CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 25-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2008 |
25-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9903 |
1.9791 |
-0.0112 |
-0.6% |
1.9900 |
| High |
1.9920 |
1.9906 |
-0.0014 |
-0.1% |
1.9996 |
| Low |
1.9741 |
1.9757 |
0.0016 |
0.1% |
1.9741 |
| Close |
1.9766 |
1.9820 |
0.0054 |
0.3% |
1.9820 |
| Range |
0.0179 |
0.0149 |
-0.0030 |
-16.8% |
0.0255 |
| ATR |
0.0152 |
0.0152 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
88,595 |
111,030 |
22,435 |
25.3% |
394,784 |
|
| Daily Pivots for day following 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0275 |
2.0196 |
1.9902 |
|
| R3 |
2.0126 |
2.0047 |
1.9861 |
|
| R2 |
1.9977 |
1.9977 |
1.9847 |
|
| R1 |
1.9898 |
1.9898 |
1.9834 |
1.9938 |
| PP |
1.9828 |
1.9828 |
1.9828 |
1.9847 |
| S1 |
1.9749 |
1.9749 |
1.9806 |
1.9789 |
| S2 |
1.9679 |
1.9679 |
1.9793 |
|
| S3 |
1.9530 |
1.9600 |
1.9779 |
|
| S4 |
1.9381 |
1.9451 |
1.9738 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0617 |
2.0474 |
1.9960 |
|
| R3 |
2.0362 |
2.0219 |
1.9890 |
|
| R2 |
2.0107 |
2.0107 |
1.9867 |
|
| R1 |
1.9964 |
1.9964 |
1.9843 |
1.9908 |
| PP |
1.9852 |
1.9852 |
1.9852 |
1.9825 |
| S1 |
1.9709 |
1.9709 |
1.9797 |
1.9653 |
| S2 |
1.9597 |
1.9597 |
1.9773 |
|
| S3 |
1.9342 |
1.9454 |
1.9750 |
|
| S4 |
1.9087 |
1.9199 |
1.9680 |
|
|
| 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% |
0.0155 |
0.8% |
31% |
False |
False |
78,956 |
| 10 |
2.0074 |
1.9721 |
0.0353 |
1.8% |
0.0152 |
0.8% |
28% |
False |
False |
81,293 |
| 20 |
2.0074 |
1.9545 |
0.0529 |
2.7% |
0.0149 |
0.8% |
52% |
False |
False |
79,625 |
| 40 |
2.0074 |
1.9276 |
0.0798 |
4.0% |
0.0155 |
0.8% |
68% |
False |
False |
61,670 |
| 60 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0143 |
0.7% |
71% |
False |
False |
41,185 |
| 80 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0141 |
0.7% |
71% |
False |
False |
30,905 |
| 100 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0127 |
0.6% |
71% |
False |
False |
24,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0539 |
|
2.618 |
2.0296 |
|
1.618 |
2.0147 |
|
1.000 |
2.0055 |
|
0.618 |
1.9998 |
|
HIGH |
1.9906 |
|
0.618 |
1.9849 |
|
0.500 |
1.9832 |
|
0.382 |
1.9814 |
|
LOW |
1.9757 |
|
0.618 |
1.9665 |
|
1.000 |
1.9608 |
|
1.618 |
1.9516 |
|
2.618 |
1.9367 |
|
4.250 |
1.9124 |
|
|
| Fisher Pivots for day following 25-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9832 |
1.9851 |
| PP |
1.9828 |
1.9840 |
| S1 |
1.9824 |
1.9830 |
|