CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 24-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2008 |
24-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.8507 |
1.8476 |
-0.0031 |
-0.2% |
1.7861 |
| High |
1.8568 |
1.8547 |
-0.0021 |
-0.1% |
1.8302 |
| Low |
1.8404 |
1.8409 |
0.0005 |
0.0% |
1.7615 |
| Close |
1.8534 |
1.8467 |
-0.0067 |
-0.4% |
1.8272 |
| Range |
0.0164 |
0.0138 |
-0.0026 |
-15.9% |
0.0687 |
| ATR |
0.0260 |
0.0251 |
-0.0009 |
-3.3% |
0.0000 |
| Volume |
65,738 |
60,924 |
-4,814 |
-7.3% |
435,515 |
|
| Daily Pivots for day following 24-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8888 |
1.8816 |
1.8543 |
|
| R3 |
1.8750 |
1.8678 |
1.8505 |
|
| R2 |
1.8612 |
1.8612 |
1.8492 |
|
| R1 |
1.8540 |
1.8540 |
1.8480 |
1.8507 |
| PP |
1.8474 |
1.8474 |
1.8474 |
1.8458 |
| S1 |
1.8402 |
1.8402 |
1.8454 |
1.8369 |
| S2 |
1.8336 |
1.8336 |
1.8442 |
|
| S3 |
1.8198 |
1.8264 |
1.8429 |
|
| S4 |
1.8060 |
1.8126 |
1.8391 |
|
|
| 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 |
1.8568 |
1.7826 |
0.0742 |
4.0% |
0.0274 |
1.5% |
86% |
False |
False |
68,449 |
| 10 |
1.8568 |
1.7327 |
0.1241 |
6.7% |
0.0305 |
1.6% |
92% |
False |
False |
72,582 |
| 20 |
1.8568 |
1.7327 |
0.1241 |
6.7% |
0.0270 |
1.5% |
92% |
False |
False |
40,362 |
| 40 |
1.9701 |
1.7327 |
0.2374 |
12.9% |
0.0210 |
1.1% |
48% |
False |
False |
20,293 |
| 60 |
1.9923 |
1.7327 |
0.2596 |
14.1% |
0.0167 |
0.9% |
44% |
False |
False |
13,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9134 |
|
2.618 |
1.8908 |
|
1.618 |
1.8770 |
|
1.000 |
1.8685 |
|
0.618 |
1.8632 |
|
HIGH |
1.8547 |
|
0.618 |
1.8494 |
|
0.500 |
1.8478 |
|
0.382 |
1.8462 |
|
LOW |
1.8409 |
|
0.618 |
1.8324 |
|
1.000 |
1.8271 |
|
1.618 |
1.8186 |
|
2.618 |
1.8048 |
|
4.250 |
1.7823 |
|
|
| Fisher Pivots for day following 24-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.8478 |
1.8435 |
| PP |
1.8474 |
1.8403 |
| S1 |
1.8471 |
1.8371 |
|