CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 08-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2008 |
08-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9774 |
1.9582 |
-0.0192 |
-1.0% |
1.9724 |
| High |
1.9810 |
1.9600 |
-0.0210 |
-1.1% |
1.9940 |
| Low |
1.9740 |
1.9569 |
-0.0171 |
-0.9% |
1.9626 |
| Close |
1.9757 |
1.9591 |
-0.0166 |
-0.8% |
1.9811 |
| Range |
0.0070 |
0.0031 |
-0.0039 |
-55.7% |
0.0314 |
| ATR |
0.0138 |
0.0142 |
0.0004 |
2.6% |
0.0000 |
| Volume |
76,011 |
52,436 |
-23,575 |
-31.0% |
404,958 |
|
| Daily Pivots for day following 08-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9680 |
1.9666 |
1.9608 |
|
| R3 |
1.9649 |
1.9635 |
1.9600 |
|
| R2 |
1.9618 |
1.9618 |
1.9597 |
|
| R1 |
1.9604 |
1.9604 |
1.9594 |
1.9611 |
| PP |
1.9587 |
1.9587 |
1.9587 |
1.9590 |
| S1 |
1.9573 |
1.9573 |
1.9588 |
1.9580 |
| S2 |
1.9556 |
1.9556 |
1.9585 |
|
| S3 |
1.9525 |
1.9542 |
1.9582 |
|
| S4 |
1.9494 |
1.9511 |
1.9574 |
|
|
| 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 |
1.9569 |
0.0371 |
1.9% |
0.0102 |
0.5% |
6% |
False |
True |
74,471 |
| 10 |
2.0060 |
1.9569 |
0.0491 |
2.5% |
0.0117 |
0.6% |
4% |
False |
True |
78,546 |
| 20 |
2.0230 |
1.9569 |
0.0661 |
3.4% |
0.0122 |
0.6% |
3% |
False |
True |
74,120 |
| 40 |
2.0230 |
1.9275 |
0.0955 |
4.9% |
0.0079 |
0.4% |
33% |
False |
False |
37,682 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0055 |
0.3% |
36% |
False |
False |
25,217 |
| 80 |
2.0334 |
1.9235 |
0.1099 |
5.6% |
0.0042 |
0.2% |
32% |
False |
False |
18,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9732 |
|
2.618 |
1.9681 |
|
1.618 |
1.9650 |
|
1.000 |
1.9631 |
|
0.618 |
1.9619 |
|
HIGH |
1.9600 |
|
0.618 |
1.9588 |
|
0.500 |
1.9585 |
|
0.382 |
1.9581 |
|
LOW |
1.9569 |
|
0.618 |
1.9550 |
|
1.000 |
1.9538 |
|
1.618 |
1.9519 |
|
2.618 |
1.9488 |
|
4.250 |
1.9437 |
|
|
| Fisher Pivots for day following 08-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9589 |
1.9755 |
| PP |
1.9587 |
1.9700 |
| S1 |
1.9585 |
1.9646 |
|