CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 21-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.8499 |
1.8486 |
-0.0013 |
-0.1% |
1.9000 |
| High |
1.8501 |
1.8635 |
0.0134 |
0.7% |
1.9065 |
| Low |
1.8400 |
1.8479 |
0.0079 |
0.4% |
1.8361 |
| Close |
1.8461 |
1.8602 |
0.0141 |
0.8% |
1.8465 |
| Range |
0.0101 |
0.0156 |
0.0055 |
54.5% |
0.0704 |
| ATR |
0.0134 |
0.0137 |
0.0003 |
2.1% |
0.0000 |
| Volume |
201 |
418 |
217 |
108.0% |
1,107 |
|
| Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9040 |
1.8977 |
1.8688 |
|
| R3 |
1.8884 |
1.8821 |
1.8645 |
|
| R2 |
1.8728 |
1.8728 |
1.8631 |
|
| R1 |
1.8665 |
1.8665 |
1.8616 |
1.8697 |
| PP |
1.8572 |
1.8572 |
1.8572 |
1.8588 |
| S1 |
1.8509 |
1.8509 |
1.8588 |
1.8541 |
| S2 |
1.8416 |
1.8416 |
1.8573 |
|
| S3 |
1.8260 |
1.8353 |
1.8559 |
|
| S4 |
1.8104 |
1.8197 |
1.8516 |
|
|
| 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 |
1.9298 |
|
2.618 |
1.9043 |
|
1.618 |
1.8887 |
|
1.000 |
1.8791 |
|
0.618 |
1.8731 |
|
HIGH |
1.8635 |
|
0.618 |
1.8575 |
|
0.500 |
1.8557 |
|
0.382 |
1.8539 |
|
LOW |
1.8479 |
|
0.618 |
1.8383 |
|
1.000 |
1.8323 |
|
1.618 |
1.8227 |
|
2.618 |
1.8071 |
|
4.250 |
1.7816 |
|
|
| Fisher Pivots for day following 21-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.8587 |
1.8571 |
| PP |
1.8572 |
1.8540 |
| S1 |
1.8557 |
1.8509 |
|