CME British Pound Future December 2008
Trading Metrics calculated at close of trading on 02-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2008 |
02-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1.8150 |
1.8039 |
-0.0111 |
-0.6% |
1.8382 |
High |
1.8204 |
1.8039 |
-0.0165 |
-0.9% |
1.8442 |
Low |
1.8038 |
1.7655 |
-0.0383 |
-2.1% |
1.8038 |
Close |
1.8039 |
1.7693 |
-0.0346 |
-1.9% |
1.8039 |
Range |
0.0166 |
0.0384 |
0.0218 |
131.3% |
0.0404 |
ATR |
0.0155 |
0.0171 |
0.0016 |
10.6% |
0.0000 |
Volume |
1,575 |
1,366 |
-209 |
-13.3% |
3,406 |
|
Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.8948 |
1.8704 |
1.7904 |
|
R3 |
1.8564 |
1.8320 |
1.7799 |
|
R2 |
1.8180 |
1.8180 |
1.7763 |
|
R1 |
1.7936 |
1.7936 |
1.7728 |
1.7866 |
PP |
1.7796 |
1.7796 |
1.7796 |
1.7761 |
S1 |
1.7552 |
1.7552 |
1.7658 |
1.7482 |
S2 |
1.7412 |
1.7412 |
1.7623 |
|
S3 |
1.7028 |
1.7168 |
1.7587 |
|
S4 |
1.6644 |
1.6784 |
1.7482 |
|
|
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 |
1.8372 |
1.7655 |
0.0717 |
4.1% |
0.0215 |
1.2% |
5% |
False |
True |
810 |
10 |
1.8636 |
1.7655 |
0.0981 |
5.5% |
0.0192 |
1.1% |
4% |
False |
True |
629 |
20 |
1.9443 |
1.7655 |
0.1788 |
10.1% |
0.0176 |
1.0% |
2% |
False |
True |
393 |
40 |
1.9923 |
1.7655 |
0.2268 |
12.8% |
0.0132 |
0.7% |
2% |
False |
True |
213 |
60 |
1.9923 |
1.7655 |
0.2268 |
12.8% |
0.0109 |
0.6% |
2% |
False |
True |
162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.9671 |
2.618 |
1.9044 |
1.618 |
1.8660 |
1.000 |
1.8423 |
0.618 |
1.8276 |
HIGH |
1.8039 |
0.618 |
1.7892 |
0.500 |
1.7847 |
0.382 |
1.7802 |
LOW |
1.7655 |
0.618 |
1.7418 |
1.000 |
1.7271 |
1.618 |
1.7034 |
2.618 |
1.6650 |
4.250 |
1.6023 |
|
|
Fisher Pivots for day following 02-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1.7847 |
1.7956 |
PP |
1.7796 |
1.7868 |
S1 |
1.7744 |
1.7781 |
|