CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 01-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2008 |
01-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9724 |
1.9736 |
0.0012 |
0.1% |
1.9665 |
| High |
1.9825 |
1.9750 |
-0.0075 |
-0.4% |
2.0060 |
| Low |
1.9710 |
1.9626 |
-0.0084 |
-0.4% |
1.9640 |
| Close |
1.9712 |
1.9646 |
-0.0066 |
-0.3% |
1.9790 |
| Range |
0.0115 |
0.0124 |
0.0009 |
7.8% |
0.0420 |
| ATR |
0.0144 |
0.0143 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
88,101 |
72,948 |
-15,153 |
-17.2% |
351,940 |
|
| Daily Pivots for day following 01-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0046 |
1.9970 |
1.9714 |
|
| R3 |
1.9922 |
1.9846 |
1.9680 |
|
| R2 |
1.9798 |
1.9798 |
1.9669 |
|
| R1 |
1.9722 |
1.9722 |
1.9657 |
1.9698 |
| PP |
1.9674 |
1.9674 |
1.9674 |
1.9662 |
| S1 |
1.9598 |
1.9598 |
1.9635 |
1.9574 |
| S2 |
1.9550 |
1.9550 |
1.9623 |
|
| S3 |
1.9426 |
1.9474 |
1.9612 |
|
| S4 |
1.9302 |
1.9350 |
1.9578 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1090 |
2.0860 |
2.0021 |
|
| R3 |
2.0670 |
2.0440 |
1.9906 |
|
| R2 |
2.0250 |
2.0250 |
1.9867 |
|
| R1 |
2.0020 |
2.0020 |
1.9829 |
2.0135 |
| PP |
1.9830 |
1.9830 |
1.9830 |
1.9888 |
| S1 |
1.9600 |
1.9600 |
1.9752 |
1.9715 |
| S2 |
1.9410 |
1.9410 |
1.9713 |
|
| S3 |
1.8990 |
1.9180 |
1.9675 |
|
| S4 |
1.8570 |
1.8760 |
1.9559 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0060 |
1.9626 |
0.0434 |
2.2% |
0.0133 |
0.7% |
5% |
False |
True |
82,622 |
| 10 |
2.0120 |
1.9626 |
0.0494 |
2.5% |
0.0126 |
0.6% |
4% |
False |
True |
82,729 |
| 20 |
2.0230 |
1.9619 |
0.0611 |
3.1% |
0.0121 |
0.6% |
4% |
False |
False |
56,370 |
| 40 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0068 |
0.3% |
41% |
False |
False |
28,395 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0047 |
0.2% |
41% |
False |
False |
19,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0277 |
|
2.618 |
2.0075 |
|
1.618 |
1.9951 |
|
1.000 |
1.9874 |
|
0.618 |
1.9827 |
|
HIGH |
1.9750 |
|
0.618 |
1.9703 |
|
0.500 |
1.9688 |
|
0.382 |
1.9673 |
|
LOW |
1.9626 |
|
0.618 |
1.9549 |
|
1.000 |
1.9502 |
|
1.618 |
1.9425 |
|
2.618 |
1.9301 |
|
4.250 |
1.9099 |
|
|
| Fisher Pivots for day following 01-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9688 |
1.9748 |
| PP |
1.9674 |
1.9714 |
| S1 |
1.9660 |
1.9680 |
|