CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 28-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2008 |
28-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9689 |
1.9674 |
-0.0015 |
-0.1% |
1.9731 |
| High |
1.9756 |
1.9755 |
-0.0001 |
0.0% |
1.9817 |
| Low |
1.9668 |
1.9663 |
-0.0005 |
0.0% |
1.9635 |
| Close |
1.9688 |
1.9746 |
0.0058 |
0.3% |
1.9688 |
| Range |
0.0088 |
0.0092 |
0.0004 |
4.5% |
0.0182 |
| ATR |
0.0100 |
0.0100 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
20 |
16 |
-4 |
-20.0% |
60 |
|
| Daily Pivots for day following 28-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9997 |
1.9964 |
1.9797 |
|
| R3 |
1.9905 |
1.9872 |
1.9771 |
|
| R2 |
1.9813 |
1.9813 |
1.9763 |
|
| R1 |
1.9780 |
1.9780 |
1.9754 |
1.9797 |
| PP |
1.9721 |
1.9721 |
1.9721 |
1.9730 |
| S1 |
1.9688 |
1.9688 |
1.9738 |
1.9705 |
| S2 |
1.9629 |
1.9629 |
1.9729 |
|
| S3 |
1.9537 |
1.9596 |
1.9721 |
|
| S4 |
1.9445 |
1.9504 |
1.9695 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0259 |
2.0156 |
1.9788 |
|
| R3 |
2.0077 |
1.9974 |
1.9738 |
|
| R2 |
1.9895 |
1.9895 |
1.9721 |
|
| R1 |
1.9792 |
1.9792 |
1.9705 |
1.9753 |
| PP |
1.9713 |
1.9713 |
1.9713 |
1.9694 |
| S1 |
1.9610 |
1.9610 |
1.9671 |
1.9571 |
| S2 |
1.9531 |
1.9531 |
1.9655 |
|
| S3 |
1.9349 |
1.9428 |
1.9638 |
|
| S4 |
1.9167 |
1.9246 |
1.9588 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0146 |
|
2.618 |
1.9996 |
|
1.618 |
1.9904 |
|
1.000 |
1.9847 |
|
0.618 |
1.9812 |
|
HIGH |
1.9755 |
|
0.618 |
1.9720 |
|
0.500 |
1.9709 |
|
0.382 |
1.9698 |
|
LOW |
1.9663 |
|
0.618 |
1.9606 |
|
1.000 |
1.9571 |
|
1.618 |
1.9514 |
|
2.618 |
1.9422 |
|
4.250 |
1.9272 |
|
|
| Fisher Pivots for day following 28-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9734 |
1.9729 |
| PP |
1.9721 |
1.9712 |
| S1 |
1.9709 |
1.9696 |
|