CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 20-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2008 |
20-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9360 |
1.9454 |
0.0094 |
0.5% |
1.9357 |
| High |
1.9460 |
1.9503 |
0.0043 |
0.2% |
1.9503 |
| Low |
1.9360 |
1.9453 |
0.0093 |
0.5% |
1.9235 |
| Close |
1.9470 |
1.9503 |
0.0033 |
0.2% |
1.9503 |
| Range |
0.0100 |
0.0050 |
-0.0050 |
-50.0% |
0.0268 |
| ATR |
|
|
|
|
|
| Volume |
81 |
297 |
216 |
266.7% |
465 |
|
| Daily Pivots for day following 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9636 |
1.9620 |
1.9531 |
|
| R3 |
1.9586 |
1.9570 |
1.9517 |
|
| R2 |
1.9536 |
1.9536 |
1.9512 |
|
| R1 |
1.9520 |
1.9520 |
1.9508 |
1.9528 |
| PP |
1.9486 |
1.9486 |
1.9486 |
1.9491 |
| S1 |
1.9470 |
1.9470 |
1.9498 |
1.9478 |
| S2 |
1.9436 |
1.9436 |
1.9494 |
|
| S3 |
1.9386 |
1.9420 |
1.9489 |
|
| S4 |
1.9336 |
1.9370 |
1.9476 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0218 |
2.0128 |
1.9650 |
|
| R3 |
1.9950 |
1.9860 |
1.9577 |
|
| R2 |
1.9682 |
1.9682 |
1.9552 |
|
| R1 |
1.9592 |
1.9592 |
1.9528 |
1.9637 |
| PP |
1.9414 |
1.9414 |
1.9414 |
1.9436 |
| S1 |
1.9324 |
1.9324 |
1.9478 |
1.9369 |
| S2 |
1.9146 |
1.9146 |
1.9454 |
|
| S3 |
1.8878 |
1.9056 |
1.9429 |
|
| S4 |
1.8610 |
1.8788 |
1.9356 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9716 |
|
2.618 |
1.9634 |
|
1.618 |
1.9584 |
|
1.000 |
1.9553 |
|
0.618 |
1.9534 |
|
HIGH |
1.9503 |
|
0.618 |
1.9484 |
|
0.500 |
1.9478 |
|
0.382 |
1.9472 |
|
LOW |
1.9453 |
|
0.618 |
1.9422 |
|
1.000 |
1.9403 |
|
1.618 |
1.9372 |
|
2.618 |
1.9322 |
|
4.250 |
1.9241 |
|
|
| Fisher Pivots for day following 20-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9495 |
1.9463 |
| PP |
1.9486 |
1.9423 |
| S1 |
1.9478 |
1.9383 |
|