CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 31-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2008 |
31-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9729 |
1.9746 |
0.0017 |
0.1% |
1.9900 |
| High |
1.9776 |
1.9865 |
0.0089 |
0.5% |
1.9996 |
| Low |
1.9676 |
1.9717 |
0.0041 |
0.2% |
1.9741 |
| Close |
1.9743 |
1.9763 |
0.0020 |
0.1% |
1.9820 |
| Range |
0.0100 |
0.0148 |
0.0048 |
48.0% |
0.0255 |
| ATR |
0.0150 |
0.0150 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
105,864 |
92,686 |
-13,178 |
-12.4% |
394,784 |
|
| Daily Pivots for day following 31-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0226 |
2.0142 |
1.9844 |
|
| R3 |
2.0078 |
1.9994 |
1.9804 |
|
| R2 |
1.9930 |
1.9930 |
1.9790 |
|
| R1 |
1.9846 |
1.9846 |
1.9777 |
1.9888 |
| PP |
1.9782 |
1.9782 |
1.9782 |
1.9803 |
| S1 |
1.9698 |
1.9698 |
1.9749 |
1.9740 |
| S2 |
1.9634 |
1.9634 |
1.9736 |
|
| S3 |
1.9486 |
1.9550 |
1.9722 |
|
| S4 |
1.9338 |
1.9402 |
1.9682 |
|
|
| 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 |
1.9906 |
1.9676 |
0.0230 |
1.2% |
0.0146 |
0.7% |
38% |
False |
False |
94,164 |
| 10 |
1.9996 |
1.9676 |
0.0320 |
1.6% |
0.0145 |
0.7% |
27% |
False |
False |
82,891 |
| 20 |
2.0074 |
1.9545 |
0.0529 |
2.7% |
0.0153 |
0.8% |
41% |
False |
False |
81,832 |
| 40 |
2.0074 |
1.9276 |
0.0798 |
4.0% |
0.0157 |
0.8% |
61% |
False |
False |
70,571 |
| 60 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0143 |
0.7% |
65% |
False |
False |
47,170 |
| 80 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0145 |
0.7% |
65% |
False |
False |
35,402 |
| 100 |
2.0074 |
1.9196 |
0.0878 |
4.4% |
0.0132 |
0.7% |
65% |
False |
False |
28,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0494 |
|
2.618 |
2.0252 |
|
1.618 |
2.0104 |
|
1.000 |
2.0013 |
|
0.618 |
1.9956 |
|
HIGH |
1.9865 |
|
0.618 |
1.9808 |
|
0.500 |
1.9791 |
|
0.382 |
1.9774 |
|
LOW |
1.9717 |
|
0.618 |
1.9626 |
|
1.000 |
1.9569 |
|
1.618 |
1.9478 |
|
2.618 |
1.9330 |
|
4.250 |
1.9088 |
|
|
| Fisher Pivots for day following 31-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9791 |
1.9788 |
| PP |
1.9782 |
1.9780 |
| S1 |
1.9772 |
1.9771 |
|