CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 27-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.8501 |
1.8358 |
-0.0143 |
-0.8% |
1.8613 |
| High |
1.8506 |
1.8464 |
-0.0042 |
-0.2% |
1.8756 |
| Low |
1.8303 |
1.8259 |
-0.0044 |
-0.2% |
1.8476 |
| Close |
1.8361 |
1.8301 |
-0.0060 |
-0.3% |
1.8489 |
| Range |
0.0203 |
0.0205 |
0.0002 |
1.0% |
0.0280 |
| ATR |
0.0177 |
0.0179 |
0.0002 |
1.1% |
0.0000 |
| Volume |
58,806 |
78,556 |
19,750 |
33.6% |
381,931 |
|
| Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8956 |
1.8834 |
1.8414 |
|
| R3 |
1.8751 |
1.8629 |
1.8357 |
|
| R2 |
1.8546 |
1.8546 |
1.8339 |
|
| R1 |
1.8424 |
1.8424 |
1.8320 |
1.8383 |
| PP |
1.8341 |
1.8341 |
1.8341 |
1.8321 |
| S1 |
1.8219 |
1.8219 |
1.8282 |
1.8178 |
| S2 |
1.8136 |
1.8136 |
1.8263 |
|
| S3 |
1.7931 |
1.8014 |
1.8245 |
|
| S4 |
1.7726 |
1.7809 |
1.8188 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9414 |
1.9231 |
1.8643 |
|
| R3 |
1.9134 |
1.8951 |
1.8566 |
|
| R2 |
1.8854 |
1.8854 |
1.8540 |
|
| R1 |
1.8671 |
1.8671 |
1.8515 |
1.8623 |
| PP |
1.8574 |
1.8574 |
1.8574 |
1.8549 |
| S1 |
1.8391 |
1.8391 |
1.8463 |
1.8343 |
| S2 |
1.8294 |
1.8294 |
1.8438 |
|
| S3 |
1.8014 |
1.8111 |
1.8412 |
|
| S4 |
1.7734 |
1.7831 |
1.8335 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.8756 |
1.8259 |
0.0497 |
2.7% |
0.0210 |
1.1% |
8% |
False |
True |
77,887 |
| 10 |
1.8756 |
1.8259 |
0.0497 |
2.7% |
0.0179 |
1.0% |
8% |
False |
True |
86,178 |
| 20 |
1.9865 |
1.8259 |
0.1606 |
8.8% |
0.0181 |
1.0% |
3% |
False |
True |
88,107 |
| 40 |
2.0074 |
1.8259 |
0.1815 |
9.9% |
0.0167 |
0.9% |
2% |
False |
True |
84,557 |
| 60 |
2.0074 |
1.8259 |
0.1815 |
9.9% |
0.0164 |
0.9% |
2% |
False |
True |
74,902 |
| 80 |
2.0074 |
1.8259 |
0.1815 |
9.9% |
0.0153 |
0.8% |
2% |
False |
True |
56,246 |
| 100 |
2.0074 |
1.8259 |
0.1815 |
9.9% |
0.0152 |
0.8% |
2% |
False |
True |
45,016 |
| 120 |
2.0074 |
1.8259 |
0.1815 |
9.9% |
0.0139 |
0.8% |
2% |
False |
True |
37,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9335 |
|
2.618 |
1.9001 |
|
1.618 |
1.8796 |
|
1.000 |
1.8669 |
|
0.618 |
1.8591 |
|
HIGH |
1.8464 |
|
0.618 |
1.8386 |
|
0.500 |
1.8362 |
|
0.382 |
1.8337 |
|
LOW |
1.8259 |
|
0.618 |
1.8132 |
|
1.000 |
1.8054 |
|
1.618 |
1.7927 |
|
2.618 |
1.7722 |
|
4.250 |
1.7388 |
|
|
| Fisher Pivots for day following 27-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.8362 |
1.8412 |
| PP |
1.8341 |
1.8375 |
| S1 |
1.8321 |
1.8338 |
|