CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 29-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2008 |
29-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9845 |
1.9673 |
-0.0172 |
-0.9% |
1.9791 |
| High |
1.9900 |
1.9705 |
-0.0195 |
-1.0% |
1.9935 |
| Low |
1.9810 |
1.9605 |
-0.0205 |
-1.0% |
1.9615 |
| Close |
1.9829 |
1.9613 |
-0.0216 |
-1.1% |
1.9749 |
| Range |
0.0090 |
0.0100 |
0.0010 |
11.1% |
0.0320 |
| ATR |
0.0147 |
0.0152 |
0.0006 |
3.7% |
0.0000 |
| Volume |
99,258 |
69,933 |
-29,325 |
-29.5% |
467,704 |
|
| Daily Pivots for day following 29-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9941 |
1.9877 |
1.9668 |
|
| R3 |
1.9841 |
1.9777 |
1.9641 |
|
| R2 |
1.9741 |
1.9741 |
1.9631 |
|
| R1 |
1.9677 |
1.9677 |
1.9622 |
1.9659 |
| PP |
1.9641 |
1.9641 |
1.9641 |
1.9632 |
| S1 |
1.9577 |
1.9577 |
1.9604 |
1.9559 |
| S2 |
1.9541 |
1.9541 |
1.9595 |
|
| S3 |
1.9441 |
1.9477 |
1.9586 |
|
| S4 |
1.9341 |
1.9377 |
1.9558 |
|
|
| 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 |
1.9900 |
1.9605 |
0.0295 |
1.5% |
0.0085 |
0.4% |
3% |
False |
True |
93,519 |
| 10 |
1.9935 |
1.9605 |
0.0330 |
1.7% |
0.0098 |
0.5% |
2% |
False |
True |
95,687 |
| 20 |
1.9940 |
1.9510 |
0.0430 |
2.2% |
0.0099 |
0.5% |
24% |
False |
False |
86,793 |
| 40 |
2.0230 |
1.9510 |
0.0720 |
3.7% |
0.0110 |
0.6% |
14% |
False |
False |
71,582 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0078 |
0.4% |
38% |
False |
False |
47,861 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0060 |
0.3% |
38% |
False |
False |
35,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0130 |
|
2.618 |
1.9967 |
|
1.618 |
1.9867 |
|
1.000 |
1.9805 |
|
0.618 |
1.9767 |
|
HIGH |
1.9705 |
|
0.618 |
1.9667 |
|
0.500 |
1.9655 |
|
0.382 |
1.9643 |
|
LOW |
1.9605 |
|
0.618 |
1.9543 |
|
1.000 |
1.9505 |
|
1.618 |
1.9443 |
|
2.618 |
1.9343 |
|
4.250 |
1.9180 |
|
|
| Fisher Pivots for day following 29-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9655 |
1.9753 |
| PP |
1.9641 |
1.9706 |
| S1 |
1.9627 |
1.9660 |
|