CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 09-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2008 |
09-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9495 |
1.9420 |
-0.0075 |
-0.4% |
1.9626 |
| High |
1.9558 |
1.9474 |
-0.0084 |
-0.4% |
1.9719 |
| Low |
1.9473 |
1.9408 |
-0.0065 |
-0.3% |
1.9408 |
| Close |
1.9478 |
1.9467 |
-0.0011 |
-0.1% |
1.9467 |
| Range |
0.0085 |
0.0066 |
-0.0019 |
-22.4% |
0.0311 |
| ATR |
0.0149 |
0.0143 |
-0.0006 |
-3.8% |
0.0000 |
| Volume |
96,155 |
85,556 |
-10,599 |
-11.0% |
430,048 |
|
| Daily Pivots for day following 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9648 |
1.9623 |
1.9503 |
|
| R3 |
1.9582 |
1.9557 |
1.9485 |
|
| R2 |
1.9516 |
1.9516 |
1.9479 |
|
| R1 |
1.9491 |
1.9491 |
1.9473 |
1.9504 |
| PP |
1.9450 |
1.9450 |
1.9450 |
1.9456 |
| S1 |
1.9425 |
1.9425 |
1.9461 |
1.9438 |
| S2 |
1.9384 |
1.9384 |
1.9455 |
|
| S3 |
1.9318 |
1.9359 |
1.9449 |
|
| S4 |
1.9252 |
1.9293 |
1.9431 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0464 |
2.0277 |
1.9638 |
|
| R3 |
2.0153 |
1.9966 |
1.9553 |
|
| R2 |
1.9842 |
1.9842 |
1.9524 |
|
| R1 |
1.9655 |
1.9655 |
1.9496 |
1.9593 |
| PP |
1.9531 |
1.9531 |
1.9531 |
1.9501 |
| S1 |
1.9344 |
1.9344 |
1.9438 |
1.9282 |
| S2 |
1.9220 |
1.9220 |
1.9410 |
|
| S3 |
1.8909 |
1.9033 |
1.9381 |
|
| S4 |
1.8598 |
1.8722 |
1.9296 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9719 |
1.9408 |
0.0311 |
1.6% |
0.0071 |
0.4% |
19% |
False |
True |
86,009 |
| 10 |
1.9900 |
1.9408 |
0.0492 |
2.5% |
0.0109 |
0.6% |
12% |
False |
True |
94,751 |
| 20 |
1.9935 |
1.9408 |
0.0527 |
2.7% |
0.0105 |
0.5% |
11% |
False |
True |
94,459 |
| 40 |
2.0230 |
1.9408 |
0.0822 |
4.2% |
0.0111 |
0.6% |
7% |
False |
True |
88,374 |
| 60 |
2.0230 |
1.9275 |
0.0955 |
4.9% |
0.0092 |
0.5% |
20% |
False |
False |
60,811 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0071 |
0.4% |
23% |
False |
False |
45,681 |
| 100 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0057 |
0.3% |
23% |
False |
False |
36,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9755 |
|
2.618 |
1.9647 |
|
1.618 |
1.9581 |
|
1.000 |
1.9540 |
|
0.618 |
1.9515 |
|
HIGH |
1.9474 |
|
0.618 |
1.9449 |
|
0.500 |
1.9441 |
|
0.382 |
1.9433 |
|
LOW |
1.9408 |
|
0.618 |
1.9367 |
|
1.000 |
1.9342 |
|
1.618 |
1.9301 |
|
2.618 |
1.9235 |
|
4.250 |
1.9128 |
|
|
| Fisher Pivots for day following 09-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9458 |
1.9483 |
| PP |
1.9450 |
1.9478 |
| S1 |
1.9441 |
1.9472 |
|