CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 26-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2008 |
26-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9455 |
1.9473 |
0.0018 |
0.1% |
1.9357 |
| High |
1.9455 |
1.9643 |
0.0188 |
1.0% |
1.9503 |
| Low |
1.9455 |
1.9473 |
0.0018 |
0.1% |
1.9235 |
| Close |
1.9473 |
1.9628 |
0.0155 |
0.8% |
1.9503 |
| Range |
0.0000 |
0.0170 |
0.0170 |
|
0.0268 |
| ATR |
0.0105 |
0.0110 |
0.0005 |
4.4% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
465 |
|
| Daily Pivots for day following 26-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0091 |
2.0030 |
1.9722 |
|
| R3 |
1.9921 |
1.9860 |
1.9675 |
|
| R2 |
1.9751 |
1.9751 |
1.9659 |
|
| R1 |
1.9690 |
1.9690 |
1.9644 |
1.9721 |
| PP |
1.9581 |
1.9581 |
1.9581 |
1.9597 |
| S1 |
1.9520 |
1.9520 |
1.9612 |
1.9551 |
| S2 |
1.9411 |
1.9411 |
1.9597 |
|
| S3 |
1.9241 |
1.9350 |
1.9581 |
|
| S4 |
1.9071 |
1.9180 |
1.9535 |
|
|
| 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 |
2.0366 |
|
2.618 |
2.0088 |
|
1.618 |
1.9918 |
|
1.000 |
1.9813 |
|
0.618 |
1.9748 |
|
HIGH |
1.9643 |
|
0.618 |
1.9578 |
|
0.500 |
1.9558 |
|
0.382 |
1.9538 |
|
LOW |
1.9473 |
|
0.618 |
1.9368 |
|
1.000 |
1.9303 |
|
1.618 |
1.9198 |
|
2.618 |
1.9028 |
|
4.250 |
1.8751 |
|
|
| Fisher Pivots for day following 26-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9605 |
1.9599 |
| PP |
1.9581 |
1.9569 |
| S1 |
1.9558 |
1.9540 |
|