CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 13-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2008 |
13-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9496 |
1.9321 |
-0.0175 |
-0.9% |
1.9575 |
| High |
1.9508 |
1.9382 |
-0.0126 |
-0.6% |
1.9690 |
| Low |
1.9282 |
1.9276 |
-0.0006 |
0.0% |
1.9276 |
| Close |
1.9337 |
1.9333 |
-0.0004 |
0.0% |
1.9333 |
| Range |
0.0226 |
0.0106 |
-0.0120 |
-53.1% |
0.0414 |
| ATR |
0.0155 |
0.0152 |
-0.0004 |
-2.3% |
0.0000 |
| Volume |
35,571 |
65,809 |
30,238 |
85.0% |
148,538 |
|
| Daily Pivots for day following 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9648 |
1.9597 |
1.9391 |
|
| R3 |
1.9542 |
1.9491 |
1.9362 |
|
| R2 |
1.9436 |
1.9436 |
1.9352 |
|
| R1 |
1.9385 |
1.9385 |
1.9343 |
1.9411 |
| PP |
1.9330 |
1.9330 |
1.9330 |
1.9343 |
| S1 |
1.9279 |
1.9279 |
1.9323 |
1.9305 |
| S2 |
1.9224 |
1.9224 |
1.9314 |
|
| S3 |
1.9118 |
1.9173 |
1.9304 |
|
| S4 |
1.9012 |
1.9067 |
1.9275 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0675 |
2.0418 |
1.9561 |
|
| R3 |
2.0261 |
2.0004 |
1.9447 |
|
| R2 |
1.9847 |
1.9847 |
1.9409 |
|
| R1 |
1.9590 |
1.9590 |
1.9371 |
1.9512 |
| PP |
1.9433 |
1.9433 |
1.9433 |
1.9394 |
| S1 |
1.9176 |
1.9176 |
1.9295 |
1.9098 |
| S2 |
1.9019 |
1.9019 |
1.9257 |
|
| S3 |
1.8605 |
1.8762 |
1.9219 |
|
| S4 |
1.8191 |
1.8348 |
1.9105 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9690 |
1.9276 |
0.0414 |
2.1% |
0.0181 |
0.9% |
14% |
False |
True |
29,707 |
| 10 |
1.9690 |
1.9276 |
0.0414 |
2.1% |
0.0167 |
0.9% |
14% |
False |
True |
15,771 |
| 20 |
1.9690 |
1.9271 |
0.0419 |
2.2% |
0.0141 |
0.7% |
15% |
False |
False |
8,022 |
| 40 |
1.9820 |
1.9196 |
0.0624 |
3.2% |
0.0145 |
0.7% |
22% |
False |
False |
4,077 |
| 60 |
1.9903 |
1.9196 |
0.0707 |
3.7% |
0.0126 |
0.7% |
19% |
False |
False |
2,742 |
| 80 |
2.0000 |
1.9196 |
0.0804 |
4.2% |
0.0108 |
0.6% |
17% |
False |
False |
2,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9833 |
|
2.618 |
1.9660 |
|
1.618 |
1.9554 |
|
1.000 |
1.9488 |
|
0.618 |
1.9448 |
|
HIGH |
1.9382 |
|
0.618 |
1.9342 |
|
0.500 |
1.9329 |
|
0.382 |
1.9316 |
|
LOW |
1.9276 |
|
0.618 |
1.9210 |
|
1.000 |
1.9170 |
|
1.618 |
1.9104 |
|
2.618 |
1.8998 |
|
4.250 |
1.8826 |
|
|
| Fisher Pivots for day following 13-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9332 |
1.9401 |
| PP |
1.9330 |
1.9378 |
| S1 |
1.9329 |
1.9356 |
|