CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 20-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2008 |
20-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.8604 |
1.8636 |
0.0032 |
0.2% |
1.9155 |
| High |
1.8644 |
1.8649 |
0.0005 |
0.0% |
1.9206 |
| Low |
1.8501 |
1.8505 |
0.0004 |
0.0% |
1.8471 |
| Close |
1.8622 |
1.8579 |
-0.0043 |
-0.2% |
1.8586 |
| Range |
0.0143 |
0.0144 |
0.0001 |
0.7% |
0.0735 |
| ATR |
0.0167 |
0.0165 |
-0.0002 |
-1.0% |
0.0000 |
| Volume |
59,563 |
78,093 |
18,530 |
31.1% |
535,432 |
|
| Daily Pivots for day following 20-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9010 |
1.8938 |
1.8658 |
|
| R3 |
1.8866 |
1.8794 |
1.8619 |
|
| R2 |
1.8722 |
1.8722 |
1.8605 |
|
| R1 |
1.8650 |
1.8650 |
1.8592 |
1.8614 |
| PP |
1.8578 |
1.8578 |
1.8578 |
1.8560 |
| S1 |
1.8506 |
1.8506 |
1.8566 |
1.8470 |
| S2 |
1.8434 |
1.8434 |
1.8553 |
|
| S3 |
1.8290 |
1.8362 |
1.8539 |
|
| S4 |
1.8146 |
1.8218 |
1.8500 |
|
|
| 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 |
1.8746 |
1.8471 |
0.0275 |
1.5% |
0.0147 |
0.8% |
39% |
False |
False |
94,468 |
| 10 |
1.9486 |
1.8471 |
0.1015 |
5.5% |
0.0190 |
1.0% |
11% |
False |
False |
91,983 |
| 20 |
1.9920 |
1.8471 |
0.1449 |
7.8% |
0.0167 |
0.9% |
7% |
False |
False |
91,971 |
| 40 |
2.0074 |
1.8471 |
0.1603 |
8.6% |
0.0157 |
0.8% |
7% |
False |
False |
84,251 |
| 60 |
2.0074 |
1.8471 |
0.1603 |
8.6% |
0.0158 |
0.8% |
7% |
False |
False |
68,454 |
| 80 |
2.0074 |
1.8471 |
0.1603 |
8.6% |
0.0150 |
0.8% |
7% |
False |
False |
51,390 |
| 100 |
2.0074 |
1.8471 |
0.1603 |
8.6% |
0.0145 |
0.8% |
7% |
False |
False |
41,122 |
| 120 |
2.0074 |
1.8471 |
0.1603 |
8.6% |
0.0132 |
0.7% |
7% |
False |
False |
34,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9261 |
|
2.618 |
1.9026 |
|
1.618 |
1.8882 |
|
1.000 |
1.8793 |
|
0.618 |
1.8738 |
|
HIGH |
1.8649 |
|
0.618 |
1.8594 |
|
0.500 |
1.8577 |
|
0.382 |
1.8560 |
|
LOW |
1.8505 |
|
0.618 |
1.8416 |
|
1.000 |
1.8361 |
|
1.618 |
1.8272 |
|
2.618 |
1.8128 |
|
4.250 |
1.7893 |
|
|
| Fisher Pivots for day following 20-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.8578 |
1.8593 |
| PP |
1.8578 |
1.8588 |
| S1 |
1.8577 |
1.8584 |
|