CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 02-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2008 |
02-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9710 |
1.9582 |
-0.0128 |
-0.6% |
1.9742 |
| High |
1.9795 |
1.9655 |
-0.0140 |
-0.7% |
1.9795 |
| Low |
1.9660 |
1.9580 |
-0.0080 |
-0.4% |
1.9660 |
| Close |
1.9788 |
1.9635 |
-0.0153 |
-0.8% |
1.9788 |
| Range |
0.0135 |
0.0075 |
-0.0060 |
-44.4% |
0.0135 |
| ATR |
0.0126 |
0.0132 |
0.0006 |
4.6% |
0.0000 |
| Volume |
72,277 |
77,371 |
5,094 |
7.0% |
251,545 |
|
| Daily Pivots for day following 02-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9848 |
1.9817 |
1.9676 |
|
| R3 |
1.9773 |
1.9742 |
1.9656 |
|
| R2 |
1.9698 |
1.9698 |
1.9649 |
|
| R1 |
1.9667 |
1.9667 |
1.9642 |
1.9683 |
| PP |
1.9623 |
1.9623 |
1.9623 |
1.9631 |
| S1 |
1.9592 |
1.9592 |
1.9628 |
1.9608 |
| S2 |
1.9548 |
1.9548 |
1.9621 |
|
| S3 |
1.9473 |
1.9517 |
1.9614 |
|
| S4 |
1.9398 |
1.9442 |
1.9594 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0153 |
2.0105 |
1.9862 |
|
| R3 |
2.0018 |
1.9970 |
1.9825 |
|
| R2 |
1.9883 |
1.9883 |
1.9813 |
|
| R1 |
1.9835 |
1.9835 |
1.9800 |
1.9859 |
| PP |
1.9748 |
1.9748 |
1.9748 |
1.9760 |
| S1 |
1.9700 |
1.9700 |
1.9776 |
1.9724 |
| S2 |
1.9613 |
1.9613 |
1.9763 |
|
| S3 |
1.9478 |
1.9565 |
1.9751 |
|
| S4 |
1.9343 |
1.9430 |
1.9714 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9795 |
1.9580 |
0.0215 |
1.1% |
0.0089 |
0.5% |
26% |
False |
True |
65,783 |
| 10 |
1.9820 |
1.9415 |
0.0405 |
2.1% |
0.0083 |
0.4% |
54% |
False |
False |
73,509 |
| 20 |
1.9820 |
1.9345 |
0.0475 |
2.4% |
0.0084 |
0.4% |
61% |
False |
False |
76,097 |
| 40 |
1.9935 |
1.9345 |
0.0590 |
3.0% |
0.0095 |
0.5% |
49% |
False |
False |
84,054 |
| 60 |
2.0230 |
1.9345 |
0.0885 |
4.5% |
0.0105 |
0.5% |
33% |
False |
False |
78,817 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0086 |
0.4% |
40% |
False |
False |
59,265 |
| 100 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0070 |
0.4% |
40% |
False |
False |
47,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9974 |
|
2.618 |
1.9851 |
|
1.618 |
1.9776 |
|
1.000 |
1.9730 |
|
0.618 |
1.9701 |
|
HIGH |
1.9655 |
|
0.618 |
1.9626 |
|
0.500 |
1.9618 |
|
0.382 |
1.9609 |
|
LOW |
1.9580 |
|
0.618 |
1.9534 |
|
1.000 |
1.9505 |
|
1.618 |
1.9459 |
|
2.618 |
1.9384 |
|
4.250 |
1.9261 |
|
|
| Fisher Pivots for day following 02-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9629 |
1.9688 |
| PP |
1.9623 |
1.9670 |
| S1 |
1.9618 |
1.9653 |
|