CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 16-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2008 |
16-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7861 |
1.7870 |
0.0009 |
0.1% |
1.7597 |
| High |
1.8000 |
1.7884 |
-0.0116 |
-0.6% |
1.7854 |
| Low |
1.7645 |
1.7615 |
-0.0030 |
-0.2% |
1.7327 |
| Close |
1.7785 |
1.7748 |
-0.0037 |
-0.2% |
1.7816 |
| Range |
0.0355 |
0.0269 |
-0.0086 |
-24.2% |
0.0527 |
| ATR |
0.0221 |
0.0225 |
0.0003 |
1.5% |
0.0000 |
| Volume |
118,521 |
108,354 |
-10,167 |
-8.6% |
158,252 |
|
| Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8556 |
1.8421 |
1.7896 |
|
| R3 |
1.8287 |
1.8152 |
1.7822 |
|
| R2 |
1.8018 |
1.8018 |
1.7797 |
|
| R1 |
1.7883 |
1.7883 |
1.7773 |
1.7816 |
| PP |
1.7749 |
1.7749 |
1.7749 |
1.7716 |
| S1 |
1.7614 |
1.7614 |
1.7723 |
1.7547 |
| S2 |
1.7480 |
1.7480 |
1.7699 |
|
| S3 |
1.7211 |
1.7345 |
1.7674 |
|
| S4 |
1.6942 |
1.7076 |
1.7600 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9247 |
1.9058 |
1.8106 |
|
| R3 |
1.8720 |
1.8531 |
1.7961 |
|
| R2 |
1.8193 |
1.8193 |
1.7913 |
|
| R1 |
1.8004 |
1.8004 |
1.7864 |
1.8099 |
| PP |
1.7666 |
1.7666 |
1.7666 |
1.7713 |
| S1 |
1.7477 |
1.7477 |
1.7768 |
1.7572 |
| S2 |
1.7139 |
1.7139 |
1.7719 |
|
| S3 |
1.6612 |
1.6950 |
1.7671 |
|
| S4 |
1.6085 |
1.6423 |
1.7526 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.8000 |
1.7327 |
0.0673 |
3.8% |
0.0268 |
1.5% |
63% |
False |
False |
71,442 |
| 10 |
1.8000 |
1.7327 |
0.0673 |
3.8% |
0.0265 |
1.5% |
63% |
False |
False |
40,117 |
| 20 |
1.8636 |
1.7327 |
0.1309 |
7.4% |
0.0228 |
1.3% |
32% |
False |
False |
20,373 |
| 40 |
1.9817 |
1.7327 |
0.2490 |
14.0% |
0.0179 |
1.0% |
17% |
False |
False |
10,237 |
| 60 |
1.9923 |
1.7327 |
0.2596 |
14.6% |
0.0142 |
0.8% |
16% |
False |
False |
6,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9027 |
|
2.618 |
1.8588 |
|
1.618 |
1.8319 |
|
1.000 |
1.8153 |
|
0.618 |
1.8050 |
|
HIGH |
1.7884 |
|
0.618 |
1.7781 |
|
0.500 |
1.7750 |
|
0.382 |
1.7718 |
|
LOW |
1.7615 |
|
0.618 |
1.7449 |
|
1.000 |
1.7346 |
|
1.618 |
1.7180 |
|
2.618 |
1.6911 |
|
4.250 |
1.6472 |
|
|
| Fisher Pivots for day following 16-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7750 |
1.7736 |
| PP |
1.7749 |
1.7724 |
| S1 |
1.7749 |
1.7713 |
|