CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 12-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2008 |
12-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9000 |
1.8857 |
-0.0143 |
-0.8% |
1.9563 |
| High |
1.9065 |
1.8876 |
-0.0189 |
-1.0% |
1.9563 |
| Low |
1.8913 |
1.8782 |
-0.0131 |
-0.7% |
1.8975 |
| Close |
1.8945 |
1.8819 |
-0.0126 |
-0.7% |
1.9019 |
| Range |
0.0152 |
0.0094 |
-0.0058 |
-38.2% |
0.0588 |
| ATR |
0.0119 |
0.0122 |
0.0003 |
2.7% |
0.0000 |
| Volume |
84 |
219 |
135 |
160.7% |
178 |
|
| Daily Pivots for day following 12-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9108 |
1.9057 |
1.8871 |
|
| R3 |
1.9014 |
1.8963 |
1.8845 |
|
| R2 |
1.8920 |
1.8920 |
1.8836 |
|
| R1 |
1.8869 |
1.8869 |
1.8828 |
1.8848 |
| PP |
1.8826 |
1.8826 |
1.8826 |
1.8815 |
| S1 |
1.8775 |
1.8775 |
1.8810 |
1.8754 |
| S2 |
1.8732 |
1.8732 |
1.8802 |
|
| S3 |
1.8638 |
1.8681 |
1.8793 |
|
| S4 |
1.8544 |
1.8587 |
1.8767 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0950 |
2.0572 |
1.9342 |
|
| R3 |
2.0362 |
1.9984 |
1.9181 |
|
| R2 |
1.9774 |
1.9774 |
1.9127 |
|
| R1 |
1.9396 |
1.9396 |
1.9073 |
1.9291 |
| PP |
1.9186 |
1.9186 |
1.9186 |
1.9133 |
| S1 |
1.8808 |
1.8808 |
1.8965 |
1.8703 |
| S2 |
1.8598 |
1.8598 |
1.8911 |
|
| S3 |
1.8010 |
1.8220 |
1.8857 |
|
| S4 |
1.7422 |
1.7632 |
1.8696 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9276 |
|
2.618 |
1.9122 |
|
1.618 |
1.9028 |
|
1.000 |
1.8970 |
|
0.618 |
1.8934 |
|
HIGH |
1.8876 |
|
0.618 |
1.8840 |
|
0.500 |
1.8829 |
|
0.382 |
1.8818 |
|
LOW |
1.8782 |
|
0.618 |
1.8724 |
|
1.000 |
1.8688 |
|
1.618 |
1.8630 |
|
2.618 |
1.8536 |
|
4.250 |
1.8383 |
|
|
| Fisher Pivots for day following 12-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.8829 |
1.9021 |
| PP |
1.8826 |
1.8953 |
| S1 |
1.8822 |
1.8886 |
|