CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 09-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2008 |
09-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7731 |
1.7570 |
-0.0161 |
-0.9% |
1.8169 |
| High |
1.7968 |
1.7701 |
-0.0267 |
-1.5% |
1.8170 |
| Low |
1.7462 |
1.7499 |
0.0037 |
0.2% |
1.7524 |
| Close |
1.7537 |
1.7624 |
0.0087 |
0.5% |
1.7618 |
| Range |
0.0506 |
0.0202 |
-0.0304 |
-60.1% |
0.0646 |
| ATR |
0.0222 |
0.0221 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
109,399 |
139,570 |
30,171 |
27.6% |
421,117 |
|
| Daily Pivots for day following 09-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8214 |
1.8121 |
1.7735 |
|
| R3 |
1.8012 |
1.7919 |
1.7680 |
|
| R2 |
1.7810 |
1.7810 |
1.7661 |
|
| R1 |
1.7717 |
1.7717 |
1.7643 |
1.7764 |
| PP |
1.7608 |
1.7608 |
1.7608 |
1.7631 |
| S1 |
1.7515 |
1.7515 |
1.7605 |
1.7562 |
| S2 |
1.7406 |
1.7406 |
1.7587 |
|
| S3 |
1.7204 |
1.7313 |
1.7568 |
|
| S4 |
1.7002 |
1.7111 |
1.7513 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9709 |
1.9309 |
1.7973 |
|
| R3 |
1.9063 |
1.8663 |
1.7796 |
|
| R2 |
1.8417 |
1.8417 |
1.7736 |
|
| R1 |
1.8017 |
1.8017 |
1.7677 |
1.7894 |
| PP |
1.7771 |
1.7771 |
1.7771 |
1.7709 |
| S1 |
1.7371 |
1.7371 |
1.7559 |
1.7248 |
| S2 |
1.7125 |
1.7125 |
1.7500 |
|
| S3 |
1.6479 |
1.6725 |
1.7440 |
|
| S4 |
1.5833 |
1.6079 |
1.7263 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7968 |
1.7462 |
0.0506 |
2.9% |
0.0275 |
1.6% |
32% |
False |
False |
121,103 |
| 10 |
1.8506 |
1.7462 |
0.1044 |
5.9% |
0.0253 |
1.4% |
16% |
False |
False |
95,194 |
| 20 |
1.9075 |
1.7462 |
0.1613 |
9.2% |
0.0224 |
1.3% |
10% |
False |
False |
92,124 |
| 40 |
2.0074 |
1.7462 |
0.2612 |
14.8% |
0.0188 |
1.1% |
6% |
False |
False |
88,946 |
| 60 |
2.0074 |
1.7462 |
0.2612 |
14.8% |
0.0176 |
1.0% |
6% |
False |
False |
85,879 |
| 80 |
2.0074 |
1.7462 |
0.2612 |
14.8% |
0.0168 |
1.0% |
6% |
False |
False |
66,414 |
| 100 |
2.0074 |
1.7462 |
0.2612 |
14.8% |
0.0164 |
0.9% |
6% |
False |
False |
53,158 |
| 120 |
2.0074 |
1.7462 |
0.2612 |
14.8% |
0.0151 |
0.9% |
6% |
False |
False |
44,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8560 |
|
2.618 |
1.8230 |
|
1.618 |
1.8028 |
|
1.000 |
1.7903 |
|
0.618 |
1.7826 |
|
HIGH |
1.7701 |
|
0.618 |
1.7624 |
|
0.500 |
1.7600 |
|
0.382 |
1.7576 |
|
LOW |
1.7499 |
|
0.618 |
1.7374 |
|
1.000 |
1.7297 |
|
1.618 |
1.7172 |
|
2.618 |
1.6970 |
|
4.250 |
1.6641 |
|
|
| Fisher Pivots for day following 09-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7616 |
1.7715 |
| PP |
1.7608 |
1.7685 |
| S1 |
1.7600 |
1.7654 |
|