CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 30-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2008 |
30-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9875 |
1.9729 |
-0.0146 |
-0.7% |
1.9900 |
| High |
1.9900 |
1.9776 |
-0.0124 |
-0.6% |
1.9996 |
| Low |
1.9692 |
1.9676 |
-0.0016 |
-0.1% |
1.9741 |
| Close |
1.9718 |
1.9743 |
0.0025 |
0.1% |
1.9820 |
| Range |
0.0208 |
0.0100 |
-0.0108 |
-51.9% |
0.0255 |
| ATR |
0.0154 |
0.0150 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
71,124 |
105,864 |
34,740 |
48.8% |
394,784 |
|
| Daily Pivots for day following 30-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0032 |
1.9987 |
1.9798 |
|
| R3 |
1.9932 |
1.9887 |
1.9771 |
|
| R2 |
1.9832 |
1.9832 |
1.9761 |
|
| R1 |
1.9787 |
1.9787 |
1.9752 |
1.9810 |
| PP |
1.9732 |
1.9732 |
1.9732 |
1.9743 |
| S1 |
1.9687 |
1.9687 |
1.9734 |
1.9710 |
| S2 |
1.9632 |
1.9632 |
1.9725 |
|
| S3 |
1.9532 |
1.9587 |
1.9716 |
|
| S4 |
1.9432 |
1.9487 |
1.9688 |
|
|
| 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 |
1.9920 |
1.9676 |
0.0244 |
1.2% |
0.0152 |
0.8% |
27% |
False |
True |
93,346 |
| 10 |
1.9996 |
1.9676 |
0.0320 |
1.6% |
0.0143 |
0.7% |
21% |
False |
True |
80,565 |
| 20 |
2.0074 |
1.9545 |
0.0529 |
2.7% |
0.0153 |
0.8% |
37% |
False |
False |
81,007 |
| 40 |
2.0074 |
1.9276 |
0.0798 |
4.0% |
0.0156 |
0.8% |
59% |
False |
False |
68,299 |
| 60 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0144 |
0.7% |
62% |
False |
False |
45,626 |
| 80 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0145 |
0.7% |
62% |
False |
False |
34,243 |
| 100 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0131 |
0.7% |
62% |
False |
False |
27,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0201 |
|
2.618 |
2.0038 |
|
1.618 |
1.9938 |
|
1.000 |
1.9876 |
|
0.618 |
1.9838 |
|
HIGH |
1.9776 |
|
0.618 |
1.9738 |
|
0.500 |
1.9726 |
|
0.382 |
1.9714 |
|
LOW |
1.9676 |
|
0.618 |
1.9614 |
|
1.000 |
1.9576 |
|
1.618 |
1.9514 |
|
2.618 |
1.9414 |
|
4.250 |
1.9251 |
|
|
| Fisher Pivots for day following 30-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9737 |
1.9788 |
| PP |
1.9732 |
1.9773 |
| S1 |
1.9726 |
1.9758 |
|