CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 09-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2008 |
09-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9582 |
1.9604 |
0.0022 |
0.1% |
1.9724 |
| High |
1.9600 |
1.9695 |
0.0095 |
0.5% |
1.9940 |
| Low |
1.9569 |
1.9603 |
0.0034 |
0.2% |
1.9626 |
| Close |
1.9591 |
1.9651 |
0.0060 |
0.3% |
1.9811 |
| Range |
0.0031 |
0.0092 |
0.0061 |
196.8% |
0.0314 |
| ATR |
0.0142 |
0.0139 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
52,436 |
89,203 |
36,767 |
70.1% |
404,958 |
|
| Daily Pivots for day following 09-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9926 |
1.9880 |
1.9702 |
|
| R3 |
1.9834 |
1.9788 |
1.9676 |
|
| R2 |
1.9742 |
1.9742 |
1.9668 |
|
| R1 |
1.9696 |
1.9696 |
1.9659 |
1.9719 |
| PP |
1.9650 |
1.9650 |
1.9650 |
1.9661 |
| S1 |
1.9604 |
1.9604 |
1.9643 |
1.9627 |
| S2 |
1.9558 |
1.9558 |
1.9634 |
|
| S3 |
1.9466 |
1.9512 |
1.9626 |
|
| S4 |
1.9374 |
1.9420 |
1.9600 |
|
|
| 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% |
0.0097 |
0.5% |
22% |
False |
False |
75,337 |
| 10 |
2.0060 |
1.9569 |
0.0491 |
2.5% |
0.0111 |
0.6% |
17% |
False |
False |
79,810 |
| 20 |
2.0230 |
1.9569 |
0.0661 |
3.4% |
0.0118 |
0.6% |
12% |
False |
False |
77,419 |
| 40 |
2.0230 |
1.9275 |
0.0955 |
4.9% |
0.0081 |
0.4% |
39% |
False |
False |
39,910 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0057 |
0.3% |
42% |
False |
False |
26,703 |
| 80 |
2.0263 |
1.9235 |
0.1028 |
5.2% |
0.0043 |
0.2% |
40% |
False |
False |
20,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0086 |
|
2.618 |
1.9936 |
|
1.618 |
1.9844 |
|
1.000 |
1.9787 |
|
0.618 |
1.9752 |
|
HIGH |
1.9695 |
|
0.618 |
1.9660 |
|
0.500 |
1.9649 |
|
0.382 |
1.9638 |
|
LOW |
1.9603 |
|
0.618 |
1.9546 |
|
1.000 |
1.9511 |
|
1.618 |
1.9454 |
|
2.618 |
1.9362 |
|
4.250 |
1.9212 |
|
|
| Fisher Pivots for day following 09-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9650 |
1.9690 |
| PP |
1.9650 |
1.9677 |
| S1 |
1.9649 |
1.9664 |
|