CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 04-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2008 |
04-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9498 |
1.9469 |
-0.0029 |
-0.1% |
1.9640 |
| High |
1.9578 |
1.9469 |
-0.0109 |
-0.6% |
1.9662 |
| Low |
1.9453 |
1.9375 |
-0.0078 |
-0.4% |
1.9521 |
| Close |
1.9494 |
1.9398 |
-0.0096 |
-0.5% |
1.9650 |
| Range |
0.0125 |
0.0094 |
-0.0031 |
-24.8% |
0.0141 |
| ATR |
0.0132 |
0.0131 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
1,300 |
1,819 |
519 |
39.9% |
1,354 |
|
| Daily Pivots for day following 04-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9696 |
1.9641 |
1.9450 |
|
| R3 |
1.9602 |
1.9547 |
1.9424 |
|
| R2 |
1.9508 |
1.9508 |
1.9415 |
|
| R1 |
1.9453 |
1.9453 |
1.9407 |
1.9434 |
| PP |
1.9414 |
1.9414 |
1.9414 |
1.9404 |
| S1 |
1.9359 |
1.9359 |
1.9389 |
1.9340 |
| S2 |
1.9320 |
1.9320 |
1.9381 |
|
| S3 |
1.9226 |
1.9265 |
1.9372 |
|
| S4 |
1.9132 |
1.9171 |
1.9346 |
|
|
| 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 |
1.9375 |
0.0287 |
1.5% |
0.0127 |
0.7% |
8% |
False |
True |
852 |
| 10 |
1.9668 |
1.9375 |
0.0293 |
1.5% |
0.0109 |
0.6% |
8% |
False |
True |
510 |
| 20 |
1.9668 |
1.9196 |
0.0472 |
2.4% |
0.0116 |
0.6% |
43% |
False |
False |
368 |
| 40 |
1.9820 |
1.9196 |
0.0624 |
3.2% |
0.0134 |
0.7% |
32% |
False |
False |
233 |
| 60 |
2.0000 |
1.9196 |
0.0804 |
4.1% |
0.0115 |
0.6% |
25% |
False |
False |
174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9869 |
|
2.618 |
1.9715 |
|
1.618 |
1.9621 |
|
1.000 |
1.9563 |
|
0.618 |
1.9527 |
|
HIGH |
1.9469 |
|
0.618 |
1.9433 |
|
0.500 |
1.9422 |
|
0.382 |
1.9411 |
|
LOW |
1.9375 |
|
0.618 |
1.9317 |
|
1.000 |
1.9281 |
|
1.618 |
1.9223 |
|
2.618 |
1.9129 |
|
4.250 |
1.8976 |
|
|
| Fisher Pivots for day following 04-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9422 |
1.9488 |
| PP |
1.9414 |
1.9458 |
| S1 |
1.9406 |
1.9428 |
|