CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 10-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2008 |
10-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9598 |
1.9725 |
0.0127 |
0.6% |
1.9848 |
| High |
1.9734 |
1.9745 |
0.0011 |
0.1% |
1.9894 |
| Low |
1.9574 |
1.9605 |
0.0031 |
0.2% |
1.9693 |
| Close |
1.9716 |
1.9676 |
-0.0040 |
-0.2% |
1.9713 |
| Range |
0.0160 |
0.0140 |
-0.0020 |
-12.5% |
0.0201 |
| ATR |
0.0149 |
0.0148 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
63,556 |
72,276 |
8,720 |
13.7% |
290,736 |
|
| Daily Pivots for day following 10-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0095 |
2.0026 |
1.9753 |
|
| R3 |
1.9955 |
1.9886 |
1.9715 |
|
| R2 |
1.9815 |
1.9815 |
1.9702 |
|
| R1 |
1.9746 |
1.9746 |
1.9689 |
1.9711 |
| PP |
1.9675 |
1.9675 |
1.9675 |
1.9658 |
| S1 |
1.9606 |
1.9606 |
1.9663 |
1.9571 |
| S2 |
1.9535 |
1.9535 |
1.9650 |
|
| S3 |
1.9395 |
1.9466 |
1.9638 |
|
| S4 |
1.9255 |
1.9326 |
1.9599 |
|
|
| 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 |
1.9833 |
1.9545 |
0.0288 |
1.5% |
0.0153 |
0.8% |
45% |
False |
False |
77,673 |
| 10 |
1.9894 |
1.9545 |
0.0349 |
1.8% |
0.0145 |
0.7% |
38% |
False |
False |
78,433 |
| 20 |
1.9894 |
1.9276 |
0.0618 |
3.1% |
0.0151 |
0.8% |
65% |
False |
False |
76,089 |
| 40 |
1.9894 |
1.9254 |
0.0640 |
3.3% |
0.0143 |
0.7% |
66% |
False |
False |
39,531 |
| 60 |
1.9894 |
1.9196 |
0.0698 |
3.5% |
0.0146 |
0.7% |
69% |
False |
False |
26,396 |
| 80 |
1.9903 |
1.9196 |
0.0707 |
3.6% |
0.0130 |
0.7% |
68% |
False |
False |
19,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0340 |
|
2.618 |
2.0112 |
|
1.618 |
1.9972 |
|
1.000 |
1.9885 |
|
0.618 |
1.9832 |
|
HIGH |
1.9745 |
|
0.618 |
1.9692 |
|
0.500 |
1.9675 |
|
0.382 |
1.9658 |
|
LOW |
1.9605 |
|
0.618 |
1.9518 |
|
1.000 |
1.9465 |
|
1.618 |
1.9378 |
|
2.618 |
1.9238 |
|
4.250 |
1.9010 |
|
|
| Fisher Pivots for day following 10-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9676 |
1.9669 |
| PP |
1.9675 |
1.9662 |
| S1 |
1.9675 |
1.9655 |
|