CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 17-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2008 |
17-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7870 |
1.7708 |
-0.0162 |
-0.9% |
1.7597 |
| High |
1.7884 |
1.8170 |
0.0286 |
1.6% |
1.7854 |
| Low |
1.7615 |
1.7677 |
0.0062 |
0.4% |
1.7327 |
| Close |
1.7748 |
1.8155 |
0.0407 |
2.3% |
1.7816 |
| Range |
0.0269 |
0.0493 |
0.0224 |
83.3% |
0.0527 |
| ATR |
0.0225 |
0.0244 |
0.0019 |
8.5% |
0.0000 |
| Volume |
108,354 |
60,128 |
-48,226 |
-44.5% |
158,252 |
|
| Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9480 |
1.9310 |
1.8426 |
|
| R3 |
1.8987 |
1.8817 |
1.8291 |
|
| R2 |
1.8494 |
1.8494 |
1.8245 |
|
| R1 |
1.8324 |
1.8324 |
1.8200 |
1.8409 |
| PP |
1.8001 |
1.8001 |
1.8001 |
1.8043 |
| S1 |
1.7831 |
1.7831 |
1.8110 |
1.7916 |
| S2 |
1.7508 |
1.7508 |
1.8065 |
|
| S3 |
1.7015 |
1.7338 |
1.8019 |
|
| S4 |
1.6522 |
1.6845 |
1.7884 |
|
|
| 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 |
1.8170 |
1.7327 |
0.0843 |
4.6% |
0.0336 |
1.8% |
98% |
True |
False |
76,715 |
| 10 |
1.8170 |
1.7327 |
0.0843 |
4.6% |
0.0297 |
1.6% |
98% |
True |
False |
45,583 |
| 20 |
1.8636 |
1.7327 |
0.1309 |
7.2% |
0.0246 |
1.4% |
63% |
False |
False |
23,351 |
| 40 |
1.9817 |
1.7327 |
0.2490 |
13.7% |
0.0188 |
1.0% |
33% |
False |
False |
11,740 |
| 60 |
1.9923 |
1.7327 |
0.2596 |
14.3% |
0.0150 |
0.8% |
32% |
False |
False |
7,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0265 |
|
2.618 |
1.9461 |
|
1.618 |
1.8968 |
|
1.000 |
1.8663 |
|
0.618 |
1.8475 |
|
HIGH |
1.8170 |
|
0.618 |
1.7982 |
|
0.500 |
1.7924 |
|
0.382 |
1.7865 |
|
LOW |
1.7677 |
|
0.618 |
1.7372 |
|
1.000 |
1.7184 |
|
1.618 |
1.6879 |
|
2.618 |
1.6386 |
|
4.250 |
1.5582 |
|
|
| Fisher Pivots for day following 17-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.8078 |
1.8068 |
| PP |
1.8001 |
1.7980 |
| S1 |
1.7924 |
1.7893 |
|