CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 15-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7587 |
1.7985 |
0.0398 |
2.3% |
1.7731 |
| High |
1.7957 |
1.8125 |
0.0168 |
0.9% |
1.7968 |
| Low |
1.7540 |
1.7769 |
0.0229 |
1.3% |
1.7442 |
| Close |
1.7936 |
1.7926 |
-0.0010 |
-0.1% |
1.7936 |
| Range |
0.0417 |
0.0356 |
-0.0061 |
-14.6% |
0.0526 |
| ATR |
0.0227 |
0.0236 |
0.0009 |
4.0% |
0.0000 |
| Volume |
89,275 |
33,910 |
-55,365 |
-62.0% |
545,486 |
|
| Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9008 |
1.8823 |
1.8122 |
|
| R3 |
1.8652 |
1.8467 |
1.8024 |
|
| R2 |
1.8296 |
1.8296 |
1.7991 |
|
| R1 |
1.8111 |
1.8111 |
1.7959 |
1.8026 |
| PP |
1.7940 |
1.7940 |
1.7940 |
1.7897 |
| S1 |
1.7755 |
1.7755 |
1.7893 |
1.7670 |
| S2 |
1.7584 |
1.7584 |
1.7861 |
|
| S3 |
1.7228 |
1.7399 |
1.7828 |
|
| S4 |
1.6872 |
1.7043 |
1.7730 |
|
|
| 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 |
1.8125 |
1.7442 |
0.0683 |
3.8% |
0.0257 |
1.4% |
71% |
True |
False |
93,999 |
| 10 |
1.8170 |
1.7442 |
0.0728 |
4.1% |
0.0286 |
1.6% |
66% |
False |
False |
100,051 |
| 20 |
1.8756 |
1.7442 |
0.1314 |
7.3% |
0.0232 |
1.3% |
37% |
False |
False |
87,865 |
| 40 |
1.9996 |
1.7442 |
0.2554 |
14.2% |
0.0201 |
1.1% |
19% |
False |
False |
89,226 |
| 60 |
2.0074 |
1.7442 |
0.2632 |
14.7% |
0.0182 |
1.0% |
18% |
False |
False |
85,814 |
| 80 |
2.0074 |
1.7442 |
0.2632 |
14.7% |
0.0174 |
1.0% |
18% |
False |
False |
70,529 |
| 100 |
2.0074 |
1.7442 |
0.2632 |
14.7% |
0.0167 |
0.9% |
18% |
False |
False |
56,461 |
| 120 |
2.0074 |
1.7442 |
0.2632 |
14.7% |
0.0158 |
0.9% |
18% |
False |
False |
47,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9638 |
|
2.618 |
1.9057 |
|
1.618 |
1.8701 |
|
1.000 |
1.8481 |
|
0.618 |
1.8345 |
|
HIGH |
1.8125 |
|
0.618 |
1.7989 |
|
0.500 |
1.7947 |
|
0.382 |
1.7905 |
|
LOW |
1.7769 |
|
0.618 |
1.7549 |
|
1.000 |
1.7413 |
|
1.618 |
1.7193 |
|
2.618 |
1.6837 |
|
4.250 |
1.6256 |
|
|
| Fisher Pivots for day following 15-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7947 |
1.7879 |
| PP |
1.7940 |
1.7831 |
| S1 |
1.7933 |
1.7784 |
|