CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 28-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2008 |
28-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.8358 |
1.8323 |
-0.0035 |
-0.2% |
1.8613 |
| High |
1.8464 |
1.8383 |
-0.0081 |
-0.4% |
1.8756 |
| Low |
1.8259 |
1.8220 |
-0.0039 |
-0.2% |
1.8476 |
| Close |
1.8301 |
1.8266 |
-0.0035 |
-0.2% |
1.8489 |
| Range |
0.0205 |
0.0163 |
-0.0042 |
-20.5% |
0.0280 |
| ATR |
0.0179 |
0.0178 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
78,556 |
69,263 |
-9,293 |
-11.8% |
381,931 |
|
| Daily Pivots for day following 28-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8779 |
1.8685 |
1.8356 |
|
| R3 |
1.8616 |
1.8522 |
1.8311 |
|
| R2 |
1.8453 |
1.8453 |
1.8296 |
|
| R1 |
1.8359 |
1.8359 |
1.8281 |
1.8325 |
| PP |
1.8290 |
1.8290 |
1.8290 |
1.8272 |
| S1 |
1.8196 |
1.8196 |
1.8251 |
1.8162 |
| S2 |
1.8127 |
1.8127 |
1.8236 |
|
| S3 |
1.7964 |
1.8033 |
1.8221 |
|
| S4 |
1.7801 |
1.7870 |
1.8176 |
|
|
| 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 |
1.8751 |
1.8220 |
0.0531 |
2.9% |
0.0207 |
1.1% |
9% |
False |
True |
77,730 |
| 10 |
1.8756 |
1.8220 |
0.0536 |
2.9% |
0.0179 |
1.0% |
9% |
False |
True |
77,425 |
| 20 |
1.9779 |
1.8220 |
0.1559 |
8.5% |
0.0182 |
1.0% |
3% |
False |
True |
86,936 |
| 40 |
2.0074 |
1.8220 |
0.1854 |
10.2% |
0.0168 |
0.9% |
2% |
False |
True |
84,384 |
| 60 |
2.0074 |
1.8220 |
0.1854 |
10.2% |
0.0165 |
0.9% |
2% |
False |
True |
76,026 |
| 80 |
2.0074 |
1.8220 |
0.1854 |
10.2% |
0.0153 |
0.8% |
2% |
False |
True |
57,111 |
| 100 |
2.0074 |
1.8220 |
0.1854 |
10.2% |
0.0153 |
0.8% |
2% |
False |
True |
45,708 |
| 120 |
2.0074 |
1.8220 |
0.1854 |
10.2% |
0.0140 |
0.8% |
2% |
False |
True |
38,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9076 |
|
2.618 |
1.8810 |
|
1.618 |
1.8647 |
|
1.000 |
1.8546 |
|
0.618 |
1.8484 |
|
HIGH |
1.8383 |
|
0.618 |
1.8321 |
|
0.500 |
1.8302 |
|
0.382 |
1.8282 |
|
LOW |
1.8220 |
|
0.618 |
1.8119 |
|
1.000 |
1.8057 |
|
1.618 |
1.7956 |
|
2.618 |
1.7793 |
|
4.250 |
1.7527 |
|
|
| Fisher Pivots for day following 28-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.8302 |
1.8363 |
| PP |
1.8290 |
1.8331 |
| S1 |
1.8278 |
1.8298 |
|