CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 03-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2008 |
03-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9840 |
1.9832 |
-0.0008 |
0.0% |
1.9631 |
| High |
1.9867 |
1.9833 |
-0.0034 |
-0.2% |
1.9836 |
| Low |
1.9738 |
1.9693 |
-0.0045 |
-0.2% |
1.9457 |
| Close |
1.9832 |
1.9713 |
-0.0119 |
-0.6% |
1.9814 |
| Range |
0.0129 |
0.0140 |
0.0011 |
8.5% |
0.0379 |
| ATR |
0.0146 |
0.0146 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
76,169 |
70,120 |
-6,049 |
-7.9% |
372,982 |
|
| Daily Pivots for day following 03-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0166 |
2.0080 |
1.9790 |
|
| R3 |
2.0026 |
1.9940 |
1.9752 |
|
| R2 |
1.9886 |
1.9886 |
1.9739 |
|
| R1 |
1.9800 |
1.9800 |
1.9726 |
1.9773 |
| PP |
1.9746 |
1.9746 |
1.9746 |
1.9733 |
| S1 |
1.9660 |
1.9660 |
1.9700 |
1.9633 |
| S2 |
1.9606 |
1.9606 |
1.9687 |
|
| S3 |
1.9466 |
1.9520 |
1.9675 |
|
| S4 |
1.9326 |
1.9380 |
1.9636 |
|
|
| 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 |
1.9687 |
0.0207 |
1.1% |
0.0128 |
0.6% |
13% |
False |
False |
77,151 |
| 10 |
1.9894 |
1.9457 |
0.0437 |
2.2% |
0.0131 |
0.7% |
59% |
False |
False |
76,783 |
| 20 |
1.9894 |
1.9276 |
0.0618 |
3.1% |
0.0161 |
0.8% |
71% |
False |
False |
62,646 |
| 40 |
1.9894 |
1.9196 |
0.0698 |
3.5% |
0.0140 |
0.7% |
74% |
False |
False |
31,587 |
| 60 |
1.9894 |
1.9196 |
0.0698 |
3.5% |
0.0143 |
0.7% |
74% |
False |
False |
21,093 |
| 80 |
2.0000 |
1.9196 |
0.0804 |
4.1% |
0.0128 |
0.7% |
64% |
False |
False |
15,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0428 |
|
2.618 |
2.0200 |
|
1.618 |
2.0060 |
|
1.000 |
1.9973 |
|
0.618 |
1.9920 |
|
HIGH |
1.9833 |
|
0.618 |
1.9780 |
|
0.500 |
1.9763 |
|
0.382 |
1.9746 |
|
LOW |
1.9693 |
|
0.618 |
1.9606 |
|
1.000 |
1.9553 |
|
1.618 |
1.9466 |
|
2.618 |
1.9326 |
|
4.250 |
1.9098 |
|
|
| Fisher Pivots for day following 03-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9763 |
1.9794 |
| PP |
1.9746 |
1.9767 |
| S1 |
1.9730 |
1.9740 |
|