CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 24-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2008 |
24-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9631 |
1.9527 |
-0.0104 |
-0.5% |
1.9342 |
| High |
1.9632 |
1.9603 |
-0.0029 |
-0.1% |
1.9662 |
| Low |
1.9457 |
1.9500 |
0.0043 |
0.2% |
1.9330 |
| Close |
1.9525 |
1.9573 |
0.0048 |
0.2% |
1.9639 |
| Range |
0.0175 |
0.0103 |
-0.0072 |
-41.1% |
0.0332 |
| ATR |
0.0157 |
0.0153 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
59,378 |
80,841 |
21,463 |
36.1% |
438,444 |
|
| Daily Pivots for day following 24-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9868 |
1.9823 |
1.9630 |
|
| R3 |
1.9765 |
1.9720 |
1.9601 |
|
| R2 |
1.9662 |
1.9662 |
1.9592 |
|
| R1 |
1.9617 |
1.9617 |
1.9582 |
1.9640 |
| PP |
1.9559 |
1.9559 |
1.9559 |
1.9570 |
| S1 |
1.9514 |
1.9514 |
1.9564 |
1.9537 |
| S2 |
1.9456 |
1.9456 |
1.9554 |
|
| S3 |
1.9353 |
1.9411 |
1.9545 |
|
| S4 |
1.9250 |
1.9308 |
1.9516 |
|
|
| 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 |
1.9349 |
0.0313 |
1.6% |
0.0132 |
0.7% |
72% |
False |
False |
82,461 |
| 10 |
1.9662 |
1.9276 |
0.0386 |
2.0% |
0.0163 |
0.8% |
77% |
False |
False |
69,984 |
| 20 |
1.9690 |
1.9276 |
0.0414 |
2.1% |
0.0158 |
0.8% |
72% |
False |
False |
36,860 |
| 40 |
1.9715 |
1.9196 |
0.0519 |
2.7% |
0.0142 |
0.7% |
73% |
False |
False |
18,528 |
| 60 |
1.9820 |
1.9196 |
0.0624 |
3.2% |
0.0137 |
0.7% |
60% |
False |
False |
12,370 |
| 80 |
2.0000 |
1.9196 |
0.0804 |
4.1% |
0.0119 |
0.6% |
47% |
False |
False |
9,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0041 |
|
2.618 |
1.9873 |
|
1.618 |
1.9770 |
|
1.000 |
1.9706 |
|
0.618 |
1.9667 |
|
HIGH |
1.9603 |
|
0.618 |
1.9564 |
|
0.500 |
1.9552 |
|
0.382 |
1.9539 |
|
LOW |
1.9500 |
|
0.618 |
1.9436 |
|
1.000 |
1.9397 |
|
1.618 |
1.9333 |
|
2.618 |
1.9230 |
|
4.250 |
1.9062 |
|
|
| Fisher Pivots for day following 24-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9566 |
1.9569 |
| PP |
1.9559 |
1.9564 |
| S1 |
1.9552 |
1.9560 |
|