CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 10-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2008 |
10-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9575 |
1.9597 |
0.0022 |
0.1% |
1.9574 |
| High |
1.9690 |
1.9604 |
-0.0086 |
-0.4% |
1.9600 |
| Low |
1.9529 |
1.9371 |
-0.0158 |
-0.8% |
1.9320 |
| Close |
1.9598 |
1.9384 |
-0.0214 |
-1.1% |
1.9564 |
| Range |
0.0161 |
0.0233 |
0.0072 |
44.7% |
0.0280 |
| ATR |
0.0141 |
0.0147 |
0.0007 |
4.7% |
0.0000 |
| Volume |
8,014 |
19,341 |
11,327 |
141.3% |
9,179 |
|
| Daily Pivots for day following 10-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0152 |
2.0001 |
1.9512 |
|
| R3 |
1.9919 |
1.9768 |
1.9448 |
|
| R2 |
1.9686 |
1.9686 |
1.9427 |
|
| R1 |
1.9535 |
1.9535 |
1.9405 |
1.9494 |
| PP |
1.9453 |
1.9453 |
1.9453 |
1.9433 |
| S1 |
1.9302 |
1.9302 |
1.9363 |
1.9261 |
| S2 |
1.9220 |
1.9220 |
1.9341 |
|
| S3 |
1.8987 |
1.9069 |
1.9320 |
|
| S4 |
1.8754 |
1.8836 |
1.9256 |
|
|
| 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% |
0.0174 |
0.9% |
17% |
False |
False |
6,956 |
| 10 |
1.9690 |
1.9320 |
0.0370 |
1.9% |
0.0153 |
0.8% |
17% |
False |
False |
3,735 |
| 20 |
1.9690 |
1.9196 |
0.0494 |
2.5% |
0.0130 |
0.7% |
38% |
False |
False |
1,997 |
| 40 |
1.9820 |
1.9196 |
0.0624 |
3.2% |
0.0141 |
0.7% |
30% |
False |
False |
1,055 |
| 60 |
1.9903 |
1.9196 |
0.0707 |
3.6% |
0.0124 |
0.6% |
27% |
False |
False |
724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0594 |
|
2.618 |
2.0214 |
|
1.618 |
1.9981 |
|
1.000 |
1.9837 |
|
0.618 |
1.9748 |
|
HIGH |
1.9604 |
|
0.618 |
1.9515 |
|
0.500 |
1.9488 |
|
0.382 |
1.9460 |
|
LOW |
1.9371 |
|
0.618 |
1.9227 |
|
1.000 |
1.9138 |
|
1.618 |
1.8994 |
|
2.618 |
1.8761 |
|
4.250 |
1.8381 |
|
|
| Fisher Pivots for day following 10-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9488 |
1.9511 |
| PP |
1.9453 |
1.9468 |
| S1 |
1.9419 |
1.9426 |
|