CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 14-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2008 |
14-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9443 |
1.9360 |
-0.0083 |
-0.4% |
1.9626 |
| High |
1.9445 |
1.9430 |
-0.0015 |
-0.1% |
1.9719 |
| Low |
1.9380 |
1.9345 |
-0.0035 |
-0.2% |
1.9408 |
| Close |
1.9406 |
1.9391 |
-0.0015 |
-0.1% |
1.9467 |
| Range |
0.0065 |
0.0085 |
0.0020 |
30.8% |
0.0311 |
| ATR |
0.0141 |
0.0137 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
59,121 |
94,107 |
34,986 |
59.2% |
430,048 |
|
| Daily Pivots for day following 14-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9644 |
1.9602 |
1.9438 |
|
| R3 |
1.9559 |
1.9517 |
1.9414 |
|
| R2 |
1.9474 |
1.9474 |
1.9407 |
|
| R1 |
1.9432 |
1.9432 |
1.9399 |
1.9453 |
| PP |
1.9389 |
1.9389 |
1.9389 |
1.9399 |
| S1 |
1.9347 |
1.9347 |
1.9383 |
1.9368 |
| S2 |
1.9304 |
1.9304 |
1.9375 |
|
| S3 |
1.9219 |
1.9262 |
1.9368 |
|
| S4 |
1.9134 |
1.9177 |
1.9344 |
|
|
| 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 |
1.9345 |
0.0240 |
1.2% |
0.0077 |
0.4% |
19% |
False |
True |
82,023 |
| 10 |
1.9809 |
1.9345 |
0.0464 |
2.4% |
0.0089 |
0.5% |
10% |
False |
True |
88,980 |
| 20 |
1.9935 |
1.9345 |
0.0590 |
3.0% |
0.0101 |
0.5% |
8% |
False |
True |
93,347 |
| 40 |
2.0060 |
1.9345 |
0.0715 |
3.7% |
0.0106 |
0.5% |
6% |
False |
True |
87,105 |
| 60 |
2.0230 |
1.9275 |
0.0955 |
4.9% |
0.0096 |
0.5% |
12% |
False |
False |
64,607 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0074 |
0.4% |
16% |
False |
False |
48,514 |
| 100 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0059 |
0.3% |
16% |
False |
False |
38,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9791 |
|
2.618 |
1.9653 |
|
1.618 |
1.9568 |
|
1.000 |
1.9515 |
|
0.618 |
1.9483 |
|
HIGH |
1.9430 |
|
0.618 |
1.9398 |
|
0.500 |
1.9388 |
|
0.382 |
1.9377 |
|
LOW |
1.9345 |
|
0.618 |
1.9292 |
|
1.000 |
1.9260 |
|
1.618 |
1.9207 |
|
2.618 |
1.9122 |
|
4.250 |
1.8984 |
|
|
| Fisher Pivots for day following 14-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9390 |
1.9465 |
| PP |
1.9389 |
1.9440 |
| S1 |
1.9388 |
1.9416 |
|