CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 12-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2008 |
12-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9600 |
1.9482 |
-0.0118 |
-0.6% |
1.9582 |
| High |
1.9660 |
1.9482 |
-0.0178 |
-0.9% |
1.9725 |
| Low |
1.9575 |
1.9435 |
-0.0140 |
-0.7% |
1.9450 |
| Close |
1.9624 |
1.9471 |
-0.0153 |
-0.8% |
1.9700 |
| Range |
0.0085 |
0.0047 |
-0.0038 |
-44.7% |
0.0275 |
| ATR |
0.0142 |
0.0145 |
0.0003 |
2.4% |
0.0000 |
| Volume |
107,418 |
96,241 |
-11,177 |
-10.4% |
463,151 |
|
| Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9604 |
1.9584 |
1.9497 |
|
| R3 |
1.9557 |
1.9537 |
1.9484 |
|
| R2 |
1.9510 |
1.9510 |
1.9480 |
|
| R1 |
1.9490 |
1.9490 |
1.9475 |
1.9477 |
| PP |
1.9463 |
1.9463 |
1.9463 |
1.9456 |
| S1 |
1.9443 |
1.9443 |
1.9467 |
1.9430 |
| S2 |
1.9416 |
1.9416 |
1.9462 |
|
| S3 |
1.9369 |
1.9396 |
1.9458 |
|
| S4 |
1.9322 |
1.9349 |
1.9445 |
|
|
| 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 |
1.9435 |
0.0357 |
1.8% |
0.0100 |
0.5% |
10% |
False |
True |
103,795 |
| 10 |
1.9795 |
1.9435 |
0.0360 |
1.8% |
0.0104 |
0.5% |
10% |
False |
True |
95,607 |
| 20 |
1.9820 |
1.9373 |
0.0447 |
2.3% |
0.0095 |
0.5% |
22% |
False |
False |
83,496 |
| 40 |
1.9935 |
1.9345 |
0.0590 |
3.0% |
0.0098 |
0.5% |
21% |
False |
False |
88,421 |
| 60 |
2.0060 |
1.9345 |
0.0715 |
3.7% |
0.0103 |
0.5% |
18% |
False |
False |
85,902 |
| 80 |
2.0230 |
1.9275 |
0.0955 |
4.9% |
0.0096 |
0.5% |
21% |
False |
False |
69,329 |
| 100 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0078 |
0.4% |
24% |
False |
False |
55,510 |
| 120 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0065 |
0.3% |
24% |
False |
False |
46,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9682 |
|
2.618 |
1.9605 |
|
1.618 |
1.9558 |
|
1.000 |
1.9529 |
|
0.618 |
1.9511 |
|
HIGH |
1.9482 |
|
0.618 |
1.9464 |
|
0.500 |
1.9459 |
|
0.382 |
1.9453 |
|
LOW |
1.9435 |
|
0.618 |
1.9406 |
|
1.000 |
1.9388 |
|
1.618 |
1.9359 |
|
2.618 |
1.9312 |
|
4.250 |
1.9235 |
|
|
| Fisher Pivots for day following 12-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9467 |
1.9548 |
| PP |
1.9463 |
1.9522 |
| S1 |
1.9459 |
1.9497 |
|