CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 16-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2008 |
16-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9574 |
1.9666 |
0.0092 |
0.5% |
1.9774 |
| High |
1.9574 |
1.9705 |
0.0131 |
0.7% |
1.9810 |
| Low |
1.9510 |
1.9610 |
0.0100 |
0.5% |
1.9569 |
| Close |
1.9525 |
1.9623 |
0.0098 |
0.5% |
1.9626 |
| Range |
0.0064 |
0.0095 |
0.0031 |
48.4% |
0.0241 |
| ATR |
0.0135 |
0.0138 |
0.0003 |
2.4% |
0.0000 |
| Volume |
92,415 |
96,667 |
4,252 |
4.6% |
381,093 |
|
| Daily Pivots for day following 16-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9931 |
1.9872 |
1.9675 |
|
| R3 |
1.9836 |
1.9777 |
1.9649 |
|
| R2 |
1.9741 |
1.9741 |
1.9640 |
|
| R1 |
1.9682 |
1.9682 |
1.9632 |
1.9664 |
| PP |
1.9646 |
1.9646 |
1.9646 |
1.9637 |
| S1 |
1.9587 |
1.9587 |
1.9614 |
1.9569 |
| S2 |
1.9551 |
1.9551 |
1.9606 |
|
| S3 |
1.9456 |
1.9492 |
1.9597 |
|
| S4 |
1.9361 |
1.9397 |
1.9571 |
|
|
| 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 |
1.9790 |
1.9510 |
0.0280 |
1.4% |
0.0098 |
0.5% |
40% |
False |
False |
82,820 |
| 10 |
1.9940 |
1.9510 |
0.0430 |
2.2% |
0.0097 |
0.5% |
26% |
False |
False |
79,079 |
| 20 |
2.0060 |
1.9510 |
0.0550 |
2.8% |
0.0111 |
0.6% |
21% |
False |
False |
80,863 |
| 40 |
2.0230 |
1.9275 |
0.0955 |
4.9% |
0.0093 |
0.5% |
36% |
False |
False |
50,236 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0064 |
0.3% |
39% |
False |
False |
33,570 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0049 |
0.2% |
39% |
False |
False |
25,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0109 |
|
2.618 |
1.9954 |
|
1.618 |
1.9859 |
|
1.000 |
1.9800 |
|
0.618 |
1.9764 |
|
HIGH |
1.9705 |
|
0.618 |
1.9669 |
|
0.500 |
1.9658 |
|
0.382 |
1.9646 |
|
LOW |
1.9610 |
|
0.618 |
1.9551 |
|
1.000 |
1.9515 |
|
1.618 |
1.9456 |
|
2.618 |
1.9361 |
|
4.250 |
1.9206 |
|
|
| Fisher Pivots for day following 16-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9658 |
1.9650 |
| PP |
1.9646 |
1.9641 |
| S1 |
1.9635 |
1.9632 |
|