CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 07-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2008 |
07-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9904 |
1.9774 |
-0.0130 |
-0.7% |
1.9724 |
| High |
1.9940 |
1.9810 |
-0.0130 |
-0.7% |
1.9940 |
| Low |
1.9804 |
1.9740 |
-0.0064 |
-0.3% |
1.9626 |
| Close |
1.9811 |
1.9757 |
-0.0054 |
-0.3% |
1.9811 |
| Range |
0.0136 |
0.0070 |
-0.0066 |
-48.5% |
0.0314 |
| ATR |
0.0143 |
0.0138 |
-0.0005 |
-3.6% |
0.0000 |
| Volume |
93,894 |
76,011 |
-17,883 |
-19.0% |
404,958 |
|
| Daily Pivots for day following 07-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9979 |
1.9938 |
1.9796 |
|
| R3 |
1.9909 |
1.9868 |
1.9776 |
|
| R2 |
1.9839 |
1.9839 |
1.9770 |
|
| R1 |
1.9798 |
1.9798 |
1.9763 |
1.9784 |
| PP |
1.9769 |
1.9769 |
1.9769 |
1.9762 |
| S1 |
1.9728 |
1.9728 |
1.9751 |
1.9714 |
| S2 |
1.9699 |
1.9699 |
1.9744 |
|
| S3 |
1.9629 |
1.9658 |
1.9738 |
|
| S4 |
1.9559 |
1.9588 |
1.9719 |
|
|
| 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% |
0.0120 |
0.6% |
42% |
False |
False |
78,573 |
| 10 |
2.0060 |
1.9626 |
0.0434 |
2.2% |
0.0124 |
0.6% |
30% |
False |
False |
76,366 |
| 20 |
2.0230 |
1.9626 |
0.0604 |
3.1% |
0.0125 |
0.6% |
22% |
False |
False |
71,958 |
| 40 |
2.0230 |
1.9275 |
0.0955 |
4.8% |
0.0079 |
0.4% |
50% |
False |
False |
36,373 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0055 |
0.3% |
52% |
False |
False |
24,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0108 |
|
2.618 |
1.9993 |
|
1.618 |
1.9923 |
|
1.000 |
1.9880 |
|
0.618 |
1.9853 |
|
HIGH |
1.9810 |
|
0.618 |
1.9783 |
|
0.500 |
1.9775 |
|
0.382 |
1.9767 |
|
LOW |
1.9740 |
|
0.618 |
1.9697 |
|
1.000 |
1.9670 |
|
1.618 |
1.9627 |
|
2.618 |
1.9557 |
|
4.250 |
1.9443 |
|
|
| Fisher Pivots for day following 07-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9775 |
1.9828 |
| PP |
1.9769 |
1.9804 |
| S1 |
1.9763 |
1.9781 |
|