CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 29-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2008 |
29-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9713 |
1.9754 |
0.0041 |
0.2% |
1.9488 |
| High |
1.9795 |
1.9780 |
-0.0015 |
-0.1% |
1.9820 |
| Low |
1.9675 |
1.9710 |
0.0035 |
0.2% |
1.9415 |
| Close |
1.9773 |
1.9728 |
-0.0045 |
-0.2% |
1.9778 |
| Range |
0.0120 |
0.0070 |
-0.0050 |
-41.7% |
0.0405 |
| ATR |
0.0130 |
0.0126 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
63,115 |
65,384 |
2,269 |
3.6% |
406,175 |
|
| Daily Pivots for day following 29-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9949 |
1.9909 |
1.9767 |
|
| R3 |
1.9879 |
1.9839 |
1.9747 |
|
| R2 |
1.9809 |
1.9809 |
1.9741 |
|
| R1 |
1.9769 |
1.9769 |
1.9734 |
1.9754 |
| PP |
1.9739 |
1.9739 |
1.9739 |
1.9732 |
| S1 |
1.9699 |
1.9699 |
1.9722 |
1.9684 |
| S2 |
1.9669 |
1.9669 |
1.9715 |
|
| S3 |
1.9599 |
1.9629 |
1.9709 |
|
| S4 |
1.9529 |
1.9559 |
1.9690 |
|
|
| 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 |
1.9675 |
0.0145 |
0.7% |
0.0071 |
0.4% |
37% |
False |
False |
67,384 |
| 10 |
1.9820 |
1.9373 |
0.0447 |
2.3% |
0.0087 |
0.4% |
79% |
False |
False |
71,384 |
| 20 |
1.9820 |
1.9345 |
0.0475 |
2.4% |
0.0088 |
0.4% |
81% |
False |
False |
80,182 |
| 40 |
1.9940 |
1.9345 |
0.0595 |
3.0% |
0.0097 |
0.5% |
64% |
False |
False |
84,289 |
| 60 |
2.0230 |
1.9345 |
0.0885 |
4.5% |
0.0106 |
0.5% |
43% |
False |
False |
76,378 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0084 |
0.4% |
50% |
False |
False |
57,402 |
| 100 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0068 |
0.3% |
50% |
False |
False |
45,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0078 |
|
2.618 |
1.9963 |
|
1.618 |
1.9893 |
|
1.000 |
1.9850 |
|
0.618 |
1.9823 |
|
HIGH |
1.9780 |
|
0.618 |
1.9753 |
|
0.500 |
1.9745 |
|
0.382 |
1.9737 |
|
LOW |
1.9710 |
|
0.618 |
1.9667 |
|
1.000 |
1.9640 |
|
1.618 |
1.9597 |
|
2.618 |
1.9527 |
|
4.250 |
1.9413 |
|
|
| Fisher Pivots for day following 29-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9745 |
1.9735 |
| PP |
1.9739 |
1.9733 |
| S1 |
1.9734 |
1.9730 |
|