CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 17-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2008 |
17-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9666 |
1.9718 |
0.0052 |
0.3% |
1.9774 |
| High |
1.9705 |
1.9850 |
0.0145 |
0.7% |
1.9810 |
| Low |
1.9610 |
1.9710 |
0.0100 |
0.5% |
1.9569 |
| Close |
1.9623 |
1.9837 |
0.0214 |
1.1% |
1.9626 |
| Range |
0.0095 |
0.0140 |
0.0045 |
47.4% |
0.0241 |
| ATR |
0.0138 |
0.0145 |
0.0006 |
4.6% |
0.0000 |
| Volume |
96,667 |
94,311 |
-2,356 |
-2.4% |
381,093 |
|
| Daily Pivots for day following 17-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0219 |
2.0168 |
1.9914 |
|
| R3 |
2.0079 |
2.0028 |
1.9876 |
|
| R2 |
1.9939 |
1.9939 |
1.9863 |
|
| R1 |
1.9888 |
1.9888 |
1.9850 |
1.9914 |
| PP |
1.9799 |
1.9799 |
1.9799 |
1.9812 |
| S1 |
1.9748 |
1.9748 |
1.9824 |
1.9774 |
| S2 |
1.9659 |
1.9659 |
1.9811 |
|
| S3 |
1.9519 |
1.9608 |
1.9799 |
|
| S4 |
1.9379 |
1.9468 |
1.9760 |
|
|
| 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 |
1.9850 |
1.9510 |
0.0340 |
1.7% |
0.0100 |
0.5% |
96% |
True |
False |
88,401 |
| 10 |
1.9940 |
1.9510 |
0.0430 |
2.2% |
0.0096 |
0.5% |
76% |
False |
False |
81,995 |
| 20 |
2.0060 |
1.9510 |
0.0550 |
2.8% |
0.0108 |
0.5% |
59% |
False |
False |
79,853 |
| 40 |
2.0230 |
1.9425 |
0.0805 |
4.1% |
0.0097 |
0.5% |
51% |
False |
False |
52,580 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0067 |
0.3% |
61% |
False |
False |
35,141 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0050 |
0.3% |
61% |
False |
False |
26,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0445 |
|
2.618 |
2.0217 |
|
1.618 |
2.0077 |
|
1.000 |
1.9990 |
|
0.618 |
1.9937 |
|
HIGH |
1.9850 |
|
0.618 |
1.9797 |
|
0.500 |
1.9780 |
|
0.382 |
1.9763 |
|
LOW |
1.9710 |
|
0.618 |
1.9623 |
|
1.000 |
1.9570 |
|
1.618 |
1.9483 |
|
2.618 |
1.9343 |
|
4.250 |
1.9115 |
|
|
| Fisher Pivots for day following 17-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9818 |
1.9785 |
| PP |
1.9799 |
1.9732 |
| S1 |
1.9780 |
1.9680 |
|