CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 29-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2008 |
29-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9579 |
1.9637 |
0.0058 |
0.3% |
1.9392 |
| High |
1.9656 |
1.9649 |
-0.0007 |
0.0% |
1.9668 |
| Low |
1.9543 |
1.9521 |
-0.0022 |
-0.1% |
1.9271 |
| Close |
1.9633 |
1.9590 |
-0.0043 |
-0.2% |
1.9635 |
| Range |
0.0113 |
0.0128 |
0.0015 |
13.3% |
0.0397 |
| ATR |
0.0126 |
0.0126 |
0.0000 |
0.1% |
0.0000 |
| Volume |
136 |
480 |
344 |
252.9% |
1,384 |
|
| Daily Pivots for day following 29-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9971 |
1.9908 |
1.9660 |
|
| R3 |
1.9843 |
1.9780 |
1.9625 |
|
| R2 |
1.9715 |
1.9715 |
1.9613 |
|
| R1 |
1.9652 |
1.9652 |
1.9602 |
1.9620 |
| PP |
1.9587 |
1.9587 |
1.9587 |
1.9570 |
| S1 |
1.9524 |
1.9524 |
1.9578 |
1.9492 |
| S2 |
1.9459 |
1.9459 |
1.9567 |
|
| S3 |
1.9331 |
1.9396 |
1.9555 |
|
| S4 |
1.9203 |
1.9268 |
1.9520 |
|
|
| 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 |
1.9660 |
1.9521 |
0.0139 |
0.7% |
0.0091 |
0.5% |
50% |
False |
True |
255 |
| 10 |
1.9668 |
1.9263 |
0.0405 |
2.1% |
0.0117 |
0.6% |
81% |
False |
False |
256 |
| 20 |
1.9700 |
1.9196 |
0.0504 |
2.6% |
0.0118 |
0.6% |
78% |
False |
False |
216 |
| 40 |
1.9820 |
1.9196 |
0.0624 |
3.2% |
0.0128 |
0.7% |
63% |
False |
False |
139 |
| 60 |
2.0000 |
1.9196 |
0.0804 |
4.1% |
0.0108 |
0.6% |
49% |
False |
False |
113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0193 |
|
2.618 |
1.9984 |
|
1.618 |
1.9856 |
|
1.000 |
1.9777 |
|
0.618 |
1.9728 |
|
HIGH |
1.9649 |
|
0.618 |
1.9600 |
|
0.500 |
1.9585 |
|
0.382 |
1.9570 |
|
LOW |
1.9521 |
|
0.618 |
1.9442 |
|
1.000 |
1.9393 |
|
1.618 |
1.9314 |
|
2.618 |
1.9186 |
|
4.250 |
1.8977 |
|
|
| Fisher Pivots for day following 29-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9588 |
1.9590 |
| PP |
1.9587 |
1.9589 |
| S1 |
1.9585 |
1.9589 |
|