CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 16-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9855 |
1.9960 |
0.0105 |
0.5% |
1.9737 |
| High |
2.0074 |
2.0006 |
-0.0068 |
-0.3% |
1.9868 |
| Low |
1.9843 |
1.9865 |
0.0022 |
0.1% |
1.9545 |
| Close |
1.9926 |
1.9899 |
-0.0027 |
-0.1% |
1.9764 |
| Range |
0.0231 |
0.0141 |
-0.0090 |
-39.0% |
0.0323 |
| ATR |
0.0158 |
0.0157 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
68,624 |
106,840 |
38,216 |
55.7% |
393,814 |
|
| Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0346 |
2.0264 |
1.9977 |
|
| R3 |
2.0205 |
2.0123 |
1.9938 |
|
| R2 |
2.0064 |
2.0064 |
1.9925 |
|
| R1 |
1.9982 |
1.9982 |
1.9912 |
1.9953 |
| PP |
1.9923 |
1.9923 |
1.9923 |
1.9909 |
| S1 |
1.9841 |
1.9841 |
1.9886 |
1.9812 |
| S2 |
1.9782 |
1.9782 |
1.9873 |
|
| S3 |
1.9641 |
1.9700 |
1.9860 |
|
| S4 |
1.9500 |
1.9559 |
1.9821 |
|
|
| 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 |
2.0074 |
1.9605 |
0.0469 |
2.4% |
0.0174 |
0.9% |
63% |
False |
False |
84,445 |
| 10 |
2.0074 |
1.9545 |
0.0529 |
2.7% |
0.0162 |
0.8% |
67% |
False |
False |
81,448 |
| 20 |
2.0074 |
1.9349 |
0.0725 |
3.6% |
0.0148 |
0.7% |
76% |
False |
False |
80,200 |
| 40 |
2.0074 |
1.9276 |
0.0798 |
4.0% |
0.0147 |
0.7% |
78% |
False |
False |
48,249 |
| 60 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0146 |
0.7% |
80% |
False |
False |
32,223 |
| 80 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0137 |
0.7% |
80% |
False |
False |
24,179 |
| 100 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0121 |
0.6% |
80% |
False |
False |
19,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0605 |
|
2.618 |
2.0375 |
|
1.618 |
2.0234 |
|
1.000 |
2.0147 |
|
0.618 |
2.0093 |
|
HIGH |
2.0006 |
|
0.618 |
1.9952 |
|
0.500 |
1.9936 |
|
0.382 |
1.9919 |
|
LOW |
1.9865 |
|
0.618 |
1.9778 |
|
1.000 |
1.9724 |
|
1.618 |
1.9637 |
|
2.618 |
1.9496 |
|
4.250 |
1.9266 |
|
|
| Fisher Pivots for day following 16-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9936 |
1.9899 |
| PP |
1.9923 |
1.9898 |
| S1 |
1.9911 |
1.9898 |
|