CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 06-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2008 |
06-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9626 |
1.9643 |
0.0017 |
0.1% |
1.9845 |
| High |
1.9670 |
1.9719 |
0.0049 |
0.2% |
1.9900 |
| Low |
1.9595 |
1.9643 |
0.0048 |
0.2% |
1.9585 |
| Close |
1.9659 |
1.9672 |
0.0013 |
0.1% |
1.9683 |
| Range |
0.0075 |
0.0076 |
0.0001 |
1.3% |
0.0315 |
| ATR |
0.0154 |
0.0149 |
-0.0006 |
-3.6% |
0.0000 |
| Volume |
119,215 |
56,374 |
-62,841 |
-52.7% |
517,469 |
|
| Daily Pivots for day following 06-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9906 |
1.9865 |
1.9714 |
|
| R3 |
1.9830 |
1.9789 |
1.9693 |
|
| R2 |
1.9754 |
1.9754 |
1.9686 |
|
| R1 |
1.9713 |
1.9713 |
1.9679 |
1.9734 |
| PP |
1.9678 |
1.9678 |
1.9678 |
1.9688 |
| S1 |
1.9637 |
1.9637 |
1.9665 |
1.9658 |
| S2 |
1.9602 |
1.9602 |
1.9658 |
|
| S3 |
1.9526 |
1.9561 |
1.9651 |
|
| S4 |
1.9450 |
1.9485 |
1.9630 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0668 |
2.0490 |
1.9856 |
|
| R3 |
2.0353 |
2.0175 |
1.9770 |
|
| R2 |
2.0038 |
2.0038 |
1.9741 |
|
| R1 |
1.9860 |
1.9860 |
1.9712 |
1.9792 |
| PP |
1.9723 |
1.9723 |
1.9723 |
1.9688 |
| S1 |
1.9545 |
1.9545 |
1.9654 |
1.9477 |
| S2 |
1.9408 |
1.9408 |
1.9625 |
|
| S3 |
1.9093 |
1.9230 |
1.9596 |
|
| S4 |
1.8778 |
1.8915 |
1.9510 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9836 |
1.9585 |
0.0251 |
1.3% |
0.0140 |
0.7% |
35% |
False |
False |
104,773 |
| 10 |
1.9900 |
1.9585 |
0.0315 |
1.6% |
0.0113 |
0.6% |
28% |
False |
False |
99,146 |
| 20 |
1.9935 |
1.9510 |
0.0425 |
2.2% |
0.0108 |
0.6% |
38% |
False |
False |
94,369 |
| 40 |
2.0230 |
1.9510 |
0.0720 |
3.7% |
0.0115 |
0.6% |
23% |
False |
False |
84,245 |
| 60 |
2.0230 |
1.9275 |
0.0955 |
4.9% |
0.0089 |
0.5% |
42% |
False |
False |
56,577 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0068 |
0.3% |
44% |
False |
False |
42,505 |
| 100 |
2.0334 |
1.9235 |
0.1099 |
5.6% |
0.0055 |
0.3% |
40% |
False |
False |
34,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0042 |
|
2.618 |
1.9918 |
|
1.618 |
1.9842 |
|
1.000 |
1.9795 |
|
0.618 |
1.9766 |
|
HIGH |
1.9719 |
|
0.618 |
1.9690 |
|
0.500 |
1.9681 |
|
0.382 |
1.9672 |
|
LOW |
1.9643 |
|
0.618 |
1.9596 |
|
1.000 |
1.9567 |
|
1.618 |
1.9520 |
|
2.618 |
1.9444 |
|
4.250 |
1.9320 |
|
|
| Fisher Pivots for day following 06-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9681 |
1.9691 |
| PP |
1.9678 |
1.9685 |
| S1 |
1.9675 |
1.9678 |
|