CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 20-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2008 |
20-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9392 |
1.9339 |
-0.0053 |
-0.3% |
1.9332 |
| High |
1.9435 |
1.9530 |
0.0095 |
0.5% |
1.9438 |
| Low |
1.9271 |
1.9339 |
0.0068 |
0.4% |
1.9196 |
| Close |
1.9295 |
1.9490 |
0.0195 |
1.0% |
1.9373 |
| Range |
0.0164 |
0.0191 |
0.0027 |
16.5% |
0.0242 |
| ATR |
0.0136 |
0.0143 |
0.0007 |
5.2% |
0.0000 |
| Volume |
254 |
582 |
328 |
129.1% |
812 |
|
| Daily Pivots for day following 20-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0026 |
1.9949 |
1.9595 |
|
| R3 |
1.9835 |
1.9758 |
1.9543 |
|
| R2 |
1.9644 |
1.9644 |
1.9525 |
|
| R1 |
1.9567 |
1.9567 |
1.9508 |
1.9606 |
| PP |
1.9453 |
1.9453 |
1.9453 |
1.9472 |
| S1 |
1.9376 |
1.9376 |
1.9472 |
1.9415 |
| S2 |
1.9262 |
1.9262 |
1.9455 |
|
| S3 |
1.9071 |
1.9185 |
1.9437 |
|
| S4 |
1.8880 |
1.8994 |
1.9385 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0062 |
1.9959 |
1.9506 |
|
| R3 |
1.9820 |
1.9717 |
1.9440 |
|
| R2 |
1.9578 |
1.9578 |
1.9417 |
|
| R1 |
1.9475 |
1.9475 |
1.9395 |
1.9527 |
| PP |
1.9336 |
1.9336 |
1.9336 |
1.9361 |
| S1 |
1.9233 |
1.9233 |
1.9351 |
1.9285 |
| S2 |
1.9094 |
1.9094 |
1.9329 |
|
| S3 |
1.8852 |
1.8991 |
1.9306 |
|
| S4 |
1.8610 |
1.8749 |
1.9240 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9530 |
1.9196 |
0.0334 |
1.7% |
0.0129 |
0.7% |
88% |
True |
False |
303 |
| 10 |
1.9530 |
1.9196 |
0.0334 |
1.7% |
0.0134 |
0.7% |
88% |
True |
False |
196 |
| 20 |
1.9748 |
1.9196 |
0.0552 |
2.8% |
0.0144 |
0.7% |
53% |
False |
False |
171 |
| 40 |
1.9903 |
1.9196 |
0.0707 |
3.6% |
0.0127 |
0.7% |
42% |
False |
False |
110 |
| 60 |
2.0000 |
1.9196 |
0.0804 |
4.1% |
0.0104 |
0.5% |
37% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0342 |
|
2.618 |
2.0030 |
|
1.618 |
1.9839 |
|
1.000 |
1.9721 |
|
0.618 |
1.9648 |
|
HIGH |
1.9530 |
|
0.618 |
1.9457 |
|
0.500 |
1.9435 |
|
0.382 |
1.9412 |
|
LOW |
1.9339 |
|
0.618 |
1.9221 |
|
1.000 |
1.9148 |
|
1.618 |
1.9030 |
|
2.618 |
1.8839 |
|
4.250 |
1.8527 |
|
|
| Fisher Pivots for day following 20-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9472 |
1.9459 |
| PP |
1.9453 |
1.9428 |
| S1 |
1.9435 |
1.9397 |
|