CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 08-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2008 |
08-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7519 |
1.7597 |
0.0078 |
0.4% |
1.8039 |
| High |
1.7620 |
1.7854 |
0.0234 |
1.3% |
1.8039 |
| Low |
1.7417 |
1.7350 |
-0.0067 |
-0.4% |
1.7417 |
| Close |
1.7505 |
1.7424 |
-0.0081 |
-0.5% |
1.7505 |
| Range |
0.0203 |
0.0504 |
0.0301 |
148.3% |
0.0622 |
| ATR |
0.0177 |
0.0201 |
0.0023 |
13.2% |
0.0000 |
| Volume |
5,189 |
4,689 |
-500 |
-9.6% |
17,409 |
|
| Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9055 |
1.8743 |
1.7701 |
|
| R3 |
1.8551 |
1.8239 |
1.7563 |
|
| R2 |
1.8047 |
1.8047 |
1.7516 |
|
| R1 |
1.7735 |
1.7735 |
1.7470 |
1.7639 |
| PP |
1.7543 |
1.7543 |
1.7543 |
1.7495 |
| S1 |
1.7231 |
1.7231 |
1.7378 |
1.7135 |
| S2 |
1.7039 |
1.7039 |
1.7332 |
|
| S3 |
1.6535 |
1.6727 |
1.7285 |
|
| S4 |
1.6031 |
1.6223 |
1.7147 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9520 |
1.9134 |
1.7847 |
|
| R3 |
1.8898 |
1.8512 |
1.7676 |
|
| R2 |
1.8276 |
1.8276 |
1.7619 |
|
| R1 |
1.7890 |
1.7890 |
1.7562 |
1.7772 |
| PP |
1.7654 |
1.7654 |
1.7654 |
1.7595 |
| S1 |
1.7268 |
1.7268 |
1.7448 |
1.7150 |
| S2 |
1.7032 |
1.7032 |
1.7391 |
|
| S3 |
1.6410 |
1.6646 |
1.7334 |
|
| S4 |
1.5788 |
1.6024 |
1.7163 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.8039 |
1.7350 |
0.0689 |
4.0% |
0.0298 |
1.7% |
11% |
False |
True |
4,419 |
| 10 |
1.8442 |
1.7350 |
0.1092 |
6.3% |
0.0235 |
1.4% |
7% |
False |
True |
2,550 |
| 20 |
1.9065 |
1.7350 |
0.1715 |
9.8% |
0.0201 |
1.2% |
4% |
False |
True |
1,422 |
| 40 |
1.9923 |
1.7350 |
0.2573 |
14.8% |
0.0150 |
0.9% |
3% |
False |
True |
729 |
| 60 |
1.9923 |
1.7350 |
0.2573 |
14.8% |
0.0123 |
0.7% |
3% |
False |
True |
507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9996 |
|
2.618 |
1.9173 |
|
1.618 |
1.8669 |
|
1.000 |
1.8358 |
|
0.618 |
1.8165 |
|
HIGH |
1.7854 |
|
0.618 |
1.7661 |
|
0.500 |
1.7602 |
|
0.382 |
1.7543 |
|
LOW |
1.7350 |
|
0.618 |
1.7039 |
|
1.000 |
1.6846 |
|
1.618 |
1.6535 |
|
2.618 |
1.6031 |
|
4.250 |
1.5208 |
|
|
| Fisher Pivots for day following 08-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7602 |
1.7602 |
| PP |
1.7543 |
1.7543 |
| S1 |
1.7483 |
1.7483 |
|