CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 20-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2008 |
20-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9466 |
1.9595 |
0.0129 |
0.7% |
1.9342 |
| High |
1.9615 |
1.9662 |
0.0047 |
0.2% |
1.9662 |
| Low |
1.9453 |
1.9571 |
0.0118 |
0.6% |
1.9330 |
| Close |
1.9606 |
1.9639 |
0.0033 |
0.2% |
1.9639 |
| Range |
0.0162 |
0.0091 |
-0.0071 |
-43.8% |
0.0332 |
| ATR |
0.0160 |
0.0155 |
-0.0005 |
-3.1% |
0.0000 |
| Volume |
57,478 |
104,118 |
46,640 |
81.1% |
438,444 |
|
| Daily Pivots for day following 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9897 |
1.9859 |
1.9689 |
|
| R3 |
1.9806 |
1.9768 |
1.9664 |
|
| R2 |
1.9715 |
1.9715 |
1.9656 |
|
| R1 |
1.9677 |
1.9677 |
1.9647 |
1.9696 |
| PP |
1.9624 |
1.9624 |
1.9624 |
1.9634 |
| S1 |
1.9586 |
1.9586 |
1.9631 |
1.9605 |
| S2 |
1.9533 |
1.9533 |
1.9622 |
|
| S3 |
1.9442 |
1.9495 |
1.9614 |
|
| S4 |
1.9351 |
1.9404 |
1.9589 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0540 |
2.0421 |
1.9822 |
|
| R3 |
2.0208 |
2.0089 |
1.9730 |
|
| R2 |
1.9876 |
1.9876 |
1.9700 |
|
| R1 |
1.9757 |
1.9757 |
1.9669 |
1.9817 |
| PP |
1.9544 |
1.9544 |
1.9544 |
1.9573 |
| S1 |
1.9425 |
1.9425 |
1.9609 |
1.9485 |
| S2 |
1.9212 |
1.9212 |
1.9578 |
|
| S3 |
1.8880 |
1.9093 |
1.9548 |
|
| S4 |
1.8548 |
1.8761 |
1.9456 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9662 |
1.9330 |
0.0332 |
1.7% |
0.0168 |
0.9% |
93% |
True |
False |
87,688 |
| 10 |
1.9690 |
1.9276 |
0.0414 |
2.1% |
0.0175 |
0.9% |
88% |
False |
False |
58,698 |
| 20 |
1.9690 |
1.9276 |
0.0414 |
2.1% |
0.0152 |
0.8% |
88% |
False |
False |
29,875 |
| 40 |
1.9740 |
1.9196 |
0.0544 |
2.8% |
0.0143 |
0.7% |
81% |
False |
False |
15,034 |
| 60 |
1.9820 |
1.9196 |
0.0624 |
3.2% |
0.0133 |
0.7% |
71% |
False |
False |
10,033 |
| 80 |
2.0000 |
1.9196 |
0.0804 |
4.1% |
0.0118 |
0.6% |
55% |
False |
False |
7,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0049 |
|
2.618 |
1.9900 |
|
1.618 |
1.9809 |
|
1.000 |
1.9753 |
|
0.618 |
1.9718 |
|
HIGH |
1.9662 |
|
0.618 |
1.9627 |
|
0.500 |
1.9617 |
|
0.382 |
1.9606 |
|
LOW |
1.9571 |
|
0.618 |
1.9515 |
|
1.000 |
1.9480 |
|
1.618 |
1.9424 |
|
2.618 |
1.9333 |
|
4.250 |
1.9184 |
|
|
| Fisher Pivots for day following 20-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9632 |
1.9595 |
| PP |
1.9624 |
1.9550 |
| S1 |
1.9617 |
1.9506 |
|