CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 27-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2008 |
27-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9473 |
1.9612 |
0.0139 |
0.7% |
1.9385 |
| High |
1.9643 |
1.9704 |
0.0061 |
0.3% |
1.9704 |
| Low |
1.9473 |
1.9612 |
0.0139 |
0.7% |
1.9385 |
| Close |
1.9628 |
1.9677 |
0.0049 |
0.2% |
1.9677 |
| Range |
0.0170 |
0.0092 |
-0.0078 |
-45.9% |
0.0319 |
| ATR |
0.0110 |
0.0108 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
2 |
47 |
45 |
2,250.0% |
250 |
|
| Daily Pivots for day following 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9940 |
1.9901 |
1.9728 |
|
| R3 |
1.9848 |
1.9809 |
1.9702 |
|
| R2 |
1.9756 |
1.9756 |
1.9694 |
|
| R1 |
1.9717 |
1.9717 |
1.9685 |
1.9737 |
| PP |
1.9664 |
1.9664 |
1.9664 |
1.9674 |
| S1 |
1.9625 |
1.9625 |
1.9669 |
1.9645 |
| S2 |
1.9572 |
1.9572 |
1.9660 |
|
| S3 |
1.9480 |
1.9533 |
1.9652 |
|
| S4 |
1.9388 |
1.9441 |
1.9626 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0546 |
2.0430 |
1.9852 |
|
| R3 |
2.0227 |
2.0111 |
1.9765 |
|
| R2 |
1.9908 |
1.9908 |
1.9735 |
|
| R1 |
1.9792 |
1.9792 |
1.9706 |
1.9850 |
| PP |
1.9589 |
1.9589 |
1.9589 |
1.9618 |
| S1 |
1.9473 |
1.9473 |
1.9648 |
1.9531 |
| S2 |
1.9270 |
1.9270 |
1.9619 |
|
| S3 |
1.8951 |
1.9154 |
1.9589 |
|
| S4 |
1.8632 |
1.8835 |
1.9502 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0095 |
|
2.618 |
1.9945 |
|
1.618 |
1.9853 |
|
1.000 |
1.9796 |
|
0.618 |
1.9761 |
|
HIGH |
1.9704 |
|
0.618 |
1.9669 |
|
0.500 |
1.9658 |
|
0.382 |
1.9647 |
|
LOW |
1.9612 |
|
0.618 |
1.9555 |
|
1.000 |
1.9520 |
|
1.618 |
1.9463 |
|
2.618 |
1.9371 |
|
4.250 |
1.9221 |
|
|
| Fisher Pivots for day following 27-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9671 |
1.9645 |
| PP |
1.9664 |
1.9612 |
| S1 |
1.9658 |
1.9580 |
|