CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 02-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2008 |
02-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9584 |
1.9574 |
-0.0010 |
-0.1% |
1.9640 |
| High |
1.9662 |
1.9600 |
-0.0062 |
-0.3% |
1.9662 |
| Low |
1.9534 |
1.9439 |
-0.0095 |
-0.5% |
1.9521 |
| Close |
1.9650 |
1.9497 |
-0.0153 |
-0.8% |
1.9650 |
| Range |
0.0128 |
0.0161 |
0.0033 |
25.8% |
0.0141 |
| ATR |
0.0126 |
0.0132 |
0.0006 |
4.8% |
0.0000 |
| Volume |
209 |
452 |
243 |
116.3% |
1,354 |
|
| Daily Pivots for day following 02-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9995 |
1.9907 |
1.9586 |
|
| R3 |
1.9834 |
1.9746 |
1.9541 |
|
| R2 |
1.9673 |
1.9673 |
1.9527 |
|
| R1 |
1.9585 |
1.9585 |
1.9512 |
1.9549 |
| PP |
1.9512 |
1.9512 |
1.9512 |
1.9494 |
| S1 |
1.9424 |
1.9424 |
1.9482 |
1.9388 |
| S2 |
1.9351 |
1.9351 |
1.9467 |
|
| S3 |
1.9190 |
1.9263 |
1.9453 |
|
| S4 |
1.9029 |
1.9102 |
1.9408 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0034 |
1.9983 |
1.9728 |
|
| R3 |
1.9893 |
1.9842 |
1.9689 |
|
| R2 |
1.9752 |
1.9752 |
1.9676 |
|
| R1 |
1.9701 |
1.9701 |
1.9663 |
1.9727 |
| PP |
1.9611 |
1.9611 |
1.9611 |
1.9624 |
| S1 |
1.9560 |
1.9560 |
1.9637 |
1.9586 |
| S2 |
1.9470 |
1.9470 |
1.9624 |
|
| S3 |
1.9329 |
1.9419 |
1.9611 |
|
| S4 |
1.9188 |
1.9278 |
1.9572 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9662 |
1.9439 |
0.0223 |
1.1% |
0.0127 |
0.7% |
26% |
False |
True |
335 |
| 10 |
1.9668 |
1.9339 |
0.0329 |
1.7% |
0.0114 |
0.6% |
48% |
False |
False |
293 |
| 20 |
1.9668 |
1.9196 |
0.0472 |
2.4% |
0.0119 |
0.6% |
64% |
False |
False |
218 |
| 40 |
1.9820 |
1.9196 |
0.0624 |
3.2% |
0.0135 |
0.7% |
48% |
False |
False |
155 |
| 60 |
2.0000 |
1.9196 |
0.0804 |
4.1% |
0.0112 |
0.6% |
37% |
False |
False |
123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0284 |
|
2.618 |
2.0021 |
|
1.618 |
1.9860 |
|
1.000 |
1.9761 |
|
0.618 |
1.9699 |
|
HIGH |
1.9600 |
|
0.618 |
1.9538 |
|
0.500 |
1.9520 |
|
0.382 |
1.9501 |
|
LOW |
1.9439 |
|
0.618 |
1.9340 |
|
1.000 |
1.9278 |
|
1.618 |
1.9179 |
|
2.618 |
1.9018 |
|
4.250 |
1.8755 |
|
|
| Fisher Pivots for day following 02-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9520 |
1.9551 |
| PP |
1.9512 |
1.9533 |
| S1 |
1.9505 |
1.9515 |
|