CME British Pound Future September 2008
Trading Metrics calculated at close of trading on 02-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2008 |
02-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1.8261 |
1.8169 |
-0.0092 |
-0.5% |
1.8485 |
High |
1.8326 |
1.8170 |
-0.0156 |
-0.9% |
1.8564 |
Low |
1.8150 |
1.7765 |
-0.0385 |
-2.1% |
1.8150 |
Close |
1.8156 |
1.7806 |
-0.0350 |
-1.9% |
1.8156 |
Range |
0.0176 |
0.0405 |
0.0229 |
130.1% |
0.0414 |
ATR |
0.0178 |
0.0194 |
0.0016 |
9.1% |
0.0000 |
Volume |
75,233 |
64,567 |
-10,666 |
-14.2% |
374,872 |
|
Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.9129 |
1.8872 |
1.8029 |
|
R3 |
1.8724 |
1.8467 |
1.7917 |
|
R2 |
1.8319 |
1.8319 |
1.7880 |
|
R1 |
1.8062 |
1.8062 |
1.7843 |
1.7988 |
PP |
1.7914 |
1.7914 |
1.7914 |
1.7877 |
S1 |
1.7657 |
1.7657 |
1.7769 |
1.7583 |
S2 |
1.7509 |
1.7509 |
1.7732 |
|
S3 |
1.7104 |
1.7252 |
1.7695 |
|
S4 |
1.6699 |
1.6847 |
1.7583 |
|
|
Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.9532 |
1.9258 |
1.8384 |
|
R3 |
1.9118 |
1.8844 |
1.8270 |
|
R2 |
1.8704 |
1.8704 |
1.8232 |
|
R1 |
1.8430 |
1.8430 |
1.8194 |
1.8360 |
PP |
1.8290 |
1.8290 |
1.8290 |
1.8255 |
S1 |
1.8016 |
1.8016 |
1.8118 |
1.7946 |
S2 |
1.7876 |
1.7876 |
1.8080 |
|
S3 |
1.7462 |
1.7602 |
1.8042 |
|
S4 |
1.7048 |
1.7188 |
1.7928 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.8506 |
1.7765 |
0.0741 |
4.2% |
0.0230 |
1.3% |
6% |
False |
True |
69,285 |
10 |
1.8756 |
1.7765 |
0.0991 |
5.6% |
0.0208 |
1.2% |
4% |
False |
True |
73,615 |
20 |
1.9569 |
1.7765 |
0.1804 |
10.1% |
0.0197 |
1.1% |
2% |
False |
True |
84,134 |
40 |
2.0074 |
1.7765 |
0.2309 |
13.0% |
0.0174 |
1.0% |
2% |
False |
True |
83,919 |
60 |
2.0074 |
1.7765 |
0.2309 |
13.0% |
0.0169 |
0.9% |
2% |
False |
True |
78,262 |
80 |
2.0074 |
1.7765 |
0.2309 |
13.0% |
0.0158 |
0.9% |
2% |
False |
True |
58,856 |
100 |
2.0074 |
1.7765 |
0.2309 |
13.0% |
0.0157 |
0.9% |
2% |
False |
True |
47,106 |
120 |
2.0074 |
1.7765 |
0.2309 |
13.0% |
0.0145 |
0.8% |
2% |
False |
True |
39,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.9891 |
2.618 |
1.9230 |
1.618 |
1.8825 |
1.000 |
1.8575 |
0.618 |
1.8420 |
HIGH |
1.8170 |
0.618 |
1.8015 |
0.500 |
1.7968 |
0.382 |
1.7920 |
LOW |
1.7765 |
0.618 |
1.7515 |
1.000 |
1.7360 |
1.618 |
1.7110 |
2.618 |
1.6705 |
4.250 |
1.6044 |
|
|
Fisher Pivots for day following 02-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1.7968 |
1.8074 |
PP |
1.7914 |
1.7985 |
S1 |
1.7860 |
1.7895 |
|