CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 05-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2008 |
05-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9574 |
1.9460 |
-0.0114 |
-0.6% |
1.9692 |
| High |
1.9574 |
1.9490 |
-0.0084 |
-0.4% |
1.9768 |
| Low |
1.9574 |
1.9460 |
-0.0114 |
-0.6% |
1.9505 |
| Close |
1.9574 |
1.9472 |
-0.0102 |
-0.5% |
1.9510 |
| Range |
0.0000 |
0.0030 |
0.0030 |
|
0.0263 |
| ATR |
0.0079 |
0.0081 |
0.0003 |
3.2% |
0.0000 |
| Volume |
122 |
35 |
-87 |
-71.3% |
724 |
|
| Daily Pivots for day following 05-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9564 |
1.9548 |
1.9489 |
|
| R3 |
1.9534 |
1.9518 |
1.9480 |
|
| R2 |
1.9504 |
1.9504 |
1.9478 |
|
| R1 |
1.9488 |
1.9488 |
1.9475 |
1.9496 |
| PP |
1.9474 |
1.9474 |
1.9474 |
1.9478 |
| S1 |
1.9458 |
1.9458 |
1.9469 |
1.9466 |
| S2 |
1.9444 |
1.9444 |
1.9467 |
|
| S3 |
1.9414 |
1.9428 |
1.9464 |
|
| S4 |
1.9384 |
1.9398 |
1.9456 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0383 |
2.0210 |
1.9655 |
|
| R3 |
2.0120 |
1.9947 |
1.9582 |
|
| R2 |
1.9857 |
1.9857 |
1.9558 |
|
| R1 |
1.9684 |
1.9684 |
1.9534 |
1.9639 |
| PP |
1.9594 |
1.9594 |
1.9594 |
1.9572 |
| S1 |
1.9421 |
1.9421 |
1.9486 |
1.9376 |
| S2 |
1.9331 |
1.9331 |
1.9462 |
|
| S3 |
1.9068 |
1.9158 |
1.9438 |
|
| S4 |
1.8805 |
1.8895 |
1.9365 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9618 |
|
2.618 |
1.9569 |
|
1.618 |
1.9539 |
|
1.000 |
1.9520 |
|
0.618 |
1.9509 |
|
HIGH |
1.9490 |
|
0.618 |
1.9479 |
|
0.500 |
1.9475 |
|
0.382 |
1.9471 |
|
LOW |
1.9460 |
|
0.618 |
1.9441 |
|
1.000 |
1.9430 |
|
1.618 |
1.9411 |
|
2.618 |
1.9381 |
|
4.250 |
1.9333 |
|
|
| Fisher Pivots for day following 05-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9475 |
1.9517 |
| PP |
1.9474 |
1.9502 |
| S1 |
1.9473 |
1.9487 |
|