CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 01-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2008 |
01-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9695 |
1.9706 |
0.0011 |
0.1% |
1.9385 |
| High |
1.9695 |
1.9706 |
0.0011 |
0.1% |
1.9704 |
| Low |
1.9662 |
1.9680 |
0.0018 |
0.1% |
1.9385 |
| Close |
1.9682 |
1.9693 |
0.0011 |
0.1% |
1.9677 |
| Range |
0.0033 |
0.0026 |
-0.0007 |
-21.2% |
0.0319 |
| ATR |
0.0103 |
0.0098 |
-0.0006 |
-5.3% |
0.0000 |
| Volume |
15 |
428 |
413 |
2,753.3% |
250 |
|
| Daily Pivots for day following 01-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9771 |
1.9758 |
1.9707 |
|
| R3 |
1.9745 |
1.9732 |
1.9700 |
|
| R2 |
1.9719 |
1.9719 |
1.9698 |
|
| R1 |
1.9706 |
1.9706 |
1.9695 |
1.9700 |
| PP |
1.9693 |
1.9693 |
1.9693 |
1.9690 |
| S1 |
1.9680 |
1.9680 |
1.9691 |
1.9674 |
| S2 |
1.9667 |
1.9667 |
1.9688 |
|
| S3 |
1.9641 |
1.9654 |
1.9686 |
|
| S4 |
1.9615 |
1.9628 |
1.9679 |
|
|
| 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 |
1.9817 |
|
2.618 |
1.9774 |
|
1.618 |
1.9748 |
|
1.000 |
1.9732 |
|
0.618 |
1.9722 |
|
HIGH |
1.9706 |
|
0.618 |
1.9696 |
|
0.500 |
1.9693 |
|
0.382 |
1.9690 |
|
LOW |
1.9680 |
|
0.618 |
1.9664 |
|
1.000 |
1.9654 |
|
1.618 |
1.9638 |
|
2.618 |
1.9612 |
|
4.250 |
1.9570 |
|
|
| Fisher Pivots for day following 01-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9693 |
1.9682 |
| PP |
1.9693 |
1.9670 |
| S1 |
1.9693 |
1.9659 |
|