CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 03-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2008 |
03-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9650 |
1.9630 |
-0.0020 |
-0.1% |
1.9385 |
| High |
1.9709 |
1.9630 |
-0.0079 |
-0.4% |
1.9704 |
| Low |
1.9645 |
1.9575 |
-0.0070 |
-0.4% |
1.9385 |
| Close |
1.9695 |
1.9576 |
-0.0119 |
-0.6% |
1.9677 |
| Range |
0.0064 |
0.0055 |
-0.0009 |
-14.1% |
0.0319 |
| ATR |
0.0095 |
0.0097 |
0.0002 |
1.9% |
0.0000 |
| Volume |
6 |
3 |
-3 |
-50.0% |
250 |
|
| Daily Pivots for day following 03-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9759 |
1.9722 |
1.9606 |
|
| R3 |
1.9704 |
1.9667 |
1.9591 |
|
| R2 |
1.9649 |
1.9649 |
1.9586 |
|
| R1 |
1.9612 |
1.9612 |
1.9581 |
1.9603 |
| PP |
1.9594 |
1.9594 |
1.9594 |
1.9589 |
| S1 |
1.9557 |
1.9557 |
1.9571 |
1.9548 |
| S2 |
1.9539 |
1.9539 |
1.9566 |
|
| S3 |
1.9484 |
1.9502 |
1.9561 |
|
| S4 |
1.9429 |
1.9447 |
1.9546 |
|
|
| 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 |
1.9864 |
|
2.618 |
1.9774 |
|
1.618 |
1.9719 |
|
1.000 |
1.9685 |
|
0.618 |
1.9664 |
|
HIGH |
1.9630 |
|
0.618 |
1.9609 |
|
0.500 |
1.9603 |
|
0.382 |
1.9596 |
|
LOW |
1.9575 |
|
0.618 |
1.9541 |
|
1.000 |
1.9520 |
|
1.618 |
1.9486 |
|
2.618 |
1.9431 |
|
4.250 |
1.9341 |
|
|
| Fisher Pivots for day following 03-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9603 |
1.9642 |
| PP |
1.9594 |
1.9620 |
| S1 |
1.9585 |
1.9598 |
|