CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 08-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2008 |
08-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9737 |
1.9656 |
-0.0081 |
-0.4% |
1.9848 |
| High |
1.9737 |
1.9698 |
-0.0039 |
-0.2% |
1.9894 |
| Low |
1.9545 |
1.9565 |
0.0020 |
0.1% |
1.9693 |
| Close |
1.9671 |
1.9586 |
-0.0085 |
-0.4% |
1.9713 |
| Range |
0.0192 |
0.0133 |
-0.0059 |
-30.7% |
0.0201 |
| ATR |
0.0149 |
0.0148 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
88,289 |
94,126 |
5,837 |
6.6% |
290,736 |
|
| Daily Pivots for day following 08-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0015 |
1.9934 |
1.9659 |
|
| R3 |
1.9882 |
1.9801 |
1.9623 |
|
| R2 |
1.9749 |
1.9749 |
1.9610 |
|
| R1 |
1.9668 |
1.9668 |
1.9598 |
1.9642 |
| PP |
1.9616 |
1.9616 |
1.9616 |
1.9604 |
| S1 |
1.9535 |
1.9535 |
1.9574 |
1.9509 |
| S2 |
1.9483 |
1.9483 |
1.9562 |
|
| S3 |
1.9350 |
1.9402 |
1.9549 |
|
| S4 |
1.9217 |
1.9269 |
1.9513 |
|
|
| Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0370 |
2.0242 |
1.9824 |
|
| R3 |
2.0169 |
2.0041 |
1.9768 |
|
| R2 |
1.9968 |
1.9968 |
1.9750 |
|
| R1 |
1.9840 |
1.9840 |
1.9731 |
1.9804 |
| PP |
1.9767 |
1.9767 |
1.9767 |
1.9748 |
| S1 |
1.9639 |
1.9639 |
1.9695 |
1.9603 |
| S2 |
1.9566 |
1.9566 |
1.9676 |
|
| S3 |
1.9365 |
1.9438 |
1.9658 |
|
| S4 |
1.9164 |
1.9237 |
1.9602 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9894 |
1.9545 |
0.0349 |
1.8% |
0.0143 |
0.7% |
12% |
False |
False |
79,239 |
| 10 |
1.9894 |
1.9500 |
0.0394 |
2.0% |
0.0137 |
0.7% |
22% |
False |
False |
78,675 |
| 20 |
1.9894 |
1.9276 |
0.0618 |
3.2% |
0.0157 |
0.8% |
50% |
False |
False |
71,255 |
| 40 |
1.9894 |
1.9196 |
0.0698 |
3.6% |
0.0142 |
0.7% |
56% |
False |
False |
36,145 |
| 60 |
1.9894 |
1.9196 |
0.0698 |
3.6% |
0.0144 |
0.7% |
56% |
False |
False |
24,133 |
| 80 |
1.9903 |
1.9196 |
0.0707 |
3.6% |
0.0132 |
0.7% |
55% |
False |
False |
18,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0263 |
|
2.618 |
2.0046 |
|
1.618 |
1.9913 |
|
1.000 |
1.9831 |
|
0.618 |
1.9780 |
|
HIGH |
1.9698 |
|
0.618 |
1.9647 |
|
0.500 |
1.9632 |
|
0.382 |
1.9616 |
|
LOW |
1.9565 |
|
0.618 |
1.9483 |
|
1.000 |
1.9432 |
|
1.618 |
1.9350 |
|
2.618 |
1.9217 |
|
4.250 |
1.9000 |
|
|
| Fisher Pivots for day following 08-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9632 |
1.9689 |
| PP |
1.9616 |
1.9655 |
| S1 |
1.9601 |
1.9620 |
|