CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 04-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2008 |
04-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7818 |
1.7743 |
-0.0075 |
-0.4% |
1.8485 |
| High |
1.7826 |
1.7847 |
0.0021 |
0.1% |
1.8564 |
| Low |
1.7650 |
1.7613 |
-0.0037 |
-0.2% |
1.8150 |
| Close |
1.7740 |
1.7673 |
-0.0067 |
-0.4% |
1.8156 |
| Range |
0.0176 |
0.0234 |
0.0058 |
33.0% |
0.0414 |
| ATR |
0.0193 |
0.0196 |
0.0003 |
1.5% |
0.0000 |
| Volume |
138,239 |
97,563 |
-40,676 |
-29.4% |
374,872 |
|
| Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8413 |
1.8277 |
1.7802 |
|
| R3 |
1.8179 |
1.8043 |
1.7737 |
|
| R2 |
1.7945 |
1.7945 |
1.7716 |
|
| R1 |
1.7809 |
1.7809 |
1.7694 |
1.7760 |
| PP |
1.7711 |
1.7711 |
1.7711 |
1.7687 |
| S1 |
1.7575 |
1.7575 |
1.7652 |
1.7526 |
| S2 |
1.7477 |
1.7477 |
1.7630 |
|
| S3 |
1.7243 |
1.7341 |
1.7609 |
|
| S4 |
1.7009 |
1.7107 |
1.7544 |
|
|
| 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 |
1.8383 |
1.7613 |
0.0770 |
4.4% |
0.0231 |
1.3% |
8% |
False |
True |
88,973 |
| 10 |
1.8756 |
1.7613 |
0.1143 |
6.5% |
0.0221 |
1.2% |
5% |
False |
True |
83,430 |
| 20 |
1.9486 |
1.7613 |
0.1873 |
10.6% |
0.0205 |
1.2% |
3% |
False |
True |
87,706 |
| 40 |
2.0074 |
1.7613 |
0.2461 |
13.9% |
0.0177 |
1.0% |
2% |
False |
True |
85,872 |
| 60 |
2.0074 |
1.7613 |
0.2461 |
13.9% |
0.0169 |
1.0% |
2% |
False |
True |
81,736 |
| 80 |
2.0074 |
1.7613 |
0.2461 |
13.9% |
0.0159 |
0.9% |
2% |
False |
True |
61,802 |
| 100 |
2.0074 |
1.7613 |
0.2461 |
13.9% |
0.0158 |
0.9% |
2% |
False |
True |
49,464 |
| 120 |
2.0074 |
1.7613 |
0.2461 |
13.9% |
0.0146 |
0.8% |
2% |
False |
True |
41,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8842 |
|
2.618 |
1.8460 |
|
1.618 |
1.8226 |
|
1.000 |
1.8081 |
|
0.618 |
1.7992 |
|
HIGH |
1.7847 |
|
0.618 |
1.7758 |
|
0.500 |
1.7730 |
|
0.382 |
1.7702 |
|
LOW |
1.7613 |
|
0.618 |
1.7468 |
|
1.000 |
1.7379 |
|
1.618 |
1.7234 |
|
2.618 |
1.7000 |
|
4.250 |
1.6619 |
|
|
| Fisher Pivots for day following 04-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7730 |
1.7892 |
| PP |
1.7711 |
1.7819 |
| S1 |
1.7692 |
1.7746 |
|