CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 23-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2008 |
23-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9952 |
1.9840 |
-0.0112 |
-0.6% |
1.9810 |
| High |
1.9996 |
1.9960 |
-0.0036 |
-0.2% |
2.0074 |
| Low |
1.9815 |
1.9824 |
0.0009 |
0.0% |
1.9721 |
| Close |
1.9838 |
1.9891 |
0.0053 |
0.3% |
1.9896 |
| Range |
0.0181 |
0.0136 |
-0.0045 |
-24.9% |
0.0353 |
| ATR |
0.0151 |
0.0150 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
44,317 |
79,193 |
34,876 |
78.7% |
418,149 |
|
| Daily Pivots for day following 23-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0300 |
2.0231 |
1.9966 |
|
| R3 |
2.0164 |
2.0095 |
1.9928 |
|
| R2 |
2.0028 |
2.0028 |
1.9916 |
|
| R1 |
1.9959 |
1.9959 |
1.9903 |
1.9994 |
| PP |
1.9892 |
1.9892 |
1.9892 |
1.9909 |
| S1 |
1.9823 |
1.9823 |
1.9879 |
1.9858 |
| S2 |
1.9756 |
1.9756 |
1.9866 |
|
| S3 |
1.9620 |
1.9687 |
1.9854 |
|
| S4 |
1.9484 |
1.9551 |
1.9816 |
|
|
| 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 |
1.9996 |
1.9815 |
0.0181 |
0.9% |
0.0133 |
0.7% |
42% |
False |
False |
67,784 |
| 10 |
2.0074 |
1.9605 |
0.0469 |
2.4% |
0.0154 |
0.8% |
61% |
False |
False |
76,115 |
| 20 |
2.0074 |
1.9530 |
0.0544 |
2.7% |
0.0148 |
0.7% |
66% |
False |
False |
76,531 |
| 40 |
2.0074 |
1.9276 |
0.0798 |
4.0% |
0.0153 |
0.8% |
77% |
False |
False |
56,695 |
| 60 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0144 |
0.7% |
79% |
False |
False |
37,862 |
| 80 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0139 |
0.7% |
79% |
False |
False |
28,410 |
| 100 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0125 |
0.6% |
79% |
False |
False |
22,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0538 |
|
2.618 |
2.0316 |
|
1.618 |
2.0180 |
|
1.000 |
2.0096 |
|
0.618 |
2.0044 |
|
HIGH |
1.9960 |
|
0.618 |
1.9908 |
|
0.500 |
1.9892 |
|
0.382 |
1.9876 |
|
LOW |
1.9824 |
|
0.618 |
1.9740 |
|
1.000 |
1.9688 |
|
1.618 |
1.9604 |
|
2.618 |
1.9468 |
|
4.250 |
1.9246 |
|
|
| Fisher Pivots for day following 23-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9892 |
1.9906 |
| PP |
1.9892 |
1.9901 |
| S1 |
1.9891 |
1.9896 |
|