CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 03-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2008 |
03-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9582 |
1.9698 |
0.0116 |
0.6% |
1.9742 |
| High |
1.9655 |
1.9725 |
0.0070 |
0.4% |
1.9795 |
| Low |
1.9580 |
1.9585 |
0.0005 |
0.0% |
1.9660 |
| Close |
1.9635 |
1.9632 |
-0.0003 |
0.0% |
1.9788 |
| Range |
0.0075 |
0.0140 |
0.0065 |
86.7% |
0.0135 |
| ATR |
0.0132 |
0.0133 |
0.0001 |
0.4% |
0.0000 |
| Volume |
77,371 |
105,787 |
28,416 |
36.7% |
251,545 |
|
| Daily Pivots for day following 03-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0067 |
1.9990 |
1.9709 |
|
| R3 |
1.9927 |
1.9850 |
1.9671 |
|
| R2 |
1.9787 |
1.9787 |
1.9658 |
|
| R1 |
1.9710 |
1.9710 |
1.9645 |
1.9679 |
| PP |
1.9647 |
1.9647 |
1.9647 |
1.9632 |
| S1 |
1.9570 |
1.9570 |
1.9619 |
1.9539 |
| S2 |
1.9507 |
1.9507 |
1.9606 |
|
| S3 |
1.9367 |
1.9430 |
1.9594 |
|
| S4 |
1.9227 |
1.9290 |
1.9555 |
|
|
| 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% |
0.0108 |
0.6% |
24% |
False |
False |
76,786 |
| 10 |
1.9820 |
1.9575 |
0.0245 |
1.2% |
0.0088 |
0.4% |
23% |
False |
False |
75,735 |
| 20 |
1.9820 |
1.9345 |
0.0475 |
2.4% |
0.0087 |
0.4% |
60% |
False |
False |
75,426 |
| 40 |
1.9935 |
1.9345 |
0.0590 |
3.0% |
0.0096 |
0.5% |
49% |
False |
False |
84,799 |
| 60 |
2.0230 |
1.9345 |
0.0885 |
4.5% |
0.0106 |
0.5% |
32% |
False |
False |
80,518 |
| 80 |
2.0230 |
1.9275 |
0.0955 |
4.9% |
0.0087 |
0.4% |
37% |
False |
False |
60,586 |
| 100 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0071 |
0.4% |
40% |
False |
False |
48,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0320 |
|
2.618 |
2.0092 |
|
1.618 |
1.9952 |
|
1.000 |
1.9865 |
|
0.618 |
1.9812 |
|
HIGH |
1.9725 |
|
0.618 |
1.9672 |
|
0.500 |
1.9655 |
|
0.382 |
1.9638 |
|
LOW |
1.9585 |
|
0.618 |
1.9498 |
|
1.000 |
1.9445 |
|
1.618 |
1.9358 |
|
2.618 |
1.9218 |
|
4.250 |
1.8990 |
|
|
| Fisher Pivots for day following 03-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9655 |
1.9688 |
| PP |
1.9647 |
1.9669 |
| S1 |
1.9640 |
1.9651 |
|