CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 24-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2008 |
24-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9840 |
1.9903 |
0.0063 |
0.3% |
1.9810 |
| High |
1.9960 |
1.9920 |
-0.0040 |
-0.2% |
2.0074 |
| Low |
1.9824 |
1.9741 |
-0.0083 |
-0.4% |
1.9721 |
| Close |
1.9891 |
1.9766 |
-0.0125 |
-0.6% |
1.9896 |
| Range |
0.0136 |
0.0179 |
0.0043 |
31.6% |
0.0353 |
| ATR |
0.0150 |
0.0152 |
0.0002 |
1.4% |
0.0000 |
| Volume |
79,193 |
88,595 |
9,402 |
11.9% |
418,149 |
|
| Daily Pivots for day following 24-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0346 |
2.0235 |
1.9864 |
|
| R3 |
2.0167 |
2.0056 |
1.9815 |
|
| R2 |
1.9988 |
1.9988 |
1.9799 |
|
| R1 |
1.9877 |
1.9877 |
1.9782 |
1.9843 |
| PP |
1.9809 |
1.9809 |
1.9809 |
1.9792 |
| S1 |
1.9698 |
1.9698 |
1.9750 |
1.9664 |
| S2 |
1.9630 |
1.9630 |
1.9733 |
|
| S3 |
1.9451 |
1.9519 |
1.9717 |
|
| S4 |
1.9272 |
1.9340 |
1.9668 |
|
|
| 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 |
1.9741 |
0.0255 |
1.3% |
0.0144 |
0.7% |
10% |
False |
True |
71,618 |
| 10 |
2.0074 |
1.9660 |
0.0414 |
2.1% |
0.0157 |
0.8% |
26% |
False |
False |
77,747 |
| 20 |
2.0074 |
1.9545 |
0.0529 |
2.7% |
0.0151 |
0.8% |
42% |
False |
False |
78,090 |
| 40 |
2.0074 |
1.9276 |
0.0798 |
4.0% |
0.0155 |
0.8% |
61% |
False |
False |
58,907 |
| 60 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0143 |
0.7% |
65% |
False |
False |
39,338 |
| 80 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0142 |
0.7% |
65% |
False |
False |
29,517 |
| 100 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0127 |
0.6% |
65% |
False |
False |
23,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0681 |
|
2.618 |
2.0389 |
|
1.618 |
2.0210 |
|
1.000 |
2.0099 |
|
0.618 |
2.0031 |
|
HIGH |
1.9920 |
|
0.618 |
1.9852 |
|
0.500 |
1.9831 |
|
0.382 |
1.9809 |
|
LOW |
1.9741 |
|
0.618 |
1.9630 |
|
1.000 |
1.9562 |
|
1.618 |
1.9451 |
|
2.618 |
1.9272 |
|
4.250 |
1.8980 |
|
|
| Fisher Pivots for day following 24-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9831 |
1.9869 |
| PP |
1.9809 |
1.9834 |
| S1 |
1.9788 |
1.9800 |
|