CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 11-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2008 |
11-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9710 |
1.9637 |
-0.0073 |
-0.4% |
1.9774 |
| High |
1.9735 |
1.9648 |
-0.0087 |
-0.4% |
1.9810 |
| Low |
1.9609 |
1.9588 |
-0.0021 |
-0.1% |
1.9569 |
| Close |
1.9624 |
1.9626 |
0.0002 |
0.0% |
1.9626 |
| Range |
0.0126 |
0.0060 |
-0.0066 |
-52.4% |
0.0241 |
| ATR |
0.0138 |
0.0132 |
-0.0006 |
-4.0% |
0.0000 |
| Volume |
66,406 |
97,037 |
30,631 |
46.1% |
381,093 |
|
| Daily Pivots for day following 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9801 |
1.9773 |
1.9659 |
|
| R3 |
1.9741 |
1.9713 |
1.9643 |
|
| R2 |
1.9681 |
1.9681 |
1.9637 |
|
| R1 |
1.9653 |
1.9653 |
1.9632 |
1.9637 |
| PP |
1.9621 |
1.9621 |
1.9621 |
1.9613 |
| S1 |
1.9593 |
1.9593 |
1.9621 |
1.9577 |
| S2 |
1.9561 |
1.9561 |
1.9615 |
|
| S3 |
1.9501 |
1.9533 |
1.9610 |
|
| S4 |
1.9441 |
1.9473 |
1.9593 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0391 |
2.0250 |
1.9759 |
|
| R3 |
2.0150 |
2.0009 |
1.9692 |
|
| R2 |
1.9909 |
1.9909 |
1.9670 |
|
| R1 |
1.9768 |
1.9768 |
1.9648 |
1.9718 |
| PP |
1.9668 |
1.9668 |
1.9668 |
1.9644 |
| S1 |
1.9527 |
1.9527 |
1.9604 |
1.9477 |
| S2 |
1.9427 |
1.9427 |
1.9582 |
|
| S3 |
1.9186 |
1.9286 |
1.9560 |
|
| S4 |
1.8945 |
1.9045 |
1.9493 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9810 |
1.9569 |
0.0241 |
1.2% |
0.0076 |
0.4% |
24% |
False |
False |
76,218 |
| 10 |
1.9940 |
1.9569 |
0.0371 |
1.9% |
0.0103 |
0.5% |
15% |
False |
False |
78,605 |
| 20 |
2.0230 |
1.9569 |
0.0661 |
3.4% |
0.0117 |
0.6% |
9% |
False |
False |
82,289 |
| 40 |
2.0230 |
1.9275 |
0.0955 |
4.9% |
0.0086 |
0.4% |
37% |
False |
False |
43,987 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0060 |
0.3% |
39% |
False |
False |
29,422 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0045 |
0.2% |
39% |
False |
False |
22,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9903 |
|
2.618 |
1.9805 |
|
1.618 |
1.9745 |
|
1.000 |
1.9708 |
|
0.618 |
1.9685 |
|
HIGH |
1.9648 |
|
0.618 |
1.9625 |
|
0.500 |
1.9618 |
|
0.382 |
1.9611 |
|
LOW |
1.9588 |
|
0.618 |
1.9551 |
|
1.000 |
1.9528 |
|
1.618 |
1.9491 |
|
2.618 |
1.9431 |
|
4.250 |
1.9333 |
|
|
| Fisher Pivots for day following 11-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9623 |
1.9662 |
| PP |
1.9621 |
1.9650 |
| S1 |
1.9618 |
1.9638 |
|