CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 27-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2008 |
27-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9786 |
1.9742 |
-0.0044 |
-0.2% |
1.9488 |
| High |
1.9815 |
1.9745 |
-0.0070 |
-0.4% |
1.9820 |
| Low |
1.9770 |
1.9700 |
-0.0070 |
-0.4% |
1.9415 |
| Close |
1.9778 |
1.9731 |
-0.0047 |
-0.2% |
1.9778 |
| Range |
0.0045 |
0.0045 |
0.0000 |
0.0% |
0.0405 |
| ATR |
0.0135 |
0.0131 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
80,917 |
50,769 |
-30,148 |
-37.3% |
406,175 |
|
| Daily Pivots for day following 27-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9860 |
1.9841 |
1.9756 |
|
| R3 |
1.9815 |
1.9796 |
1.9743 |
|
| R2 |
1.9770 |
1.9770 |
1.9739 |
|
| R1 |
1.9751 |
1.9751 |
1.9735 |
1.9738 |
| PP |
1.9725 |
1.9725 |
1.9725 |
1.9719 |
| S1 |
1.9706 |
1.9706 |
1.9727 |
1.9693 |
| S2 |
1.9680 |
1.9680 |
1.9723 |
|
| S3 |
1.9635 |
1.9661 |
1.9719 |
|
| S4 |
1.9590 |
1.9616 |
1.9706 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0886 |
2.0737 |
2.0001 |
|
| R3 |
2.0481 |
2.0332 |
1.9889 |
|
| R2 |
2.0076 |
2.0076 |
1.9852 |
|
| R1 |
1.9927 |
1.9927 |
1.9815 |
2.0002 |
| PP |
1.9671 |
1.9671 |
1.9671 |
1.9708 |
| S1 |
1.9522 |
1.9522 |
1.9741 |
1.9597 |
| S2 |
1.9266 |
1.9266 |
1.9704 |
|
| S3 |
1.8861 |
1.9117 |
1.9667 |
|
| S4 |
1.8456 |
1.8712 |
1.9555 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9820 |
1.9575 |
0.0245 |
1.2% |
0.0067 |
0.3% |
64% |
False |
False |
74,684 |
| 10 |
1.9820 |
1.9345 |
0.0475 |
2.4% |
0.0083 |
0.4% |
81% |
False |
False |
73,857 |
| 20 |
1.9836 |
1.9345 |
0.0491 |
2.5% |
0.0096 |
0.5% |
79% |
False |
False |
83,100 |
| 40 |
1.9940 |
1.9345 |
0.0595 |
3.0% |
0.0098 |
0.5% |
65% |
False |
False |
85,022 |
| 60 |
2.0230 |
1.9345 |
0.0885 |
4.5% |
0.0106 |
0.5% |
44% |
False |
False |
74,274 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0082 |
0.4% |
50% |
False |
False |
55,798 |
| 100 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0066 |
0.3% |
50% |
False |
False |
44,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9936 |
|
2.618 |
1.9863 |
|
1.618 |
1.9818 |
|
1.000 |
1.9790 |
|
0.618 |
1.9773 |
|
HIGH |
1.9745 |
|
0.618 |
1.9728 |
|
0.500 |
1.9723 |
|
0.382 |
1.9717 |
|
LOW |
1.9700 |
|
0.618 |
1.9672 |
|
1.000 |
1.9655 |
|
1.618 |
1.9627 |
|
2.618 |
1.9582 |
|
4.250 |
1.9509 |
|
|
| Fisher Pivots for day following 27-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9728 |
1.9760 |
| PP |
1.9725 |
1.9750 |
| S1 |
1.9723 |
1.9741 |
|