CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 18-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2008 |
18-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9894 |
1.9905 |
0.0011 |
0.1% |
1.9810 |
| High |
1.9986 |
1.9913 |
-0.0073 |
-0.4% |
2.0074 |
| Low |
1.9862 |
1.9821 |
-0.0041 |
-0.2% |
1.9721 |
| Close |
1.9903 |
1.9896 |
-0.0007 |
0.0% |
1.9896 |
| Range |
0.0124 |
0.0092 |
-0.0032 |
-25.8% |
0.0353 |
| ATR |
0.0154 |
0.0150 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
69,428 |
74,336 |
4,908 |
7.1% |
418,149 |
|
| Daily Pivots for day following 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0153 |
2.0116 |
1.9947 |
|
| R3 |
2.0061 |
2.0024 |
1.9921 |
|
| R2 |
1.9969 |
1.9969 |
1.9913 |
|
| R1 |
1.9932 |
1.9932 |
1.9904 |
1.9905 |
| PP |
1.9877 |
1.9877 |
1.9877 |
1.9863 |
| S1 |
1.9840 |
1.9840 |
1.9888 |
1.9813 |
| S2 |
1.9785 |
1.9785 |
1.9879 |
|
| S3 |
1.9693 |
1.9748 |
1.9871 |
|
| S4 |
1.9601 |
1.9656 |
1.9845 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0956 |
2.0779 |
2.0090 |
|
| R3 |
2.0603 |
2.0426 |
1.9993 |
|
| R2 |
2.0250 |
2.0250 |
1.9961 |
|
| R1 |
2.0073 |
2.0073 |
1.9928 |
2.0162 |
| PP |
1.9897 |
1.9897 |
1.9897 |
1.9941 |
| S1 |
1.9720 |
1.9720 |
1.9864 |
1.9809 |
| S2 |
1.9544 |
1.9544 |
1.9831 |
|
| S3 |
1.9191 |
1.9367 |
1.9799 |
|
| S4 |
1.8838 |
1.9014 |
1.9702 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0074 |
1.9721 |
0.0353 |
1.8% |
0.0148 |
0.7% |
50% |
False |
False |
83,629 |
| 10 |
2.0074 |
1.9545 |
0.0529 |
2.7% |
0.0157 |
0.8% |
66% |
False |
False |
81,196 |
| 20 |
2.0074 |
1.9457 |
0.0617 |
3.1% |
0.0144 |
0.7% |
71% |
False |
False |
78,989 |
| 40 |
2.0074 |
1.9276 |
0.0798 |
4.0% |
0.0147 |
0.7% |
78% |
False |
False |
51,833 |
| 60 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0145 |
0.7% |
80% |
False |
False |
34,618 |
| 80 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0136 |
0.7% |
80% |
False |
False |
25,971 |
| 100 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0123 |
0.6% |
80% |
False |
False |
20,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0304 |
|
2.618 |
2.0154 |
|
1.618 |
2.0062 |
|
1.000 |
2.0005 |
|
0.618 |
1.9970 |
|
HIGH |
1.9913 |
|
0.618 |
1.9878 |
|
0.500 |
1.9867 |
|
0.382 |
1.9856 |
|
LOW |
1.9821 |
|
0.618 |
1.9764 |
|
1.000 |
1.9729 |
|
1.618 |
1.9672 |
|
2.618 |
1.9580 |
|
4.250 |
1.9430 |
|
|
| Fisher Pivots for day following 18-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9886 |
1.9914 |
| PP |
1.9877 |
1.9908 |
| S1 |
1.9867 |
1.9902 |
|