CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 12-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7500 |
1.7587 |
0.0087 |
0.5% |
1.7731 |
| High |
1.7589 |
1.7957 |
0.0368 |
2.1% |
1.7968 |
| Low |
1.7442 |
1.7540 |
0.0098 |
0.6% |
1.7442 |
| Close |
1.7523 |
1.7936 |
0.0413 |
2.4% |
1.7936 |
| Range |
0.0147 |
0.0417 |
0.0270 |
183.7% |
0.0526 |
| ATR |
0.0211 |
0.0227 |
0.0016 |
7.5% |
0.0000 |
| Volume |
85,837 |
89,275 |
3,438 |
4.0% |
545,486 |
|
| Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9062 |
1.8916 |
1.8165 |
|
| R3 |
1.8645 |
1.8499 |
1.8051 |
|
| R2 |
1.8228 |
1.8228 |
1.8012 |
|
| R1 |
1.8082 |
1.8082 |
1.7974 |
1.8155 |
| PP |
1.7811 |
1.7811 |
1.7811 |
1.7848 |
| S1 |
1.7665 |
1.7665 |
1.7898 |
1.7738 |
| S2 |
1.7394 |
1.7394 |
1.7860 |
|
| S3 |
1.6977 |
1.7248 |
1.7821 |
|
| S4 |
1.6560 |
1.6831 |
1.7707 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9360 |
1.9174 |
1.8225 |
|
| R3 |
1.8834 |
1.8648 |
1.8081 |
|
| R2 |
1.8308 |
1.8308 |
1.8032 |
|
| R1 |
1.8122 |
1.8122 |
1.7984 |
1.8215 |
| PP |
1.7782 |
1.7782 |
1.7782 |
1.7829 |
| S1 |
1.7596 |
1.7596 |
1.7888 |
1.7689 |
| S2 |
1.7256 |
1.7256 |
1.7840 |
|
| S3 |
1.6730 |
1.7070 |
1.7791 |
|
| S4 |
1.6204 |
1.6544 |
1.7647 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7968 |
1.7442 |
0.0526 |
2.9% |
0.0287 |
1.6% |
94% |
False |
False |
109,097 |
| 10 |
1.8326 |
1.7442 |
0.0884 |
4.9% |
0.0268 |
1.5% |
56% |
False |
False |
104,183 |
| 20 |
1.8756 |
1.7442 |
0.1314 |
7.3% |
0.0223 |
1.2% |
38% |
False |
False |
90,804 |
| 40 |
1.9996 |
1.7442 |
0.2554 |
14.2% |
0.0194 |
1.1% |
19% |
False |
False |
90,236 |
| 60 |
2.0074 |
1.7442 |
0.2632 |
14.7% |
0.0179 |
1.0% |
19% |
False |
False |
86,206 |
| 80 |
2.0074 |
1.7442 |
0.2632 |
14.7% |
0.0171 |
1.0% |
19% |
False |
False |
70,106 |
| 100 |
2.0074 |
1.7442 |
0.2632 |
14.7% |
0.0165 |
0.9% |
19% |
False |
False |
56,122 |
| 120 |
2.0074 |
1.7442 |
0.2632 |
14.7% |
0.0156 |
0.9% |
19% |
False |
False |
46,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9729 |
|
2.618 |
1.9049 |
|
1.618 |
1.8632 |
|
1.000 |
1.8374 |
|
0.618 |
1.8215 |
|
HIGH |
1.7957 |
|
0.618 |
1.7798 |
|
0.500 |
1.7749 |
|
0.382 |
1.7699 |
|
LOW |
1.7540 |
|
0.618 |
1.7282 |
|
1.000 |
1.7123 |
|
1.618 |
1.6865 |
|
2.618 |
1.6448 |
|
4.250 |
1.5768 |
|
|
| Fisher Pivots for day following 12-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7874 |
1.7857 |
| PP |
1.7811 |
1.7778 |
| S1 |
1.7749 |
1.7700 |
|