CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 10-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2008 |
10-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7570 |
1.7590 |
0.0020 |
0.1% |
1.8169 |
| High |
1.7701 |
1.7676 |
-0.0025 |
-0.1% |
1.8170 |
| Low |
1.7499 |
1.7515 |
0.0016 |
0.1% |
1.7524 |
| Close |
1.7624 |
1.7555 |
-0.0069 |
-0.4% |
1.7618 |
| Range |
0.0202 |
0.0161 |
-0.0041 |
-20.3% |
0.0646 |
| ATR |
0.0221 |
0.0216 |
-0.0004 |
-1.9% |
0.0000 |
| Volume |
139,570 |
121,405 |
-18,165 |
-13.0% |
421,117 |
|
| Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8065 |
1.7971 |
1.7644 |
|
| R3 |
1.7904 |
1.7810 |
1.7599 |
|
| R2 |
1.7743 |
1.7743 |
1.7585 |
|
| R1 |
1.7649 |
1.7649 |
1.7570 |
1.7616 |
| PP |
1.7582 |
1.7582 |
1.7582 |
1.7565 |
| S1 |
1.7488 |
1.7488 |
1.7540 |
1.7455 |
| S2 |
1.7421 |
1.7421 |
1.7525 |
|
| S3 |
1.7260 |
1.7327 |
1.7511 |
|
| S4 |
1.7099 |
1.7166 |
1.7466 |
|
|
| 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% |
0.0272 |
1.5% |
18% |
False |
False |
117,737 |
| 10 |
1.8464 |
1.7462 |
0.1002 |
5.7% |
0.0248 |
1.4% |
9% |
False |
False |
101,454 |
| 20 |
1.8990 |
1.7462 |
0.1528 |
8.7% |
0.0223 |
1.3% |
6% |
False |
False |
94,351 |
| 40 |
2.0006 |
1.7462 |
0.2544 |
14.5% |
0.0187 |
1.1% |
4% |
False |
False |
90,265 |
| 60 |
2.0074 |
1.7462 |
0.2612 |
14.9% |
0.0175 |
1.0% |
4% |
False |
False |
86,523 |
| 80 |
2.0074 |
1.7462 |
0.2612 |
14.9% |
0.0167 |
1.0% |
4% |
False |
False |
67,929 |
| 100 |
2.0074 |
1.7462 |
0.2612 |
14.9% |
0.0163 |
0.9% |
4% |
False |
False |
54,372 |
| 120 |
2.0074 |
1.7462 |
0.2612 |
14.9% |
0.0153 |
0.9% |
4% |
False |
False |
45,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8360 |
|
2.618 |
1.8097 |
|
1.618 |
1.7936 |
|
1.000 |
1.7837 |
|
0.618 |
1.7775 |
|
HIGH |
1.7676 |
|
0.618 |
1.7614 |
|
0.500 |
1.7596 |
|
0.382 |
1.7577 |
|
LOW |
1.7515 |
|
0.618 |
1.7416 |
|
1.000 |
1.7354 |
|
1.618 |
1.7255 |
|
2.618 |
1.7094 |
|
4.250 |
1.6831 |
|
|
| Fisher Pivots for day following 10-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7596 |
1.7715 |
| PP |
1.7582 |
1.7662 |
| S1 |
1.7569 |
1.7608 |
|