CME British Pound Future December 2008
Trading Metrics calculated at close of trading on 29-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2008 |
29-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1.8224 |
1.8150 |
-0.0074 |
-0.4% |
1.8382 |
High |
1.8256 |
1.8204 |
-0.0052 |
-0.3% |
1.8442 |
Low |
1.8104 |
1.8038 |
-0.0066 |
-0.4% |
1.8038 |
Close |
1.8149 |
1.8039 |
-0.0110 |
-0.6% |
1.8039 |
Range |
0.0152 |
0.0166 |
0.0014 |
9.2% |
0.0404 |
ATR |
0.0154 |
0.0155 |
0.0001 |
0.5% |
0.0000 |
Volume |
447 |
1,575 |
1,128 |
252.3% |
3,406 |
|
Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.8592 |
1.8481 |
1.8130 |
|
R3 |
1.8426 |
1.8315 |
1.8085 |
|
R2 |
1.8260 |
1.8260 |
1.8069 |
|
R1 |
1.8149 |
1.8149 |
1.8054 |
1.8122 |
PP |
1.8094 |
1.8094 |
1.8094 |
1.8080 |
S1 |
1.7983 |
1.7983 |
1.8024 |
1.7956 |
S2 |
1.7928 |
1.7928 |
1.8009 |
|
S3 |
1.7762 |
1.7817 |
1.7993 |
|
S4 |
1.7596 |
1.7651 |
1.7948 |
|
|
Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.9385 |
1.9116 |
1.8261 |
|
R3 |
1.8981 |
1.8712 |
1.8150 |
|
R2 |
1.8577 |
1.8577 |
1.8113 |
|
R1 |
1.8308 |
1.8308 |
1.8076 |
1.8241 |
PP |
1.8173 |
1.8173 |
1.8173 |
1.8139 |
S1 |
1.7904 |
1.7904 |
1.8002 |
1.7837 |
S2 |
1.7769 |
1.7769 |
1.7965 |
|
S3 |
1.7365 |
1.7500 |
1.7928 |
|
S4 |
1.6961 |
1.7096 |
1.7817 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.8442 |
1.8038 |
0.0404 |
2.2% |
0.0173 |
1.0% |
0% |
False |
True |
681 |
10 |
1.8636 |
1.8038 |
0.0598 |
3.3% |
0.0163 |
0.9% |
0% |
False |
True |
523 |
20 |
1.9563 |
1.8038 |
0.1525 |
8.5% |
0.0163 |
0.9% |
0% |
False |
True |
326 |
40 |
1.9923 |
1.8038 |
0.1885 |
10.4% |
0.0126 |
0.7% |
0% |
False |
True |
179 |
60 |
1.9923 |
1.8038 |
0.1885 |
10.4% |
0.0103 |
0.6% |
0% |
False |
True |
140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.8910 |
2.618 |
1.8639 |
1.618 |
1.8473 |
1.000 |
1.8370 |
0.618 |
1.8307 |
HIGH |
1.8204 |
0.618 |
1.8141 |
0.500 |
1.8121 |
0.382 |
1.8101 |
LOW |
1.8038 |
0.618 |
1.7935 |
1.000 |
1.7872 |
1.618 |
1.7769 |
2.618 |
1.7603 |
4.250 |
1.7333 |
|
|
Fisher Pivots for day following 29-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1.8121 |
1.8188 |
PP |
1.8094 |
1.8138 |
S1 |
1.8066 |
1.8089 |
|