CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 17-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2008 |
17-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9342 |
1.9500 |
0.0158 |
0.8% |
1.9575 |
| High |
1.9557 |
1.9569 |
0.0012 |
0.1% |
1.9690 |
| Low |
1.9330 |
1.9339 |
0.0009 |
0.0% |
1.9276 |
| Close |
1.9503 |
1.9437 |
-0.0066 |
-0.3% |
1.9333 |
| Range |
0.0227 |
0.0230 |
0.0003 |
1.3% |
0.0414 |
| ATR |
0.0157 |
0.0162 |
0.0005 |
3.3% |
0.0000 |
| Volume |
82,749 |
83,609 |
860 |
1.0% |
148,538 |
|
| Daily Pivots for day following 17-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0138 |
2.0018 |
1.9564 |
|
| R3 |
1.9908 |
1.9788 |
1.9500 |
|
| R2 |
1.9678 |
1.9678 |
1.9479 |
|
| R1 |
1.9558 |
1.9558 |
1.9458 |
1.9503 |
| PP |
1.9448 |
1.9448 |
1.9448 |
1.9421 |
| S1 |
1.9328 |
1.9328 |
1.9416 |
1.9273 |
| S2 |
1.9218 |
1.9218 |
1.9395 |
|
| S3 |
1.8988 |
1.9098 |
1.9374 |
|
| S4 |
1.8758 |
1.8868 |
1.9311 |
|
|
| 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 |
1.9569 |
1.9276 |
0.0293 |
1.5% |
0.0194 |
1.0% |
55% |
True |
False |
57,508 |
| 10 |
1.9690 |
1.9276 |
0.0414 |
2.1% |
0.0184 |
0.9% |
39% |
False |
False |
32,232 |
| 20 |
1.9690 |
1.9276 |
0.0414 |
2.1% |
0.0146 |
0.8% |
39% |
False |
False |
16,298 |
| 40 |
1.9748 |
1.9196 |
0.0552 |
2.8% |
0.0145 |
0.7% |
44% |
False |
False |
8,235 |
| 60 |
1.9903 |
1.9196 |
0.0707 |
3.6% |
0.0133 |
0.7% |
34% |
False |
False |
5,506 |
| 80 |
2.0000 |
1.9196 |
0.0804 |
4.1% |
0.0114 |
0.6% |
30% |
False |
False |
4,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0547 |
|
2.618 |
2.0171 |
|
1.618 |
1.9941 |
|
1.000 |
1.9799 |
|
0.618 |
1.9711 |
|
HIGH |
1.9569 |
|
0.618 |
1.9481 |
|
0.500 |
1.9454 |
|
0.382 |
1.9427 |
|
LOW |
1.9339 |
|
0.618 |
1.9197 |
|
1.000 |
1.9109 |
|
1.618 |
1.8967 |
|
2.618 |
1.8737 |
|
4.250 |
1.8362 |
|
|
| Fisher Pivots for day following 17-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9454 |
1.9432 |
| PP |
1.9448 |
1.9427 |
| S1 |
1.9443 |
1.9423 |
|