CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 15-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2008 |
15-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.8658 |
1.8648 |
-0.0010 |
-0.1% |
1.9155 |
| High |
1.8746 |
1.8648 |
-0.0098 |
-0.5% |
1.9206 |
| Low |
1.8580 |
1.8471 |
-0.0109 |
-0.6% |
1.8471 |
| Close |
1.8635 |
1.8586 |
-0.0049 |
-0.3% |
1.8586 |
| Range |
0.0166 |
0.0177 |
0.0011 |
6.6% |
0.0735 |
| ATR |
0.0174 |
0.0174 |
0.0000 |
0.1% |
0.0000 |
| Volume |
156,785 |
92,689 |
-64,096 |
-40.9% |
535,432 |
|
| Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9099 |
1.9020 |
1.8683 |
|
| R3 |
1.8922 |
1.8843 |
1.8635 |
|
| R2 |
1.8745 |
1.8745 |
1.8618 |
|
| R1 |
1.8666 |
1.8666 |
1.8602 |
1.8617 |
| PP |
1.8568 |
1.8568 |
1.8568 |
1.8544 |
| S1 |
1.8489 |
1.8489 |
1.8570 |
1.8440 |
| S2 |
1.8391 |
1.8391 |
1.8554 |
|
| S3 |
1.8214 |
1.8312 |
1.8537 |
|
| S4 |
1.8037 |
1.8135 |
1.8489 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0959 |
2.0508 |
1.8990 |
|
| R3 |
2.0224 |
1.9773 |
1.8788 |
|
| R2 |
1.9489 |
1.9489 |
1.8721 |
|
| R1 |
1.9038 |
1.9038 |
1.8653 |
1.8896 |
| PP |
1.8754 |
1.8754 |
1.8754 |
1.8684 |
| S1 |
1.8303 |
1.8303 |
1.8519 |
1.8161 |
| S2 |
1.8019 |
1.8019 |
1.8451 |
|
| S3 |
1.7284 |
1.7568 |
1.8384 |
|
| S4 |
1.6549 |
1.6833 |
1.8182 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9206 |
1.8471 |
0.0735 |
4.0% |
0.0219 |
1.2% |
16% |
False |
True |
107,086 |
| 10 |
1.9699 |
1.8471 |
0.1228 |
6.6% |
0.0191 |
1.0% |
9% |
False |
True |
93,780 |
| 20 |
1.9996 |
1.8471 |
0.1525 |
8.2% |
0.0169 |
0.9% |
8% |
False |
True |
90,586 |
| 40 |
2.0074 |
1.8471 |
0.1603 |
8.6% |
0.0157 |
0.8% |
7% |
False |
True |
84,788 |
| 60 |
2.0074 |
1.8471 |
0.1603 |
8.6% |
0.0155 |
0.8% |
7% |
False |
True |
64,750 |
| 80 |
2.0074 |
1.8471 |
0.1603 |
8.6% |
0.0151 |
0.8% |
7% |
False |
True |
48,610 |
| 100 |
2.0074 |
1.8471 |
0.1603 |
8.6% |
0.0143 |
0.8% |
7% |
False |
True |
38,894 |
| 120 |
2.0074 |
1.8471 |
0.1603 |
8.6% |
0.0131 |
0.7% |
7% |
False |
True |
32,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9400 |
|
2.618 |
1.9111 |
|
1.618 |
1.8934 |
|
1.000 |
1.8825 |
|
0.618 |
1.8757 |
|
HIGH |
1.8648 |
|
0.618 |
1.8580 |
|
0.500 |
1.8560 |
|
0.382 |
1.8539 |
|
LOW |
1.8471 |
|
0.618 |
1.8362 |
|
1.000 |
1.8294 |
|
1.618 |
1.8185 |
|
2.618 |
1.8008 |
|
4.250 |
1.7719 |
|
|
| Fisher Pivots for day following 15-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.8577 |
1.8731 |
| PP |
1.8568 |
1.8682 |
| S1 |
1.8560 |
1.8634 |
|