CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 09-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2008 |
09-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9426 |
1.9575 |
0.0149 |
0.8% |
1.9574 |
| High |
1.9588 |
1.9690 |
0.0102 |
0.5% |
1.9600 |
| Low |
1.9331 |
1.9529 |
0.0198 |
1.0% |
1.9320 |
| Close |
1.9564 |
1.9598 |
0.0034 |
0.2% |
1.9564 |
| Range |
0.0257 |
0.0161 |
-0.0096 |
-37.4% |
0.0280 |
| ATR |
0.0139 |
0.0141 |
0.0002 |
1.1% |
0.0000 |
| Volume |
2,238 |
8,014 |
5,776 |
258.1% |
9,179 |
|
| Daily Pivots for day following 09-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0089 |
2.0004 |
1.9687 |
|
| R3 |
1.9928 |
1.9843 |
1.9642 |
|
| R2 |
1.9767 |
1.9767 |
1.9628 |
|
| R1 |
1.9682 |
1.9682 |
1.9613 |
1.9725 |
| PP |
1.9606 |
1.9606 |
1.9606 |
1.9627 |
| S1 |
1.9521 |
1.9521 |
1.9583 |
1.9564 |
| S2 |
1.9445 |
1.9445 |
1.9568 |
|
| S3 |
1.9284 |
1.9360 |
1.9554 |
|
| S4 |
1.9123 |
1.9199 |
1.9509 |
|
|
| 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 |
1.9690 |
1.9320 |
0.0370 |
1.9% |
0.0153 |
0.8% |
75% |
True |
False |
3,348 |
| 10 |
1.9690 |
1.9320 |
0.0370 |
1.9% |
0.0140 |
0.7% |
75% |
True |
False |
1,841 |
| 20 |
1.9690 |
1.9196 |
0.0494 |
2.5% |
0.0127 |
0.6% |
81% |
True |
False |
1,035 |
| 40 |
1.9820 |
1.9196 |
0.0624 |
3.2% |
0.0138 |
0.7% |
64% |
False |
False |
572 |
| 60 |
1.9903 |
1.9196 |
0.0707 |
3.6% |
0.0124 |
0.6% |
57% |
False |
False |
401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0374 |
|
2.618 |
2.0111 |
|
1.618 |
1.9950 |
|
1.000 |
1.9851 |
|
0.618 |
1.9789 |
|
HIGH |
1.9690 |
|
0.618 |
1.9628 |
|
0.500 |
1.9610 |
|
0.382 |
1.9591 |
|
LOW |
1.9529 |
|
0.618 |
1.9430 |
|
1.000 |
1.9368 |
|
1.618 |
1.9269 |
|
2.618 |
1.9108 |
|
4.250 |
1.8845 |
|
|
| Fisher Pivots for day following 09-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9610 |
1.9567 |
| PP |
1.9606 |
1.9536 |
| S1 |
1.9602 |
1.9505 |
|