CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 12-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2008 |
12-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9390 |
1.9496 |
0.0106 |
0.5% |
1.9574 |
| High |
1.9526 |
1.9508 |
-0.0018 |
-0.1% |
1.9600 |
| Low |
1.9345 |
1.9282 |
-0.0063 |
-0.3% |
1.9320 |
| Close |
1.9488 |
1.9337 |
-0.0151 |
-0.8% |
1.9564 |
| Range |
0.0181 |
0.0226 |
0.0045 |
24.9% |
0.0280 |
| ATR |
0.0150 |
0.0155 |
0.0005 |
3.6% |
0.0000 |
| Volume |
19,803 |
35,571 |
15,768 |
79.6% |
9,179 |
|
| Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0054 |
1.9921 |
1.9461 |
|
| R3 |
1.9828 |
1.9695 |
1.9399 |
|
| R2 |
1.9602 |
1.9602 |
1.9378 |
|
| R1 |
1.9469 |
1.9469 |
1.9358 |
1.9423 |
| PP |
1.9376 |
1.9376 |
1.9376 |
1.9352 |
| S1 |
1.9243 |
1.9243 |
1.9316 |
1.9197 |
| S2 |
1.9150 |
1.9150 |
1.9296 |
|
| S3 |
1.8924 |
1.9017 |
1.9275 |
|
| S4 |
1.8698 |
1.8791 |
1.9213 |
|
|
| 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 |
1.9282 |
0.0408 |
2.1% |
0.0212 |
1.1% |
13% |
False |
True |
16,993 |
| 10 |
1.9690 |
1.9282 |
0.0408 |
2.1% |
0.0169 |
0.9% |
13% |
False |
True |
9,211 |
| 20 |
1.9690 |
1.9263 |
0.0427 |
2.2% |
0.0143 |
0.7% |
17% |
False |
False |
4,733 |
| 40 |
1.9820 |
1.9196 |
0.0624 |
3.2% |
0.0143 |
0.7% |
23% |
False |
False |
2,438 |
| 60 |
1.9903 |
1.9196 |
0.0707 |
3.7% |
0.0126 |
0.6% |
20% |
False |
False |
1,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0469 |
|
2.618 |
2.0100 |
|
1.618 |
1.9874 |
|
1.000 |
1.9734 |
|
0.618 |
1.9648 |
|
HIGH |
1.9508 |
|
0.618 |
1.9422 |
|
0.500 |
1.9395 |
|
0.382 |
1.9368 |
|
LOW |
1.9282 |
|
0.618 |
1.9142 |
|
1.000 |
1.9056 |
|
1.618 |
1.8916 |
|
2.618 |
1.8690 |
|
4.250 |
1.8322 |
|
|
| Fisher Pivots for day following 12-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9395 |
1.9443 |
| PP |
1.9376 |
1.9408 |
| S1 |
1.9356 |
1.9372 |
|