CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 17-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2008 |
17-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9800 |
1.9831 |
0.0031 |
0.2% |
1.9492 |
| High |
1.9807 |
1.9831 |
0.0024 |
0.1% |
1.9714 |
| Low |
1.9740 |
1.9735 |
-0.0005 |
0.0% |
1.9432 |
| Close |
1.9765 |
1.9769 |
0.0004 |
0.0% |
1.9633 |
| Range |
0.0067 |
0.0096 |
0.0029 |
43.3% |
0.0282 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
44 |
13 |
-31 |
-70.5% |
102 |
|
| Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0066 |
2.0014 |
1.9822 |
|
| R3 |
1.9970 |
1.9918 |
1.9795 |
|
| R2 |
1.9874 |
1.9874 |
1.9787 |
|
| R1 |
1.9822 |
1.9822 |
1.9778 |
1.9800 |
| PP |
1.9778 |
1.9778 |
1.9778 |
1.9768 |
| S1 |
1.9726 |
1.9726 |
1.9760 |
1.9704 |
| S2 |
1.9682 |
1.9682 |
1.9751 |
|
| S3 |
1.9586 |
1.9630 |
1.9743 |
|
| S4 |
1.9490 |
1.9534 |
1.9716 |
|
|
| 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 |
2.0239 |
|
2.618 |
2.0082 |
|
1.618 |
1.9986 |
|
1.000 |
1.9927 |
|
0.618 |
1.9890 |
|
HIGH |
1.9831 |
|
0.618 |
1.9794 |
|
0.500 |
1.9783 |
|
0.382 |
1.9772 |
|
LOW |
1.9735 |
|
0.618 |
1.9676 |
|
1.000 |
1.9639 |
|
1.618 |
1.9580 |
|
2.618 |
1.9484 |
|
4.250 |
1.9327 |
|
|
| Fisher Pivots for day following 17-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9783 |
1.9829 |
| PP |
1.9778 |
1.9809 |
| S1 |
1.9774 |
1.9789 |
|