CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 12-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2008 |
12-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9420 |
1.9503 |
0.0083 |
0.4% |
1.9626 |
| High |
1.9474 |
1.9585 |
0.0111 |
0.6% |
1.9719 |
| Low |
1.9408 |
1.9500 |
0.0092 |
0.5% |
1.9408 |
| Close |
1.9467 |
1.9514 |
0.0047 |
0.2% |
1.9467 |
| Range |
0.0066 |
0.0085 |
0.0019 |
28.8% |
0.0311 |
| ATR |
0.0143 |
0.0142 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
85,556 |
75,178 |
-10,378 |
-12.1% |
430,048 |
|
| Daily Pivots for day following 12-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9788 |
1.9736 |
1.9561 |
|
| R3 |
1.9703 |
1.9651 |
1.9537 |
|
| R2 |
1.9618 |
1.9618 |
1.9530 |
|
| R1 |
1.9566 |
1.9566 |
1.9522 |
1.9592 |
| PP |
1.9533 |
1.9533 |
1.9533 |
1.9546 |
| S1 |
1.9481 |
1.9481 |
1.9506 |
1.9507 |
| S2 |
1.9448 |
1.9448 |
1.9498 |
|
| S3 |
1.9363 |
1.9396 |
1.9491 |
|
| S4 |
1.9278 |
1.9311 |
1.9467 |
|
|
| 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% |
0.0073 |
0.4% |
34% |
False |
False |
77,202 |
| 10 |
1.9836 |
1.9408 |
0.0428 |
2.2% |
0.0109 |
0.6% |
25% |
False |
False |
92,343 |
| 20 |
1.9935 |
1.9408 |
0.0527 |
2.7% |
0.0102 |
0.5% |
20% |
False |
False |
95,139 |
| 40 |
2.0120 |
1.9408 |
0.0712 |
3.6% |
0.0108 |
0.6% |
15% |
False |
False |
88,306 |
| 60 |
2.0230 |
1.9275 |
0.0955 |
4.9% |
0.0093 |
0.5% |
25% |
False |
False |
62,057 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0072 |
0.4% |
28% |
False |
False |
46,617 |
| 100 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0058 |
0.3% |
28% |
False |
False |
37,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9946 |
|
2.618 |
1.9808 |
|
1.618 |
1.9723 |
|
1.000 |
1.9670 |
|
0.618 |
1.9638 |
|
HIGH |
1.9585 |
|
0.618 |
1.9553 |
|
0.500 |
1.9543 |
|
0.382 |
1.9532 |
|
LOW |
1.9500 |
|
0.618 |
1.9447 |
|
1.000 |
1.9415 |
|
1.618 |
1.9362 |
|
2.618 |
1.9277 |
|
4.250 |
1.9139 |
|
|
| Fisher Pivots for day following 12-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9543 |
1.9508 |
| PP |
1.9533 |
1.9502 |
| S1 |
1.9524 |
1.9497 |
|