CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 28-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2008 |
28-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9742 |
1.9713 |
-0.0029 |
-0.1% |
1.9488 |
| High |
1.9745 |
1.9795 |
0.0050 |
0.3% |
1.9820 |
| Low |
1.9700 |
1.9675 |
-0.0025 |
-0.1% |
1.9415 |
| Close |
1.9731 |
1.9773 |
0.0042 |
0.2% |
1.9778 |
| Range |
0.0045 |
0.0120 |
0.0075 |
166.7% |
0.0405 |
| ATR |
0.0131 |
0.0130 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
50,769 |
63,115 |
12,346 |
24.3% |
406,175 |
|
| Daily Pivots for day following 28-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0108 |
2.0060 |
1.9839 |
|
| R3 |
1.9988 |
1.9940 |
1.9806 |
|
| R2 |
1.9868 |
1.9868 |
1.9795 |
|
| R1 |
1.9820 |
1.9820 |
1.9784 |
1.9844 |
| PP |
1.9748 |
1.9748 |
1.9748 |
1.9760 |
| S1 |
1.9700 |
1.9700 |
1.9762 |
1.9724 |
| S2 |
1.9628 |
1.9628 |
1.9751 |
|
| S3 |
1.9508 |
1.9580 |
1.9740 |
|
| S4 |
1.9388 |
1.9460 |
1.9707 |
|
|
| 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% |
0.0076 |
0.4% |
81% |
False |
False |
74,150 |
| 10 |
1.9820 |
1.9345 |
0.0475 |
2.4% |
0.0089 |
0.4% |
90% |
False |
False |
74,256 |
| 20 |
1.9836 |
1.9345 |
0.0491 |
2.5% |
0.0097 |
0.5% |
87% |
False |
False |
82,759 |
| 40 |
1.9940 |
1.9345 |
0.0595 |
3.0% |
0.0098 |
0.5% |
72% |
False |
False |
84,776 |
| 60 |
2.0230 |
1.9345 |
0.0885 |
4.5% |
0.0106 |
0.5% |
48% |
False |
False |
75,307 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0083 |
0.4% |
54% |
False |
False |
56,586 |
| 100 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0067 |
0.3% |
54% |
False |
False |
45,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0305 |
|
2.618 |
2.0109 |
|
1.618 |
1.9989 |
|
1.000 |
1.9915 |
|
0.618 |
1.9869 |
|
HIGH |
1.9795 |
|
0.618 |
1.9749 |
|
0.500 |
1.9735 |
|
0.382 |
1.9721 |
|
LOW |
1.9675 |
|
0.618 |
1.9601 |
|
1.000 |
1.9555 |
|
1.618 |
1.9481 |
|
2.618 |
1.9361 |
|
4.250 |
1.9165 |
|
|
| Fisher Pivots for day following 28-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9760 |
1.9764 |
| PP |
1.9748 |
1.9754 |
| S1 |
1.9735 |
1.9745 |
|