CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 11-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2008 |
11-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9725 |
1.9684 |
-0.0041 |
-0.2% |
1.9737 |
| High |
1.9745 |
1.9868 |
0.0123 |
0.6% |
1.9868 |
| Low |
1.9605 |
1.9660 |
0.0055 |
0.3% |
1.9545 |
| Close |
1.9676 |
1.9764 |
0.0088 |
0.4% |
1.9764 |
| Range |
0.0140 |
0.0208 |
0.0068 |
48.6% |
0.0323 |
| ATR |
0.0148 |
0.0152 |
0.0004 |
2.9% |
0.0000 |
| Volume |
72,276 |
75,567 |
3,291 |
4.6% |
393,814 |
|
| Daily Pivots for day following 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0388 |
2.0284 |
1.9878 |
|
| R3 |
2.0180 |
2.0076 |
1.9821 |
|
| R2 |
1.9972 |
1.9972 |
1.9802 |
|
| R1 |
1.9868 |
1.9868 |
1.9783 |
1.9920 |
| PP |
1.9764 |
1.9764 |
1.9764 |
1.9790 |
| S1 |
1.9660 |
1.9660 |
1.9745 |
1.9712 |
| S2 |
1.9556 |
1.9556 |
1.9726 |
|
| S3 |
1.9348 |
1.9452 |
1.9707 |
|
| S4 |
1.9140 |
1.9244 |
1.9650 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0695 |
2.0552 |
1.9942 |
|
| R3 |
2.0372 |
2.0229 |
1.9853 |
|
| R2 |
2.0049 |
2.0049 |
1.9823 |
|
| R1 |
1.9906 |
1.9906 |
1.9794 |
1.9978 |
| PP |
1.9726 |
1.9726 |
1.9726 |
1.9761 |
| S1 |
1.9583 |
1.9583 |
1.9734 |
1.9655 |
| S2 |
1.9403 |
1.9403 |
1.9705 |
|
| S3 |
1.9080 |
1.9260 |
1.9675 |
|
| S4 |
1.8757 |
1.8937 |
1.9586 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9868 |
1.9545 |
0.0323 |
1.6% |
0.0167 |
0.8% |
68% |
True |
False |
78,762 |
| 10 |
1.9894 |
1.9545 |
0.0349 |
1.8% |
0.0147 |
0.7% |
63% |
False |
False |
77,957 |
| 20 |
1.9894 |
1.9276 |
0.0618 |
3.1% |
0.0150 |
0.8% |
79% |
False |
False |
78,089 |
| 40 |
1.9894 |
1.9263 |
0.0631 |
3.2% |
0.0147 |
0.7% |
79% |
False |
False |
41,411 |
| 60 |
1.9894 |
1.9196 |
0.0698 |
3.5% |
0.0146 |
0.7% |
81% |
False |
False |
27,655 |
| 80 |
1.9903 |
1.9196 |
0.0707 |
3.6% |
0.0132 |
0.7% |
80% |
False |
False |
20,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0752 |
|
2.618 |
2.0413 |
|
1.618 |
2.0205 |
|
1.000 |
2.0076 |
|
0.618 |
1.9997 |
|
HIGH |
1.9868 |
|
0.618 |
1.9789 |
|
0.500 |
1.9764 |
|
0.382 |
1.9739 |
|
LOW |
1.9660 |
|
0.618 |
1.9531 |
|
1.000 |
1.9452 |
|
1.618 |
1.9323 |
|
2.618 |
1.9115 |
|
4.250 |
1.8776 |
|
|
| Fisher Pivots for day following 11-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9764 |
1.9750 |
| PP |
1.9764 |
1.9735 |
| S1 |
1.9764 |
1.9721 |
|