1.8170 |
| Low |
1.7515 |
1.7442 |
-0.0073 |
-0.4% |
1.7524 |
| Close |
1.7555 |
1.7523 |
-0.0032 |
-0.2% |
1.7618 |
| Range |
0.0161 |
0.0147 |
-0.0014 |
-8.7% |
0.0646 |
| ATR |
0.0216 |
0.0211 |
-0.0005 |
-2.3% |
0.0000 |
| Volume |
121,405 |
85,837 |
-35,568 |
-29.3% |
421,117 |
|
| Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7959 |
1.7888 |
1.7604 |
|
| R3 |
1.7812 |
1.7741 |
1.7563 |
|
| R2 |
1.7665 |
1.7665 |
1.7550 |
|
| R1 |
1.7594 |
1.7594 |
1.7536 |
1.7630 |
| PP |
1.7518 |
1.7518 |
1.7518 |
1.7536 |
| S1 |
1.7447 |
1.7447 |
1.7510 |
1.7483 |
| S2 |
1.7371 |
1.7371 |
1.7496 |
|
| S3 |
1.7224 |
1.7300 |
1.7483 |
|
| S4 |
1.7077 |
1.7153 |
1.7442 |
|
|
| 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 |
1.7968 |
1.7442 |
0.0526 |
3.0% |
0.0254 |
1.5% |
15% |
False |
True |
115,391 |
| 10 |
1.8383 |
1.7442 |
0.0941 |
5.4% |
0.0243 |
1.4% |
9% |
False |
True |
102,182 |
| 20 |
1.8756 |
1.7442 |
0.1314 |
7.5% |
0.0211 |
1.2% |
6% |
False |
True |
94,180 |
| 40 |
1.9996 |
1.7442 |
0.2554 |
14.6% |
0.0187 |
1.1% |
3% |
False |
True |
89,740 |
| 60 |
2.0074 |
1.7442 |
0.2632 |
15.0% |
0.0174 |
1.0% |
3% |
False |
True |
86,560 |
| 80 |
2.0074 |
1.7442 |
0.2632 |
15.0% |
0.0167 |
1.0% |
3% |
False |
True |
68,995 |
| 100 |
2.0074 |
1.7442 |
0.2632 |
15.0% |
0.0162 |
0.9% |
3% |
False |
True |
55,230 |
| 120 |
2.0074 |
1.7442 |
0.2632 |
15.0% |
0.0154 |
0.9% |
3% |
False |
True |
46,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8214 |
|
2.618 |
1.7974 |
|
1.618 |
1.7827 |
|
1.000 |
1.7736 |
|
0.618 |
1.7680 |
|
HIGH |
1.7589 |
|
0.618 |
1.7533 |
|
0.500 |
1.7516 |
|
0.382 |
1.7498 |
|
LOW |
1.7442 |
|
0.618 |
1.7351 |
|
1.000 |
1.7295 |
|
1.618 |
1.7204 |
|
2.618 |
1.7057 |
|
4.250 |
1.6817 |
|
|
| Fisher Pivots for day following 11-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7521 |
1.7572 |
| PP |
1.7518 |
1.7555 |
| S1 |
1.7516 |
1.7539 |
|