CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 28-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2008 |
28-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9640 |
1.9579 |
-0.0061 |
-0.3% |
1.9392 |
| High |
1.9654 |
1.9656 |
0.0002 |
0.0% |
1.9668 |
| Low |
1.9550 |
1.9543 |
-0.0007 |
0.0% |
1.9271 |
| Close |
1.9589 |
1.9633 |
0.0044 |
0.2% |
1.9635 |
| Range |
0.0104 |
0.0113 |
0.0009 |
8.7% |
0.0397 |
| ATR |
0.0127 |
0.0126 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
399 |
136 |
-263 |
-65.9% |
1,384 |
|
| Daily Pivots for day following 28-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9950 |
1.9904 |
1.9695 |
|
| R3 |
1.9837 |
1.9791 |
1.9664 |
|
| R2 |
1.9724 |
1.9724 |
1.9654 |
|
| R1 |
1.9678 |
1.9678 |
1.9643 |
1.9701 |
| PP |
1.9611 |
1.9611 |
1.9611 |
1.9622 |
| S1 |
1.9565 |
1.9565 |
1.9623 |
1.9588 |
| S2 |
1.9498 |
1.9498 |
1.9612 |
|
| S3 |
1.9385 |
1.9452 |
1.9602 |
|
| S4 |
1.9272 |
1.9339 |
1.9571 |
|
|
| 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 |
1.9535 |
0.0133 |
0.7% |
0.0092 |
0.5% |
74% |
False |
False |
168 |
| 10 |
1.9668 |
1.9254 |
0.0414 |
2.1% |
0.0110 |
0.6% |
92% |
False |
False |
243 |
| 20 |
1.9715 |
1.9196 |
0.0519 |
2.6% |
0.0120 |
0.6% |
84% |
False |
False |
201 |
| 40 |
1.9820 |
1.9196 |
0.0624 |
3.2% |
0.0129 |
0.7% |
70% |
False |
False |
127 |
| 60 |
2.0000 |
1.9196 |
0.0804 |
4.1% |
0.0108 |
0.5% |
54% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0136 |
|
2.618 |
1.9952 |
|
1.618 |
1.9839 |
|
1.000 |
1.9769 |
|
0.618 |
1.9726 |
|
HIGH |
1.9656 |
|
0.618 |
1.9613 |
|
0.500 |
1.9600 |
|
0.382 |
1.9586 |
|
LOW |
1.9543 |
|
0.618 |
1.9473 |
|
1.000 |
1.9430 |
|
1.618 |
1.9360 |
|
2.618 |
1.9247 |
|
4.250 |
1.9063 |
|
|
| Fisher Pivots for day following 28-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9622 |
1.9622 |
| PP |
1.9611 |
1.9611 |
| S1 |
1.9600 |
1.9600 |
|