CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 06-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2008 |
06-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9390 |
1.9426 |
0.0036 |
0.2% |
1.9574 |
| High |
1.9446 |
1.9588 |
0.0142 |
0.7% |
1.9600 |
| Low |
1.9320 |
1.9331 |
0.0011 |
0.1% |
1.9320 |
| Close |
1.9446 |
1.9564 |
0.0118 |
0.6% |
1.9564 |
| Range |
0.0126 |
0.0257 |
0.0131 |
104.0% |
0.0280 |
| ATR |
0.0130 |
0.0139 |
0.0009 |
6.9% |
0.0000 |
| Volume |
3,370 |
2,238 |
-1,132 |
-33.6% |
9,179 |
|
| Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0265 |
2.0172 |
1.9705 |
|
| R3 |
2.0008 |
1.9915 |
1.9635 |
|
| R2 |
1.9751 |
1.9751 |
1.9611 |
|
| R1 |
1.9658 |
1.9658 |
1.9588 |
1.9705 |
| PP |
1.9494 |
1.9494 |
1.9494 |
1.9518 |
| S1 |
1.9401 |
1.9401 |
1.9540 |
1.9448 |
| S2 |
1.9237 |
1.9237 |
1.9517 |
|
| S3 |
1.8980 |
1.9144 |
1.9493 |
|
| S4 |
1.8723 |
1.8887 |
1.9423 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0335 |
2.0229 |
1.9718 |
|
| R3 |
2.0055 |
1.9949 |
1.9641 |
|
| R2 |
1.9775 |
1.9775 |
1.9615 |
|
| R1 |
1.9669 |
1.9669 |
1.9590 |
1.9582 |
| PP |
1.9495 |
1.9495 |
1.9495 |
1.9451 |
| S1 |
1.9389 |
1.9389 |
1.9538 |
1.9302 |
| S2 |
1.9215 |
1.9215 |
1.9513 |
|
| S3 |
1.8935 |
1.9109 |
1.9487 |
|
| S4 |
1.8655 |
1.8829 |
1.9410 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9600 |
1.9320 |
0.0280 |
1.4% |
0.0153 |
0.8% |
87% |
False |
False |
1,835 |
| 10 |
1.9662 |
1.9320 |
0.0342 |
1.7% |
0.0128 |
0.7% |
71% |
False |
False |
1,053 |
| 20 |
1.9668 |
1.9196 |
0.0472 |
2.4% |
0.0127 |
0.7% |
78% |
False |
False |
636 |
| 40 |
1.9820 |
1.9196 |
0.0624 |
3.2% |
0.0139 |
0.7% |
59% |
False |
False |
372 |
| 60 |
2.0000 |
1.9196 |
0.0804 |
4.1% |
0.0122 |
0.6% |
46% |
False |
False |
268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0680 |
|
2.618 |
2.0261 |
|
1.618 |
2.0004 |
|
1.000 |
1.9845 |
|
0.618 |
1.9747 |
|
HIGH |
1.9588 |
|
0.618 |
1.9490 |
|
0.500 |
1.9460 |
|
0.382 |
1.9429 |
|
LOW |
1.9331 |
|
0.618 |
1.9172 |
|
1.000 |
1.9074 |
|
1.618 |
1.8915 |
|
2.618 |
1.8658 |
|
4.250 |
1.8239 |
|
|
| Fisher Pivots for day following 06-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9529 |
1.9527 |
| PP |
1.9494 |
1.9491 |
| S1 |
1.9460 |
1.9454 |
|