CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 22-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2008 |
22-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9622 |
1.9805 |
0.0183 |
0.9% |
1.9503 |
| High |
1.9670 |
1.9820 |
0.0150 |
0.8% |
1.9585 |
| Low |
1.9575 |
1.9745 |
0.0170 |
0.9% |
1.9345 |
| Close |
1.9649 |
1.9749 |
0.0100 |
0.5% |
1.9514 |
| Range |
0.0095 |
0.0075 |
-0.0020 |
-21.1% |
0.0240 |
| ATR |
0.0138 |
0.0140 |
0.0002 |
1.7% |
0.0000 |
| Volume |
99,217 |
76,735 |
-22,482 |
-22.7% |
356,809 |
|
| Daily Pivots for day following 22-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9996 |
1.9948 |
1.9790 |
|
| R3 |
1.9921 |
1.9873 |
1.9770 |
|
| R2 |
1.9846 |
1.9846 |
1.9763 |
|
| R1 |
1.9798 |
1.9798 |
1.9756 |
1.9785 |
| PP |
1.9771 |
1.9771 |
1.9771 |
1.9765 |
| S1 |
1.9723 |
1.9723 |
1.9742 |
1.9710 |
| S2 |
1.9696 |
1.9696 |
1.9735 |
|
| S3 |
1.9621 |
1.9648 |
1.9728 |
|
| S4 |
1.9546 |
1.9573 |
1.9708 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0201 |
2.0098 |
1.9646 |
|
| R3 |
1.9961 |
1.9858 |
1.9580 |
|
| R2 |
1.9721 |
1.9721 |
1.9558 |
|
| R1 |
1.9618 |
1.9618 |
1.9536 |
1.9670 |
| PP |
1.9481 |
1.9481 |
1.9481 |
1.9507 |
| S1 |
1.9378 |
1.9378 |
1.9492 |
1.9430 |
| S2 |
1.9241 |
1.9241 |
1.9470 |
|
| S3 |
1.9001 |
1.9138 |
1.9448 |
|
| S4 |
1.8761 |
1.8898 |
1.9382 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9820 |
1.9395 |
0.0425 |
2.2% |
0.0102 |
0.5% |
83% |
True |
False |
77,494 |
| 10 |
1.9820 |
1.9345 |
0.0475 |
2.4% |
0.0089 |
0.5% |
85% |
True |
False |
76,762 |
| 20 |
1.9900 |
1.9345 |
0.0555 |
2.8% |
0.0100 |
0.5% |
73% |
False |
False |
85,965 |
| 40 |
1.9940 |
1.9345 |
0.0595 |
3.0% |
0.0101 |
0.5% |
68% |
False |
False |
86,223 |
| 60 |
2.0230 |
1.9345 |
0.0885 |
4.5% |
0.0105 |
0.5% |
46% |
False |
False |
72,097 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0081 |
0.4% |
52% |
False |
False |
54,155 |
| 100 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0065 |
0.3% |
52% |
False |
False |
43,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0139 |
|
2.618 |
2.0016 |
|
1.618 |
1.9941 |
|
1.000 |
1.9895 |
|
0.618 |
1.9866 |
|
HIGH |
1.9820 |
|
0.618 |
1.9791 |
|
0.500 |
1.9783 |
|
0.382 |
1.9774 |
|
LOW |
1.9745 |
|
0.618 |
1.9699 |
|
1.000 |
1.9670 |
|
1.618 |
1.9624 |
|
2.618 |
1.9549 |
|
4.250 |
1.9426 |
|
|
| Fisher Pivots for day following 22-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9783 |
1.9732 |
| PP |
1.9771 |
1.9715 |
| S1 |
1.9760 |
1.9698 |
|