CME British Pound Future December 2008
Trading Metrics calculated at close of trading on 04-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2008 |
04-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1.7687 |
1.7613 |
-0.0074 |
-0.4% |
1.8382 |
High |
1.7710 |
1.7731 |
0.0021 |
0.1% |
1.8442 |
Low |
1.7540 |
1.7503 |
-0.0037 |
-0.2% |
1.8038 |
Close |
1.7628 |
1.7561 |
-0.0067 |
-0.4% |
1.8039 |
Range |
0.0170 |
0.0228 |
0.0058 |
34.1% |
0.0404 |
ATR |
0.0171 |
0.0175 |
0.0004 |
2.4% |
0.0000 |
Volume |
5,463 |
5,391 |
-72 |
-1.3% |
3,406 |
|
Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.8282 |
1.8150 |
1.7686 |
|
R3 |
1.8054 |
1.7922 |
1.7624 |
|
R2 |
1.7826 |
1.7826 |
1.7603 |
|
R1 |
1.7694 |
1.7694 |
1.7582 |
1.7646 |
PP |
1.7598 |
1.7598 |
1.7598 |
1.7575 |
S1 |
1.7466 |
1.7466 |
1.7540 |
1.7418 |
S2 |
1.7370 |
1.7370 |
1.7519 |
|
S3 |
1.7142 |
1.7238 |
1.7498 |
|
S4 |
1.6914 |
1.7010 |
1.7436 |
|
|
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 |
1.8256 |
1.7503 |
0.0753 |
4.3% |
0.0220 |
1.3% |
8% |
False |
True |
2,848 |
10 |
1.8636 |
1.7503 |
0.1133 |
6.5% |
0.0208 |
1.2% |
5% |
False |
True |
1,637 |
20 |
1.9363 |
1.7503 |
0.1860 |
10.6% |
0.0185 |
1.1% |
3% |
False |
True |
931 |
40 |
1.9923 |
1.7503 |
0.2420 |
13.8% |
0.0137 |
0.8% |
2% |
False |
True |
482 |
60 |
1.9923 |
1.7503 |
0.2420 |
13.8% |
0.0113 |
0.6% |
2% |
False |
True |
343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.8700 |
2.618 |
1.8328 |
1.618 |
1.8100 |
1.000 |
1.7959 |
0.618 |
1.7872 |
HIGH |
1.7731 |
0.618 |
1.7644 |
0.500 |
1.7617 |
0.382 |
1.7590 |
LOW |
1.7503 |
0.618 |
1.7362 |
1.000 |
1.7275 |
1.618 |
1.7134 |
2.618 |
1.6906 |
4.250 |
1.6534 |
|
|
Fisher Pivots for day following 04-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1.7617 |
1.7771 |
PP |
1.7598 |
1.7701 |
S1 |
1.7580 |
1.7631 |
|