CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 12-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2008 |
12-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9339 |
1.9332 |
-0.0007 |
0.0% |
1.9571 |
| High |
1.9366 |
1.9438 |
0.0072 |
0.4% |
1.9582 |
| Low |
1.9282 |
1.9275 |
-0.0007 |
0.0% |
1.9282 |
| Close |
1.9337 |
1.9382 |
0.0045 |
0.2% |
1.9337 |
| Range |
0.0084 |
0.0163 |
0.0079 |
94.0% |
0.0300 |
| ATR |
0.0138 |
0.0140 |
0.0002 |
1.3% |
0.0000 |
| Volume |
83 |
35 |
-48 |
-57.8% |
463 |
|
| Daily Pivots for day following 12-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9854 |
1.9781 |
1.9472 |
|
| R3 |
1.9691 |
1.9618 |
1.9427 |
|
| R2 |
1.9528 |
1.9528 |
1.9412 |
|
| R1 |
1.9455 |
1.9455 |
1.9397 |
1.9492 |
| PP |
1.9365 |
1.9365 |
1.9365 |
1.9383 |
| S1 |
1.9292 |
1.9292 |
1.9367 |
1.9329 |
| S2 |
1.9202 |
1.9202 |
1.9352 |
|
| S3 |
1.9039 |
1.9129 |
1.9337 |
|
| S4 |
1.8876 |
1.8966 |
1.9292 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0300 |
2.0119 |
1.9502 |
|
| R3 |
2.0000 |
1.9819 |
1.9420 |
|
| R2 |
1.9700 |
1.9700 |
1.9392 |
|
| R1 |
1.9519 |
1.9519 |
1.9365 |
1.9460 |
| PP |
1.9400 |
1.9400 |
1.9400 |
1.9371 |
| S1 |
1.9219 |
1.9219 |
1.9310 |
1.9160 |
| S2 |
1.9100 |
1.9100 |
1.9282 |
|
| S3 |
1.8800 |
1.8919 |
1.9255 |
|
| S4 |
1.8500 |
1.8619 |
1.9172 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0131 |
|
2.618 |
1.9865 |
|
1.618 |
1.9702 |
|
1.000 |
1.9601 |
|
0.618 |
1.9539 |
|
HIGH |
1.9438 |
|
0.618 |
1.9376 |
|
0.500 |
1.9357 |
|
0.382 |
1.9337 |
|
LOW |
1.9275 |
|
0.618 |
1.9174 |
|
1.000 |
1.9112 |
|
1.618 |
1.9011 |
|
2.618 |
1.8848 |
|
4.250 |
1.8582 |
|
|
| Fisher Pivots for day following 12-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9374 |
1.9374 |
| PP |
1.9365 |
1.9365 |
| S1 |
1.9357 |
1.9357 |
|