CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 28-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2008 |
28-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9770 |
1.9845 |
0.0075 |
0.4% |
1.9791 |
| High |
1.9825 |
1.9900 |
0.0075 |
0.4% |
1.9935 |
| Low |
1.9737 |
1.9810 |
0.0073 |
0.4% |
1.9615 |
| Close |
1.9749 |
1.9829 |
0.0080 |
0.4% |
1.9749 |
| Range |
0.0088 |
0.0090 |
0.0002 |
2.3% |
0.0320 |
| ATR |
0.0147 |
0.0147 |
0.0000 |
0.2% |
0.0000 |
| Volume |
89,730 |
99,258 |
9,528 |
10.6% |
467,704 |
|
| Daily Pivots for day following 28-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0116 |
2.0063 |
1.9879 |
|
| R3 |
2.0026 |
1.9973 |
1.9854 |
|
| R2 |
1.9936 |
1.9936 |
1.9846 |
|
| R1 |
1.9883 |
1.9883 |
1.9837 |
1.9865 |
| PP |
1.9846 |
1.9846 |
1.9846 |
1.9837 |
| S1 |
1.9793 |
1.9793 |
1.9821 |
1.9775 |
| S2 |
1.9756 |
1.9756 |
1.9813 |
|
| S3 |
1.9666 |
1.9703 |
1.9804 |
|
| S4 |
1.9576 |
1.9613 |
1.9780 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0726 |
2.0558 |
1.9925 |
|
| R3 |
2.0406 |
2.0238 |
1.9837 |
|
| R2 |
2.0086 |
2.0086 |
1.9808 |
|
| R1 |
1.9918 |
1.9918 |
1.9778 |
1.9842 |
| PP |
1.9766 |
1.9766 |
1.9766 |
1.9729 |
| S1 |
1.9598 |
1.9598 |
1.9720 |
1.9522 |
| S2 |
1.9446 |
1.9446 |
1.9690 |
|
| S3 |
1.9126 |
1.9278 |
1.9661 |
|
| S4 |
1.8806 |
1.8958 |
1.9573 |
|
|
| 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% |
0.0087 |
0.4% |
67% |
False |
False |
95,691 |
| 10 |
1.9935 |
1.9510 |
0.0425 |
2.1% |
0.0095 |
0.5% |
75% |
False |
False |
97,936 |
| 20 |
1.9940 |
1.9510 |
0.0430 |
2.2% |
0.0100 |
0.5% |
74% |
False |
False |
86,944 |
| 40 |
2.0230 |
1.9510 |
0.0720 |
3.6% |
0.0111 |
0.6% |
44% |
False |
False |
69,860 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0077 |
0.4% |
60% |
False |
False |
46,697 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0059 |
0.3% |
60% |
False |
False |
35,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0283 |
|
2.618 |
2.0136 |
|
1.618 |
2.0046 |
|
1.000 |
1.9990 |
|
0.618 |
1.9956 |
|
HIGH |
1.9900 |
|
0.618 |
1.9866 |
|
0.500 |
1.9855 |
|
0.382 |
1.9844 |
|
LOW |
1.9810 |
|
0.618 |
1.9754 |
|
1.000 |
1.9720 |
|
1.618 |
1.9664 |
|
2.618 |
1.9574 |
|
4.250 |
1.9428 |
|
|
| Fisher Pivots for day following 28-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9855 |
1.9805 |
| PP |
1.9846 |
1.9781 |
| S1 |
1.9838 |
1.9758 |
|