CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 22-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2008 |
22-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9791 |
1.9864 |
0.0073 |
0.4% |
1.9768 |
| High |
1.9805 |
1.9935 |
0.0130 |
0.7% |
1.9910 |
| Low |
1.9705 |
1.9825 |
0.0120 |
0.6% |
1.9510 |
| Close |
1.9723 |
1.9876 |
0.0153 |
0.8% |
1.9859 |
| Range |
0.0100 |
0.0110 |
0.0010 |
10.0% |
0.0400 |
| ATR |
0.0143 |
0.0148 |
0.0005 |
3.4% |
0.0000 |
| Volume |
88,507 |
80,793 |
-7,714 |
-8.7% |
473,975 |
|
| Daily Pivots for day following 22-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0209 |
2.0152 |
1.9937 |
|
| R3 |
2.0099 |
2.0042 |
1.9906 |
|
| R2 |
1.9989 |
1.9989 |
1.9896 |
|
| R1 |
1.9932 |
1.9932 |
1.9886 |
1.9961 |
| PP |
1.9879 |
1.9879 |
1.9879 |
1.9893 |
| S1 |
1.9822 |
1.9822 |
1.9866 |
1.9851 |
| S2 |
1.9769 |
1.9769 |
1.9856 |
|
| S3 |
1.9659 |
1.9712 |
1.9846 |
|
| S4 |
1.9549 |
1.9602 |
1.9816 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0960 |
2.0809 |
2.0079 |
|
| R3 |
2.0560 |
2.0409 |
1.9969 |
|
| R2 |
2.0160 |
2.0160 |
1.9932 |
|
| R1 |
2.0009 |
2.0009 |
1.9896 |
2.0085 |
| PP |
1.9760 |
1.9760 |
1.9760 |
1.9797 |
| S1 |
1.9609 |
1.9609 |
1.9822 |
1.9685 |
| S2 |
1.9360 |
1.9360 |
1.9786 |
|
| S3 |
1.8960 |
1.9209 |
1.9749 |
|
| S4 |
1.8560 |
1.8809 |
1.9639 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9935 |
1.9610 |
0.0325 |
1.6% |
0.0111 |
0.6% |
82% |
True |
False |
97,856 |
| 10 |
1.9935 |
1.9510 |
0.0425 |
2.1% |
0.0104 |
0.5% |
86% |
True |
False |
89,592 |
| 20 |
2.0060 |
1.9510 |
0.0550 |
2.8% |
0.0111 |
0.6% |
67% |
False |
False |
84,069 |
| 40 |
2.0230 |
1.9510 |
0.0720 |
3.6% |
0.0103 |
0.5% |
51% |
False |
False |
59,990 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0072 |
0.4% |
64% |
False |
False |
40,080 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0054 |
0.3% |
64% |
False |
False |
30,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0403 |
|
2.618 |
2.0223 |
|
1.618 |
2.0113 |
|
1.000 |
2.0045 |
|
0.618 |
2.0003 |
|
HIGH |
1.9935 |
|
0.618 |
1.9893 |
|
0.500 |
1.9880 |
|
0.382 |
1.9867 |
|
LOW |
1.9825 |
|
0.618 |
1.9757 |
|
1.000 |
1.9715 |
|
1.618 |
1.9647 |
|
2.618 |
1.9537 |
|
4.250 |
1.9358 |
|
|
| Fisher Pivots for day following 22-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9880 |
1.9857 |
| PP |
1.9879 |
1.9839 |
| S1 |
1.9877 |
1.9820 |
|