CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 15-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2008 |
15-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9282 |
1.9291 |
0.0009 |
0.0% |
1.9571 |
| High |
1.9283 |
1.9308 |
0.0025 |
0.1% |
1.9582 |
| Low |
1.9196 |
1.9254 |
0.0058 |
0.3% |
1.9282 |
| Close |
1.9255 |
1.9268 |
0.0013 |
0.1% |
1.9337 |
| Range |
0.0087 |
0.0054 |
-0.0033 |
-37.9% |
0.0300 |
| ATR |
0.0139 |
0.0133 |
-0.0006 |
-4.4% |
0.0000 |
| Volume |
293 |
357 |
64 |
21.8% |
463 |
|
| Daily Pivots for day following 15-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9439 |
1.9407 |
1.9298 |
|
| R3 |
1.9385 |
1.9353 |
1.9283 |
|
| R2 |
1.9331 |
1.9331 |
1.9278 |
|
| R1 |
1.9299 |
1.9299 |
1.9273 |
1.9288 |
| PP |
1.9277 |
1.9277 |
1.9277 |
1.9271 |
| S1 |
1.9245 |
1.9245 |
1.9263 |
1.9234 |
| S2 |
1.9223 |
1.9223 |
1.9258 |
|
| S3 |
1.9169 |
1.9191 |
1.9253 |
|
| S4 |
1.9115 |
1.9137 |
1.9238 |
|
|
| 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 |
1.9538 |
|
2.618 |
1.9449 |
|
1.618 |
1.9395 |
|
1.000 |
1.9362 |
|
0.618 |
1.9341 |
|
HIGH |
1.9308 |
|
0.618 |
1.9287 |
|
0.500 |
1.9281 |
|
0.382 |
1.9275 |
|
LOW |
1.9254 |
|
0.618 |
1.9221 |
|
1.000 |
1.9200 |
|
1.618 |
1.9167 |
|
2.618 |
1.9113 |
|
4.250 |
1.9025 |
|
|
| Fisher Pivots for day following 15-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9281 |
1.9308 |
| PP |
1.9277 |
1.9295 |
| S1 |
1.9272 |
1.9281 |
|