CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 04-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2008 |
04-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9721 |
1.9904 |
0.0183 |
0.9% |
1.9724 |
| High |
1.9871 |
1.9940 |
0.0069 |
0.3% |
1.9940 |
| Low |
1.9715 |
1.9804 |
0.0089 |
0.5% |
1.9626 |
| Close |
1.9843 |
1.9811 |
-0.0032 |
-0.2% |
1.9811 |
| Range |
0.0156 |
0.0136 |
-0.0020 |
-12.8% |
0.0314 |
| ATR |
0.0144 |
0.0143 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
65,144 |
93,894 |
28,750 |
44.1% |
404,958 |
|
| Daily Pivots for day following 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0260 |
2.0171 |
1.9886 |
|
| R3 |
2.0124 |
2.0035 |
1.9848 |
|
| R2 |
1.9988 |
1.9988 |
1.9836 |
|
| R1 |
1.9899 |
1.9899 |
1.9823 |
1.9876 |
| PP |
1.9852 |
1.9852 |
1.9852 |
1.9840 |
| S1 |
1.9763 |
1.9763 |
1.9799 |
1.9740 |
| S2 |
1.9716 |
1.9716 |
1.9786 |
|
| S3 |
1.9580 |
1.9627 |
1.9774 |
|
| S4 |
1.9444 |
1.9491 |
1.9736 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0734 |
2.0587 |
1.9984 |
|
| R3 |
2.0420 |
2.0273 |
1.9897 |
|
| R2 |
2.0106 |
2.0106 |
1.9869 |
|
| R1 |
1.9959 |
1.9959 |
1.9840 |
2.0033 |
| PP |
1.9792 |
1.9792 |
1.9792 |
1.9829 |
| S1 |
1.9645 |
1.9645 |
1.9782 |
1.9719 |
| S2 |
1.9478 |
1.9478 |
1.9753 |
|
| S3 |
1.9164 |
1.9331 |
1.9725 |
|
| S4 |
1.8850 |
1.9017 |
1.9638 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9940 |
1.9626 |
0.0314 |
1.6% |
0.0129 |
0.7% |
59% |
True |
False |
80,991 |
| 10 |
2.0060 |
1.9626 |
0.0434 |
2.2% |
0.0127 |
0.6% |
43% |
False |
False |
75,689 |
| 20 |
2.0230 |
1.9626 |
0.0604 |
3.0% |
0.0126 |
0.6% |
31% |
False |
False |
68,343 |
| 40 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0077 |
0.4% |
58% |
False |
False |
34,476 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0054 |
0.3% |
58% |
False |
False |
23,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0518 |
|
2.618 |
2.0296 |
|
1.618 |
2.0160 |
|
1.000 |
2.0076 |
|
0.618 |
2.0024 |
|
HIGH |
1.9940 |
|
0.618 |
1.9888 |
|
0.500 |
1.9872 |
|
0.382 |
1.9856 |
|
LOW |
1.9804 |
|
0.618 |
1.9720 |
|
1.000 |
1.9668 |
|
1.618 |
1.9584 |
|
2.618 |
1.9448 |
|
4.250 |
1.9226 |
|
|
| Fisher Pivots for day following 04-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9872 |
1.9810 |
| PP |
1.9852 |
1.9809 |
| S1 |
1.9831 |
1.9808 |
|