CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 25-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2008 |
25-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9527 |
1.9590 |
0.0063 |
0.3% |
1.9342 |
| High |
1.9603 |
1.9648 |
0.0045 |
0.2% |
1.9662 |
| Low |
1.9500 |
1.9530 |
0.0030 |
0.2% |
1.9330 |
| Close |
1.9573 |
1.9605 |
0.0032 |
0.2% |
1.9639 |
| Range |
0.0103 |
0.0118 |
0.0015 |
14.6% |
0.0332 |
| ATR |
0.0153 |
0.0151 |
-0.0003 |
-1.6% |
0.0000 |
| Volume |
80,841 |
57,408 |
-23,433 |
-29.0% |
438,444 |
|
| Daily Pivots for day following 25-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9948 |
1.9895 |
1.9670 |
|
| R3 |
1.9830 |
1.9777 |
1.9637 |
|
| R2 |
1.9712 |
1.9712 |
1.9627 |
|
| R1 |
1.9659 |
1.9659 |
1.9616 |
1.9686 |
| PP |
1.9594 |
1.9594 |
1.9594 |
1.9608 |
| S1 |
1.9541 |
1.9541 |
1.9594 |
1.9568 |
| S2 |
1.9476 |
1.9476 |
1.9583 |
|
| S3 |
1.9358 |
1.9423 |
1.9573 |
|
| S4 |
1.9240 |
1.9305 |
1.9540 |
|
|
| 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 |
1.9453 |
0.0209 |
1.1% |
0.0130 |
0.7% |
73% |
False |
False |
71,844 |
| 10 |
1.9662 |
1.9276 |
0.0386 |
2.0% |
0.0157 |
0.8% |
85% |
False |
False |
73,745 |
| 20 |
1.9690 |
1.9276 |
0.0414 |
2.1% |
0.0158 |
0.8% |
79% |
False |
False |
39,723 |
| 40 |
1.9715 |
1.9196 |
0.0519 |
2.6% |
0.0139 |
0.7% |
79% |
False |
False |
19,962 |
| 60 |
1.9820 |
1.9196 |
0.0624 |
3.2% |
0.0138 |
0.7% |
66% |
False |
False |
13,326 |
| 80 |
2.0000 |
1.9196 |
0.0804 |
4.1% |
0.0120 |
0.6% |
51% |
False |
False |
10,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0150 |
|
2.618 |
1.9957 |
|
1.618 |
1.9839 |
|
1.000 |
1.9766 |
|
0.618 |
1.9721 |
|
HIGH |
1.9648 |
|
0.618 |
1.9603 |
|
0.500 |
1.9589 |
|
0.382 |
1.9575 |
|
LOW |
1.9530 |
|
0.618 |
1.9457 |
|
1.000 |
1.9412 |
|
1.618 |
1.9339 |
|
2.618 |
1.9221 |
|
4.250 |
1.9029 |
|
|
| Fisher Pivots for day following 25-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9600 |
1.9588 |
| PP |
1.9594 |
1.9570 |
| S1 |
1.9589 |
1.9553 |
|