CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 19-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2008 |
19-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.8053 |
1.8107 |
0.0054 |
0.3% |
1.7861 |
| High |
1.8220 |
1.8302 |
0.0082 |
0.5% |
1.8302 |
| Low |
1.8017 |
1.7826 |
-0.0191 |
-1.1% |
1.7615 |
| Close |
1.8139 |
1.8272 |
0.0133 |
0.7% |
1.8272 |
| Range |
0.0203 |
0.0476 |
0.0273 |
134.5% |
0.0687 |
| ATR |
0.0241 |
0.0258 |
0.0017 |
7.0% |
0.0000 |
| Volume |
76,486 |
72,026 |
-4,460 |
-5.8% |
435,515 |
|
| Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9561 |
1.9393 |
1.8534 |
|
| R3 |
1.9085 |
1.8917 |
1.8403 |
|
| R2 |
1.8609 |
1.8609 |
1.8359 |
|
| R1 |
1.8441 |
1.8441 |
1.8316 |
1.8525 |
| PP |
1.8133 |
1.8133 |
1.8133 |
1.8176 |
| S1 |
1.7965 |
1.7965 |
1.8228 |
1.8049 |
| S2 |
1.7657 |
1.7657 |
1.8185 |
|
| S3 |
1.7181 |
1.7489 |
1.8141 |
|
| S4 |
1.6705 |
1.7013 |
1.8010 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0124 |
1.9885 |
1.8650 |
|
| R3 |
1.9437 |
1.9198 |
1.8461 |
|
| R2 |
1.8750 |
1.8750 |
1.8398 |
|
| R1 |
1.8511 |
1.8511 |
1.8335 |
1.8631 |
| PP |
1.8063 |
1.8063 |
1.8063 |
1.8123 |
| S1 |
1.7824 |
1.7824 |
1.8209 |
1.7944 |
| S2 |
1.7376 |
1.7376 |
1.8146 |
|
| S3 |
1.6689 |
1.7137 |
1.8083 |
|
| S4 |
1.6002 |
1.6450 |
1.7894 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.8302 |
1.7615 |
0.0687 |
3.8% |
0.0359 |
2.0% |
96% |
True |
False |
87,103 |
| 10 |
1.8302 |
1.7327 |
0.0975 |
5.3% |
0.0322 |
1.8% |
97% |
True |
False |
59,376 |
| 20 |
1.8636 |
1.7327 |
0.1309 |
7.2% |
0.0267 |
1.5% |
72% |
False |
False |
30,745 |
| 40 |
1.9756 |
1.7327 |
0.2429 |
13.3% |
0.0201 |
1.1% |
39% |
False |
False |
15,452 |
| 60 |
1.9923 |
1.7327 |
0.2596 |
14.2% |
0.0158 |
0.9% |
36% |
False |
False |
10,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0325 |
|
2.618 |
1.9548 |
|
1.618 |
1.9072 |
|
1.000 |
1.8778 |
|
0.618 |
1.8596 |
|
HIGH |
1.8302 |
|
0.618 |
1.8120 |
|
0.500 |
1.8064 |
|
0.382 |
1.8008 |
|
LOW |
1.7826 |
|
0.618 |
1.7532 |
|
1.000 |
1.7350 |
|
1.618 |
1.7056 |
|
2.618 |
1.6580 |
|
4.250 |
1.5803 |
|
|
| Fisher Pivots for day following 19-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.8203 |
1.8178 |
| PP |
1.8133 |
1.8084 |
| S1 |
1.8064 |
1.7990 |
|