CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 16-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9823 |
1.9800 |
-0.0023 |
-0.1% |
1.9492 |
| High |
1.9923 |
1.9807 |
-0.0116 |
-0.6% |
1.9714 |
| Low |
1.9786 |
1.9740 |
-0.0046 |
-0.2% |
1.9432 |
| Close |
1.9792 |
1.9765 |
-0.0027 |
-0.1% |
1.9633 |
| Range |
0.0137 |
0.0067 |
-0.0070 |
-51.1% |
0.0282 |
| ATR |
0.0110 |
0.0107 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
10 |
44 |
34 |
340.0% |
102 |
|
| Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9972 |
1.9935 |
1.9802 |
|
| R3 |
1.9905 |
1.9868 |
1.9783 |
|
| R2 |
1.9838 |
1.9838 |
1.9777 |
|
| R1 |
1.9801 |
1.9801 |
1.9771 |
1.9786 |
| PP |
1.9771 |
1.9771 |
1.9771 |
1.9763 |
| S1 |
1.9734 |
1.9734 |
1.9759 |
1.9719 |
| S2 |
1.9704 |
1.9704 |
1.9753 |
|
| S3 |
1.9637 |
1.9667 |
1.9747 |
|
| S4 |
1.9570 |
1.9600 |
1.9728 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0439 |
2.0318 |
1.9788 |
|
| R3 |
2.0157 |
2.0036 |
1.9711 |
|
| R2 |
1.9875 |
1.9875 |
1.9685 |
|
| R1 |
1.9754 |
1.9754 |
1.9659 |
1.9815 |
| PP |
1.9593 |
1.9593 |
1.9593 |
1.9623 |
| S1 |
1.9472 |
1.9472 |
1.9607 |
1.9533 |
| S2 |
1.9311 |
1.9311 |
1.9581 |
|
| S3 |
1.9029 |
1.9190 |
1.9555 |
|
| S4 |
1.8747 |
1.8908 |
1.9478 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0092 |
|
2.618 |
1.9982 |
|
1.618 |
1.9915 |
|
1.000 |
1.9874 |
|
0.618 |
1.9848 |
|
HIGH |
1.9807 |
|
0.618 |
1.9781 |
|
0.500 |
1.9774 |
|
0.382 |
1.9766 |
|
LOW |
1.9740 |
|
0.618 |
1.9699 |
|
1.000 |
1.9673 |
|
1.618 |
1.9632 |
|
2.618 |
1.9565 |
|
4.250 |
1.9455 |
|
|
| Fisher Pivots for day following 16-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9774 |
1.9767 |
| PP |
1.9771 |
1.9766 |
| S1 |
1.9768 |
1.9766 |
|