CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 05-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2008 |
05-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9469 |
1.9390 |
-0.0079 |
-0.4% |
1.9640 |
| High |
1.9469 |
1.9446 |
-0.0023 |
-0.1% |
1.9662 |
| Low |
1.9375 |
1.9320 |
-0.0055 |
-0.3% |
1.9521 |
| Close |
1.9398 |
1.9446 |
0.0048 |
0.2% |
1.9650 |
| Range |
0.0094 |
0.0126 |
0.0032 |
34.0% |
0.0141 |
| ATR |
0.0131 |
0.0130 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
1,819 |
3,370 |
1,551 |
85.3% |
1,354 |
|
| Daily Pivots for day following 05-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9782 |
1.9740 |
1.9515 |
|
| R3 |
1.9656 |
1.9614 |
1.9481 |
|
| R2 |
1.9530 |
1.9530 |
1.9469 |
|
| R1 |
1.9488 |
1.9488 |
1.9458 |
1.9509 |
| PP |
1.9404 |
1.9404 |
1.9404 |
1.9415 |
| S1 |
1.9362 |
1.9362 |
1.9434 |
1.9383 |
| S2 |
1.9278 |
1.9278 |
1.9423 |
|
| S3 |
1.9152 |
1.9236 |
1.9411 |
|
| S4 |
1.9026 |
1.9110 |
1.9377 |
|
|
| 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 |
1.9320 |
0.0342 |
1.8% |
0.0127 |
0.7% |
37% |
False |
True |
1,430 |
| 10 |
1.9662 |
1.9320 |
0.0342 |
1.8% |
0.0109 |
0.6% |
37% |
False |
True |
842 |
| 20 |
1.9668 |
1.9196 |
0.0472 |
2.4% |
0.0119 |
0.6% |
53% |
False |
False |
528 |
| 40 |
1.9820 |
1.9196 |
0.0624 |
3.2% |
0.0134 |
0.7% |
40% |
False |
False |
317 |
| 60 |
2.0000 |
1.9196 |
0.0804 |
4.1% |
0.0118 |
0.6% |
31% |
False |
False |
231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9982 |
|
2.618 |
1.9776 |
|
1.618 |
1.9650 |
|
1.000 |
1.9572 |
|
0.618 |
1.9524 |
|
HIGH |
1.9446 |
|
0.618 |
1.9398 |
|
0.500 |
1.9383 |
|
0.382 |
1.9368 |
|
LOW |
1.9320 |
|
0.618 |
1.9242 |
|
1.000 |
1.9194 |
|
1.618 |
1.9116 |
|
2.618 |
1.8990 |
|
4.250 |
1.8785 |
|
|
| Fisher Pivots for day following 05-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9425 |
1.9449 |
| PP |
1.9404 |
1.9448 |
| S1 |
1.9383 |
1.9447 |
|