CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 06-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2008 |
06-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9571 |
1.9531 |
-0.0040 |
-0.2% |
1.9596 |
| High |
1.9582 |
1.9571 |
-0.0011 |
-0.1% |
1.9740 |
| Low |
1.9500 |
1.9475 |
-0.0025 |
-0.1% |
1.9448 |
| Close |
1.9532 |
1.9544 |
0.0012 |
0.1% |
1.9556 |
| Range |
0.0082 |
0.0096 |
0.0014 |
17.1% |
0.0292 |
| ATR |
0.0145 |
0.0142 |
-0.0004 |
-2.4% |
0.0000 |
| Volume |
99 |
43 |
-56 |
-56.6% |
1,186 |
|
| Daily Pivots for day following 06-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9818 |
1.9777 |
1.9597 |
|
| R3 |
1.9722 |
1.9681 |
1.9570 |
|
| R2 |
1.9626 |
1.9626 |
1.9562 |
|
| R1 |
1.9585 |
1.9585 |
1.9553 |
1.9606 |
| PP |
1.9530 |
1.9530 |
1.9530 |
1.9540 |
| S1 |
1.9489 |
1.9489 |
1.9535 |
1.9510 |
| S2 |
1.9434 |
1.9434 |
1.9526 |
|
| S3 |
1.9338 |
1.9393 |
1.9518 |
|
| S4 |
1.9242 |
1.9297 |
1.9491 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0457 |
2.0299 |
1.9717 |
|
| R3 |
2.0165 |
2.0007 |
1.9636 |
|
| R2 |
1.9873 |
1.9873 |
1.9610 |
|
| R1 |
1.9715 |
1.9715 |
1.9583 |
1.9648 |
| PP |
1.9581 |
1.9581 |
1.9581 |
1.9548 |
| S1 |
1.9423 |
1.9423 |
1.9529 |
1.9356 |
| S2 |
1.9289 |
1.9289 |
1.9502 |
|
| S3 |
1.8997 |
1.9131 |
1.9476 |
|
| S4 |
1.8705 |
1.8839 |
1.9395 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9979 |
|
2.618 |
1.9822 |
|
1.618 |
1.9726 |
|
1.000 |
1.9667 |
|
0.618 |
1.9630 |
|
HIGH |
1.9571 |
|
0.618 |
1.9534 |
|
0.500 |
1.9523 |
|
0.382 |
1.9512 |
|
LOW |
1.9475 |
|
0.618 |
1.9416 |
|
1.000 |
1.9379 |
|
1.618 |
1.9320 |
|
2.618 |
1.9224 |
|
4.250 |
1.9067 |
|
|
| Fisher Pivots for day following 06-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9537 |
1.9588 |
| PP |
1.9530 |
1.9573 |
| S1 |
1.9523 |
1.9559 |
|