CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 02-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2008 |
02-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9817 |
1.9840 |
0.0023 |
0.1% |
1.9631 |
| High |
1.9894 |
1.9867 |
-0.0027 |
-0.1% |
1.9836 |
| Low |
1.9775 |
1.9738 |
-0.0037 |
-0.2% |
1.9457 |
| Close |
1.9830 |
1.9832 |
0.0002 |
0.0% |
1.9814 |
| Range |
0.0119 |
0.0129 |
0.0010 |
8.4% |
0.0379 |
| ATR |
0.0147 |
0.0146 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
67,491 |
76,169 |
8,678 |
12.9% |
372,982 |
|
| Daily Pivots for day following 02-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0199 |
2.0145 |
1.9903 |
|
| R3 |
2.0070 |
2.0016 |
1.9867 |
|
| R2 |
1.9941 |
1.9941 |
1.9856 |
|
| R1 |
1.9887 |
1.9887 |
1.9844 |
1.9850 |
| PP |
1.9812 |
1.9812 |
1.9812 |
1.9794 |
| S1 |
1.9758 |
1.9758 |
1.9820 |
1.9721 |
| S2 |
1.9683 |
1.9683 |
1.9808 |
|
| S3 |
1.9554 |
1.9629 |
1.9797 |
|
| S4 |
1.9425 |
1.9500 |
1.9761 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0839 |
2.0706 |
2.0022 |
|
| R3 |
2.0460 |
2.0327 |
1.9918 |
|
| R2 |
2.0081 |
2.0081 |
1.9883 |
|
| R1 |
1.9948 |
1.9948 |
1.9849 |
2.0015 |
| PP |
1.9702 |
1.9702 |
1.9702 |
1.9736 |
| S1 |
1.9569 |
1.9569 |
1.9779 |
1.9636 |
| S2 |
1.9323 |
1.9323 |
1.9745 |
|
| S3 |
1.8944 |
1.9190 |
1.9710 |
|
| S4 |
1.8565 |
1.8811 |
1.9606 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9894 |
1.9595 |
0.0299 |
1.5% |
0.0137 |
0.7% |
79% |
False |
False |
79,194 |
| 10 |
1.9894 |
1.9453 |
0.0441 |
2.2% |
0.0134 |
0.7% |
86% |
False |
False |
75,519 |
| 20 |
1.9894 |
1.9276 |
0.0618 |
3.1% |
0.0161 |
0.8% |
90% |
False |
False |
59,309 |
| 40 |
1.9894 |
1.9196 |
0.0698 |
3.5% |
0.0138 |
0.7% |
91% |
False |
False |
29,838 |
| 60 |
1.9894 |
1.9196 |
0.0698 |
3.5% |
0.0143 |
0.7% |
91% |
False |
False |
19,925 |
| 80 |
2.0000 |
1.9196 |
0.0804 |
4.1% |
0.0127 |
0.6% |
79% |
False |
False |
14,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0415 |
|
2.618 |
2.0205 |
|
1.618 |
2.0076 |
|
1.000 |
1.9996 |
|
0.618 |
1.9947 |
|
HIGH |
1.9867 |
|
0.618 |
1.9818 |
|
0.500 |
1.9803 |
|
0.382 |
1.9787 |
|
LOW |
1.9738 |
|
0.618 |
1.9658 |
|
1.000 |
1.9609 |
|
1.618 |
1.9529 |
|
2.618 |
1.9400 |
|
4.250 |
1.9190 |
|
|
| Fisher Pivots for day following 02-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9822 |
1.9827 |
| PP |
1.9812 |
1.9821 |
| S1 |
1.9803 |
1.9816 |
|