CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 26-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2008 |
26-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9590 |
1.9630 |
0.0040 |
0.2% |
1.9342 |
| High |
1.9648 |
1.9782 |
0.0134 |
0.7% |
1.9662 |
| Low |
1.9530 |
1.9595 |
0.0065 |
0.3% |
1.9330 |
| Close |
1.9605 |
1.9760 |
0.0155 |
0.8% |
1.9639 |
| Range |
0.0118 |
0.0187 |
0.0069 |
58.5% |
0.0332 |
| ATR |
0.0151 |
0.0153 |
0.0003 |
1.7% |
0.0000 |
| Volume |
57,408 |
80,335 |
22,927 |
39.9% |
438,444 |
|
| Daily Pivots for day following 26-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0273 |
2.0204 |
1.9863 |
|
| R3 |
2.0086 |
2.0017 |
1.9811 |
|
| R2 |
1.9899 |
1.9899 |
1.9794 |
|
| R1 |
1.9830 |
1.9830 |
1.9777 |
1.9865 |
| PP |
1.9712 |
1.9712 |
1.9712 |
1.9730 |
| S1 |
1.9643 |
1.9643 |
1.9743 |
1.9678 |
| S2 |
1.9525 |
1.9525 |
1.9726 |
|
| S3 |
1.9338 |
1.9456 |
1.9709 |
|
| S4 |
1.9151 |
1.9269 |
1.9657 |
|
|
| 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 |
1.9782 |
1.9457 |
0.0325 |
1.6% |
0.0135 |
0.7% |
93% |
True |
False |
76,416 |
| 10 |
1.9782 |
1.9276 |
0.0506 |
2.6% |
0.0153 |
0.8% |
96% |
True |
False |
78,221 |
| 20 |
1.9782 |
1.9276 |
0.0506 |
2.6% |
0.0161 |
0.8% |
96% |
True |
False |
43,716 |
| 40 |
1.9782 |
1.9196 |
0.0586 |
3.0% |
0.0140 |
0.7% |
96% |
True |
False |
21,966 |
| 60 |
1.9820 |
1.9196 |
0.0624 |
3.2% |
0.0139 |
0.7% |
90% |
False |
False |
14,665 |
| 80 |
2.0000 |
1.9196 |
0.0804 |
4.1% |
0.0121 |
0.6% |
70% |
False |
False |
11,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0577 |
|
2.618 |
2.0272 |
|
1.618 |
2.0085 |
|
1.000 |
1.9969 |
|
0.618 |
1.9898 |
|
HIGH |
1.9782 |
|
0.618 |
1.9711 |
|
0.500 |
1.9689 |
|
0.382 |
1.9666 |
|
LOW |
1.9595 |
|
0.618 |
1.9479 |
|
1.000 |
1.9408 |
|
1.618 |
1.9292 |
|
2.618 |
1.9105 |
|
4.250 |
1.8800 |
|
|
| Fisher Pivots for day following 26-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9736 |
1.9720 |
| PP |
1.9712 |
1.9681 |
| S1 |
1.9689 |
1.9641 |
|