CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 19-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2008 |
19-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9437 |
1.9466 |
0.0029 |
0.1% |
1.9575 |
| High |
1.9480 |
1.9615 |
0.0135 |
0.7% |
1.9690 |
| Low |
1.9349 |
1.9453 |
0.0104 |
0.5% |
1.9276 |
| Close |
1.9465 |
1.9606 |
0.0141 |
0.7% |
1.9333 |
| Range |
0.0131 |
0.0162 |
0.0031 |
23.7% |
0.0414 |
| ATR |
0.0160 |
0.0160 |
0.0000 |
0.1% |
0.0000 |
| Volume |
110,490 |
57,478 |
-53,012 |
-48.0% |
148,538 |
|
| Daily Pivots for day following 19-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0044 |
1.9987 |
1.9695 |
|
| R3 |
1.9882 |
1.9825 |
1.9651 |
|
| R2 |
1.9720 |
1.9720 |
1.9636 |
|
| R1 |
1.9663 |
1.9663 |
1.9621 |
1.9692 |
| PP |
1.9558 |
1.9558 |
1.9558 |
1.9572 |
| S1 |
1.9501 |
1.9501 |
1.9591 |
1.9530 |
| S2 |
1.9396 |
1.9396 |
1.9576 |
|
| S3 |
1.9234 |
1.9339 |
1.9561 |
|
| S4 |
1.9072 |
1.9177 |
1.9517 |
|
|
| 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 |
1.9615 |
1.9276 |
0.0339 |
1.7% |
0.0171 |
0.9% |
97% |
True |
False |
80,027 |
| 10 |
1.9690 |
1.9276 |
0.0414 |
2.1% |
0.0191 |
1.0% |
80% |
False |
False |
48,510 |
| 20 |
1.9690 |
1.9276 |
0.0414 |
2.1% |
0.0150 |
0.8% |
80% |
False |
False |
24,676 |
| 40 |
1.9740 |
1.9196 |
0.0544 |
2.8% |
0.0146 |
0.7% |
75% |
False |
False |
12,432 |
| 60 |
1.9820 |
1.9196 |
0.0624 |
3.2% |
0.0134 |
0.7% |
66% |
False |
False |
8,298 |
| 80 |
2.0000 |
1.9196 |
0.0804 |
4.1% |
0.0118 |
0.6% |
51% |
False |
False |
6,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0304 |
|
2.618 |
2.0039 |
|
1.618 |
1.9877 |
|
1.000 |
1.9777 |
|
0.618 |
1.9715 |
|
HIGH |
1.9615 |
|
0.618 |
1.9553 |
|
0.500 |
1.9534 |
|
0.382 |
1.9515 |
|
LOW |
1.9453 |
|
0.618 |
1.9353 |
|
1.000 |
1.9291 |
|
1.618 |
1.9191 |
|
2.618 |
1.9029 |
|
4.250 |
1.8765 |
|
|
| Fisher Pivots for day following 19-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9582 |
1.9563 |
| PP |
1.9558 |
1.9520 |
| S1 |
1.9534 |
1.9477 |
|