CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 26-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2008 |
26-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9608 |
1.9640 |
0.0032 |
0.2% |
1.9392 |
| High |
1.9660 |
1.9644 |
-0.0016 |
-0.1% |
1.9668 |
| Low |
1.9600 |
1.9596 |
-0.0004 |
0.0% |
1.9271 |
| Close |
1.9635 |
1.9644 |
0.0009 |
0.0% |
1.9635 |
| Range |
0.0060 |
0.0048 |
-0.0012 |
-20.0% |
0.0397 |
| ATR |
0.0134 |
0.0128 |
-0.0006 |
-4.6% |
0.0000 |
| Volume |
130 |
130 |
0 |
0.0% |
1,384 |
|
| Daily Pivots for day following 26-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9772 |
1.9756 |
1.9670 |
|
| R3 |
1.9724 |
1.9708 |
1.9657 |
|
| R2 |
1.9676 |
1.9676 |
1.9653 |
|
| R1 |
1.9660 |
1.9660 |
1.9648 |
1.9668 |
| PP |
1.9628 |
1.9628 |
1.9628 |
1.9632 |
| S1 |
1.9612 |
1.9612 |
1.9640 |
1.9620 |
| S2 |
1.9580 |
1.9580 |
1.9635 |
|
| S3 |
1.9532 |
1.9564 |
1.9631 |
|
| S4 |
1.9484 |
1.9516 |
1.9618 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0716 |
2.0572 |
1.9853 |
|
| R3 |
2.0319 |
2.0175 |
1.9744 |
|
| R2 |
1.9922 |
1.9922 |
1.9708 |
|
| R1 |
1.9778 |
1.9778 |
1.9671 |
1.9850 |
| PP |
1.9525 |
1.9525 |
1.9525 |
1.9561 |
| S1 |
1.9381 |
1.9381 |
1.9599 |
1.9453 |
| S2 |
1.9128 |
1.9128 |
1.9562 |
|
| S3 |
1.8731 |
1.8984 |
1.9526 |
|
| S4 |
1.8334 |
1.8587 |
1.9417 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9668 |
1.9339 |
0.0329 |
1.7% |
0.0102 |
0.5% |
93% |
False |
False |
252 |
| 10 |
1.9668 |
1.9196 |
0.0472 |
2.4% |
0.0115 |
0.6% |
95% |
False |
False |
229 |
| 20 |
1.9715 |
1.9196 |
0.0519 |
2.6% |
0.0130 |
0.7% |
86% |
False |
False |
179 |
| 40 |
1.9820 |
1.9196 |
0.0624 |
3.2% |
0.0125 |
0.6% |
72% |
False |
False |
115 |
| 60 |
2.0000 |
1.9196 |
0.0804 |
4.1% |
0.0106 |
0.5% |
56% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9848 |
|
2.618 |
1.9770 |
|
1.618 |
1.9722 |
|
1.000 |
1.9692 |
|
0.618 |
1.9674 |
|
HIGH |
1.9644 |
|
0.618 |
1.9626 |
|
0.500 |
1.9620 |
|
0.382 |
1.9614 |
|
LOW |
1.9596 |
|
0.618 |
1.9566 |
|
1.000 |
1.9548 |
|
1.618 |
1.9518 |
|
2.618 |
1.9470 |
|
4.250 |
1.9392 |
|
|
| Fisher Pivots for day following 26-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9636 |
1.9630 |
| PP |
1.9628 |
1.9616 |
| S1 |
1.9620 |
1.9602 |
|