CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 27-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2008 |
27-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9640 |
1.9640 |
0.0000 |
0.0% |
1.9392 |
| High |
1.9644 |
1.9654 |
0.0010 |
0.1% |
1.9668 |
| Low |
1.9596 |
1.9550 |
-0.0046 |
-0.2% |
1.9271 |
| Close |
1.9644 |
1.9589 |
-0.0055 |
-0.3% |
1.9635 |
| Range |
0.0048 |
0.0104 |
0.0056 |
116.7% |
0.0397 |
| ATR |
0.0128 |
0.0127 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
130 |
399 |
269 |
206.9% |
1,384 |
|
| Daily Pivots for day following 27-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9910 |
1.9853 |
1.9646 |
|
| R3 |
1.9806 |
1.9749 |
1.9618 |
|
| R2 |
1.9702 |
1.9702 |
1.9608 |
|
| R1 |
1.9645 |
1.9645 |
1.9599 |
1.9622 |
| PP |
1.9598 |
1.9598 |
1.9598 |
1.9586 |
| S1 |
1.9541 |
1.9541 |
1.9579 |
1.9518 |
| S2 |
1.9494 |
1.9494 |
1.9570 |
|
| S3 |
1.9390 |
1.9437 |
1.9560 |
|
| S4 |
1.9286 |
1.9333 |
1.9532 |
|
|
| 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 |
1.9446 |
0.0222 |
1.1% |
0.0085 |
0.4% |
64% |
False |
False |
215 |
| 10 |
1.9668 |
1.9196 |
0.0472 |
2.4% |
0.0107 |
0.5% |
83% |
False |
False |
259 |
| 20 |
1.9715 |
1.9196 |
0.0519 |
2.6% |
0.0127 |
0.6% |
76% |
False |
False |
197 |
| 40 |
1.9820 |
1.9196 |
0.0624 |
3.2% |
0.0126 |
0.6% |
63% |
False |
False |
125 |
| 60 |
2.0000 |
1.9196 |
0.0804 |
4.1% |
0.0106 |
0.5% |
49% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0096 |
|
2.618 |
1.9926 |
|
1.618 |
1.9822 |
|
1.000 |
1.9758 |
|
0.618 |
1.9718 |
|
HIGH |
1.9654 |
|
0.618 |
1.9614 |
|
0.500 |
1.9602 |
|
0.382 |
1.9590 |
|
LOW |
1.9550 |
|
0.618 |
1.9486 |
|
1.000 |
1.9446 |
|
1.618 |
1.9382 |
|
2.618 |
1.9278 |
|
4.250 |
1.9108 |
|
|
| Fisher Pivots for day following 27-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9602 |
1.9605 |
| PP |
1.9598 |
1.9600 |
| S1 |
1.9593 |
1.9594 |
|