CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 14-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2008 |
14-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9684 |
1.9810 |
0.0126 |
0.6% |
1.9737 |
| High |
1.9868 |
1.9871 |
0.0003 |
0.0% |
1.9868 |
| Low |
1.9660 |
1.9721 |
0.0061 |
0.3% |
1.9545 |
| Close |
1.9764 |
1.9852 |
0.0088 |
0.4% |
1.9764 |
| Range |
0.0208 |
0.0150 |
-0.0058 |
-27.9% |
0.0323 |
| ATR |
0.0152 |
0.0152 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
75,567 |
98,921 |
23,354 |
30.9% |
393,814 |
|
| Daily Pivots for day following 14-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0265 |
2.0208 |
1.9935 |
|
| R3 |
2.0115 |
2.0058 |
1.9893 |
|
| R2 |
1.9965 |
1.9965 |
1.9880 |
|
| R1 |
1.9908 |
1.9908 |
1.9866 |
1.9937 |
| PP |
1.9815 |
1.9815 |
1.9815 |
1.9829 |
| S1 |
1.9758 |
1.9758 |
1.9838 |
1.9787 |
| S2 |
1.9665 |
1.9665 |
1.9825 |
|
| S3 |
1.9515 |
1.9608 |
1.9811 |
|
| S4 |
1.9365 |
1.9458 |
1.9770 |
|
|
| 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 |
1.9871 |
1.9565 |
0.0306 |
1.5% |
0.0158 |
0.8% |
94% |
True |
False |
80,889 |
| 10 |
1.9894 |
1.9545 |
0.0349 |
1.8% |
0.0147 |
0.7% |
88% |
False |
False |
78,347 |
| 20 |
1.9894 |
1.9330 |
0.0564 |
2.8% |
0.0152 |
0.8% |
93% |
False |
False |
79,744 |
| 40 |
1.9894 |
1.9271 |
0.0623 |
3.1% |
0.0147 |
0.7% |
93% |
False |
False |
43,883 |
| 60 |
1.9894 |
1.9196 |
0.0698 |
3.5% |
0.0147 |
0.7% |
94% |
False |
False |
29,300 |
| 80 |
1.9903 |
1.9196 |
0.0707 |
3.6% |
0.0133 |
0.7% |
93% |
False |
False |
21,993 |
| 100 |
2.0000 |
1.9196 |
0.0804 |
4.0% |
0.0117 |
0.6% |
82% |
False |
False |
17,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0509 |
|
2.618 |
2.0264 |
|
1.618 |
2.0114 |
|
1.000 |
2.0021 |
|
0.618 |
1.9964 |
|
HIGH |
1.9871 |
|
0.618 |
1.9814 |
|
0.500 |
1.9796 |
|
0.382 |
1.9778 |
|
LOW |
1.9721 |
|
0.618 |
1.9628 |
|
1.000 |
1.9571 |
|
1.618 |
1.9478 |
|
2.618 |
1.9328 |
|
4.250 |
1.9084 |
|
|
| Fisher Pivots for day following 14-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9833 |
1.9814 |
| PP |
1.9815 |
1.9776 |
| S1 |
1.9796 |
1.9738 |
|