CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 19-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2008 |
19-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.8474 |
1.8470 |
-0.0004 |
0.0% |
1.9000 |
| High |
1.8554 |
1.8515 |
-0.0039 |
-0.2% |
1.9065 |
| Low |
1.8459 |
1.8383 |
-0.0076 |
-0.4% |
1.8361 |
| Close |
1.8481 |
1.8501 |
0.0020 |
0.1% |
1.8465 |
| Range |
0.0095 |
0.0132 |
0.0037 |
38.9% |
0.0704 |
| ATR |
0.0137 |
0.0137 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
307 |
572 |
265 |
86.3% |
1,107 |
|
| Daily Pivots for day following 19-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8862 |
1.8814 |
1.8574 |
|
| R3 |
1.8730 |
1.8682 |
1.8537 |
|
| R2 |
1.8598 |
1.8598 |
1.8525 |
|
| R1 |
1.8550 |
1.8550 |
1.8513 |
1.8574 |
| PP |
1.8466 |
1.8466 |
1.8466 |
1.8479 |
| S1 |
1.8418 |
1.8418 |
1.8489 |
1.8442 |
| S2 |
1.8334 |
1.8334 |
1.8477 |
|
| S3 |
1.8202 |
1.8286 |
1.8465 |
|
| S4 |
1.8070 |
1.8154 |
1.8428 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0742 |
2.0308 |
1.8852 |
|
| R3 |
2.0038 |
1.9604 |
1.8659 |
|
| R2 |
1.9334 |
1.9334 |
1.8594 |
|
| R1 |
1.8900 |
1.8900 |
1.8530 |
1.8765 |
| PP |
1.8630 |
1.8630 |
1.8630 |
1.8563 |
| S1 |
1.8196 |
1.8196 |
1.8400 |
1.8061 |
| S2 |
1.7926 |
1.7926 |
1.8336 |
|
| S3 |
1.7222 |
1.7492 |
1.8271 |
|
| S4 |
1.6518 |
1.6788 |
1.8078 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9076 |
|
2.618 |
1.8861 |
|
1.618 |
1.8729 |
|
1.000 |
1.8647 |
|
0.618 |
1.8597 |
|
HIGH |
1.8515 |
|
0.618 |
1.8465 |
|
0.500 |
1.8449 |
|
0.382 |
1.8433 |
|
LOW |
1.8383 |
|
0.618 |
1.8301 |
|
1.000 |
1.8251 |
|
1.618 |
1.8169 |
|
2.618 |
1.8037 |
|
4.250 |
1.7822 |
|
|
| Fisher Pivots for day following 19-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.8484 |
1.8487 |
| PP |
1.8466 |
1.8472 |
| S1 |
1.8449 |
1.8458 |
|