CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 09-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2008 |
09-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9552 |
1.9790 |
0.0238 |
1.2% |
1.9582 |
| High |
1.9725 |
1.9792 |
0.0067 |
0.3% |
1.9725 |
| Low |
1.9505 |
1.9705 |
0.0200 |
1.0% |
1.9450 |
| Close |
1.9700 |
1.9739 |
0.0039 |
0.2% |
1.9700 |
| Range |
0.0220 |
0.0087 |
-0.0133 |
-60.5% |
0.0275 |
| ATR |
0.0139 |
0.0135 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
98,332 |
102,220 |
3,888 |
4.0% |
463,151 |
|
| Daily Pivots for day following 09-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0006 |
1.9960 |
1.9787 |
|
| R3 |
1.9919 |
1.9873 |
1.9763 |
|
| R2 |
1.9832 |
1.9832 |
1.9755 |
|
| R1 |
1.9786 |
1.9786 |
1.9747 |
1.9766 |
| PP |
1.9745 |
1.9745 |
1.9745 |
1.9735 |
| S1 |
1.9699 |
1.9699 |
1.9731 |
1.9679 |
| S2 |
1.9658 |
1.9658 |
1.9723 |
|
| S3 |
1.9571 |
1.9612 |
1.9715 |
|
| S4 |
1.9484 |
1.9525 |
1.9691 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0450 |
2.0350 |
1.9851 |
|
| R3 |
2.0175 |
2.0075 |
1.9776 |
|
| R2 |
1.9900 |
1.9900 |
1.9750 |
|
| R1 |
1.9800 |
1.9800 |
1.9725 |
1.9850 |
| PP |
1.9625 |
1.9625 |
1.9625 |
1.9650 |
| S1 |
1.9525 |
1.9525 |
1.9675 |
1.9575 |
| S2 |
1.9350 |
1.9350 |
1.9650 |
|
| S3 |
1.9075 |
1.9250 |
1.9624 |
|
| S4 |
1.8800 |
1.8975 |
1.9549 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9792 |
1.9450 |
0.0342 |
1.7% |
0.0127 |
0.6% |
85% |
True |
False |
97,600 |
| 10 |
1.9795 |
1.9450 |
0.0345 |
1.7% |
0.0108 |
0.5% |
84% |
False |
False |
81,691 |
| 20 |
1.9820 |
1.9345 |
0.0475 |
2.4% |
0.0097 |
0.5% |
83% |
False |
False |
78,995 |
| 40 |
1.9935 |
1.9345 |
0.0590 |
3.0% |
0.0101 |
0.5% |
67% |
False |
False |
86,727 |
| 60 |
2.0230 |
1.9345 |
0.0885 |
4.5% |
0.0106 |
0.5% |
45% |
False |
False |
85,247 |
| 80 |
2.0230 |
1.9275 |
0.0955 |
4.8% |
0.0093 |
0.5% |
49% |
False |
False |
65,357 |
| 100 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0076 |
0.4% |
51% |
False |
False |
52,344 |
| 120 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0064 |
0.3% |
51% |
False |
False |
43,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0162 |
|
2.618 |
2.0020 |
|
1.618 |
1.9933 |
|
1.000 |
1.9879 |
|
0.618 |
1.9846 |
|
HIGH |
1.9792 |
|
0.618 |
1.9759 |
|
0.500 |
1.9749 |
|
0.382 |
1.9738 |
|
LOW |
1.9705 |
|
0.618 |
1.9651 |
|
1.000 |
1.9618 |
|
1.618 |
1.9564 |
|
2.618 |
1.9477 |
|
4.250 |
1.9335 |
|
|
| Fisher Pivots for day following 09-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9749 |
1.9700 |
| PP |
1.9745 |
1.9660 |
| S1 |
1.9742 |
1.9621 |
|