CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 16-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2008 |
16-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9321 |
1.9342 |
0.0021 |
0.1% |
1.9575 |
| High |
1.9382 |
1.9557 |
0.0175 |
0.9% |
1.9690 |
| Low |
1.9276 |
1.9330 |
0.0054 |
0.3% |
1.9276 |
| Close |
1.9333 |
1.9503 |
0.0170 |
0.9% |
1.9333 |
| Range |
0.0106 |
0.0227 |
0.0121 |
114.2% |
0.0414 |
| ATR |
0.0152 |
0.0157 |
0.0005 |
3.5% |
0.0000 |
| Volume |
65,809 |
82,749 |
16,940 |
25.7% |
148,538 |
|
| Daily Pivots for day following 16-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0144 |
2.0051 |
1.9628 |
|
| R3 |
1.9917 |
1.9824 |
1.9565 |
|
| R2 |
1.9690 |
1.9690 |
1.9545 |
|
| R1 |
1.9597 |
1.9597 |
1.9524 |
1.9644 |
| PP |
1.9463 |
1.9463 |
1.9463 |
1.9487 |
| S1 |
1.9370 |
1.9370 |
1.9482 |
1.9417 |
| S2 |
1.9236 |
1.9236 |
1.9461 |
|
| S3 |
1.9009 |
1.9143 |
1.9441 |
|
| S4 |
1.8782 |
1.8916 |
1.9378 |
|
|
| 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 |
1.9604 |
1.9276 |
0.0328 |
1.7% |
0.0195 |
1.0% |
69% |
False |
False |
44,654 |
| 10 |
1.9690 |
1.9276 |
0.0414 |
2.1% |
0.0174 |
0.9% |
55% |
False |
False |
24,001 |
| 20 |
1.9690 |
1.9276 |
0.0414 |
2.1% |
0.0144 |
0.7% |
55% |
False |
False |
12,147 |
| 40 |
1.9758 |
1.9196 |
0.0562 |
2.9% |
0.0145 |
0.7% |
55% |
False |
False |
6,145 |
| 60 |
1.9903 |
1.9196 |
0.0707 |
3.6% |
0.0130 |
0.7% |
43% |
False |
False |
4,121 |
| 80 |
2.0000 |
1.9196 |
0.0804 |
4.1% |
0.0111 |
0.6% |
38% |
False |
False |
3,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0522 |
|
2.618 |
2.0151 |
|
1.618 |
1.9924 |
|
1.000 |
1.9784 |
|
0.618 |
1.9697 |
|
HIGH |
1.9557 |
|
0.618 |
1.9470 |
|
0.500 |
1.9444 |
|
0.382 |
1.9417 |
|
LOW |
1.9330 |
|
0.618 |
1.9190 |
|
1.000 |
1.9103 |
|
1.618 |
1.8963 |
|
2.618 |
1.8736 |
|
4.250 |
1.8365 |
|
|
| Fisher Pivots for day following 16-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9483 |
1.9474 |
| PP |
1.9463 |
1.9445 |
| S1 |
1.9444 |
1.9417 |
|