CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 24-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2008 |
24-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9780 |
1.9683 |
-0.0097 |
-0.5% |
1.9768 |
| High |
1.9780 |
1.9688 |
-0.0092 |
-0.5% |
1.9910 |
| Low |
1.9704 |
1.9615 |
-0.0089 |
-0.5% |
1.9510 |
| Close |
1.9730 |
1.9685 |
-0.0045 |
-0.2% |
1.9859 |
| Range |
0.0076 |
0.0073 |
-0.0003 |
-3.9% |
0.0400 |
| ATR |
0.0150 |
0.0147 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
101,928 |
106,746 |
4,818 |
4.7% |
473,975 |
|
| Daily Pivots for day following 24-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9882 |
1.9856 |
1.9725 |
|
| R3 |
1.9809 |
1.9783 |
1.9705 |
|
| R2 |
1.9736 |
1.9736 |
1.9698 |
|
| R1 |
1.9710 |
1.9710 |
1.9692 |
1.9723 |
| PP |
1.9663 |
1.9663 |
1.9663 |
1.9669 |
| S1 |
1.9637 |
1.9637 |
1.9678 |
1.9650 |
| S2 |
1.9590 |
1.9590 |
1.9672 |
|
| S3 |
1.9517 |
1.9564 |
1.9665 |
|
| S4 |
1.9444 |
1.9491 |
1.9645 |
|
|
| 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 |
1.9615 |
0.0320 |
1.6% |
0.0094 |
0.5% |
22% |
False |
True |
101,395 |
| 10 |
1.9935 |
1.9510 |
0.0425 |
2.2% |
0.0097 |
0.5% |
41% |
False |
False |
94,898 |
| 20 |
1.9940 |
1.9510 |
0.0430 |
2.2% |
0.0102 |
0.5% |
41% |
False |
False |
86,480 |
| 40 |
2.0230 |
1.9510 |
0.0720 |
3.7% |
0.0107 |
0.5% |
24% |
False |
False |
65,162 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0074 |
0.4% |
45% |
False |
False |
43,552 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0056 |
0.3% |
45% |
False |
False |
32,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9998 |
|
2.618 |
1.9879 |
|
1.618 |
1.9806 |
|
1.000 |
1.9761 |
|
0.618 |
1.9733 |
|
HIGH |
1.9688 |
|
0.618 |
1.9660 |
|
0.500 |
1.9652 |
|
0.382 |
1.9643 |
|
LOW |
1.9615 |
|
0.618 |
1.9570 |
|
1.000 |
1.9542 |
|
1.618 |
1.9497 |
|
2.618 |
1.9424 |
|
4.250 |
1.9305 |
|
|
| Fisher Pivots for day following 24-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9674 |
1.9775 |
| PP |
1.9663 |
1.9745 |
| S1 |
1.9652 |
1.9715 |
|