CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 13-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2008 |
13-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9503 |
1.9443 |
-0.0060 |
-0.3% |
1.9626 |
| High |
1.9585 |
1.9445 |
-0.0140 |
-0.7% |
1.9719 |
| Low |
1.9500 |
1.9380 |
-0.0120 |
-0.6% |
1.9408 |
| Close |
1.9514 |
1.9406 |
-0.0108 |
-0.6% |
1.9467 |
| Range |
0.0085 |
0.0065 |
-0.0020 |
-23.5% |
0.0311 |
| ATR |
0.0142 |
0.0141 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
75,178 |
59,121 |
-16,057 |
-21.4% |
430,048 |
|
| Daily Pivots for day following 13-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9605 |
1.9571 |
1.9442 |
|
| R3 |
1.9540 |
1.9506 |
1.9424 |
|
| R2 |
1.9475 |
1.9475 |
1.9418 |
|
| R1 |
1.9441 |
1.9441 |
1.9412 |
1.9426 |
| PP |
1.9410 |
1.9410 |
1.9410 |
1.9403 |
| S1 |
1.9376 |
1.9376 |
1.9400 |
1.9361 |
| S2 |
1.9345 |
1.9345 |
1.9394 |
|
| S3 |
1.9280 |
1.9311 |
1.9388 |
|
| S4 |
1.9215 |
1.9246 |
1.9370 |
|
|
| 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 |
1.9585 |
1.9380 |
0.0205 |
1.1% |
0.0071 |
0.4% |
13% |
False |
True |
77,751 |
| 10 |
1.9836 |
1.9380 |
0.0456 |
2.3% |
0.0105 |
0.5% |
6% |
False |
True |
91,262 |
| 20 |
1.9935 |
1.9380 |
0.0555 |
2.9% |
0.0102 |
0.5% |
5% |
False |
True |
93,475 |
| 40 |
2.0120 |
1.9380 |
0.0740 |
3.8% |
0.0107 |
0.6% |
4% |
False |
True |
86,894 |
| 60 |
2.0230 |
1.9275 |
0.0955 |
4.9% |
0.0095 |
0.5% |
14% |
False |
False |
63,041 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0073 |
0.4% |
17% |
False |
False |
47,352 |
| 100 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0058 |
0.3% |
17% |
False |
False |
37,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9721 |
|
2.618 |
1.9615 |
|
1.618 |
1.9550 |
|
1.000 |
1.9510 |
|
0.618 |
1.9485 |
|
HIGH |
1.9445 |
|
0.618 |
1.9420 |
|
0.500 |
1.9413 |
|
0.382 |
1.9405 |
|
LOW |
1.9380 |
|
0.618 |
1.9340 |
|
1.000 |
1.9315 |
|
1.618 |
1.9275 |
|
2.618 |
1.9210 |
|
4.250 |
1.9104 |
|
|
| Fisher Pivots for day following 13-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9413 |
1.9483 |
| PP |
1.9410 |
1.9457 |
| S1 |
1.9408 |
1.9432 |
|