CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 27-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2008 |
27-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9630 |
1.9773 |
0.0143 |
0.7% |
1.9631 |
| High |
1.9782 |
1.9836 |
0.0054 |
0.3% |
1.9836 |
| Low |
1.9595 |
1.9687 |
0.0092 |
0.5% |
1.9457 |
| Close |
1.9760 |
1.9814 |
0.0054 |
0.3% |
1.9814 |
| Range |
0.0187 |
0.0149 |
-0.0038 |
-20.3% |
0.0379 |
| ATR |
0.0153 |
0.0153 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
80,335 |
95,020 |
14,685 |
18.3% |
372,982 |
|
| Daily Pivots for day following 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0226 |
2.0169 |
1.9896 |
|
| R3 |
2.0077 |
2.0020 |
1.9855 |
|
| R2 |
1.9928 |
1.9928 |
1.9841 |
|
| R1 |
1.9871 |
1.9871 |
1.9828 |
1.9900 |
| PP |
1.9779 |
1.9779 |
1.9779 |
1.9793 |
| S1 |
1.9722 |
1.9722 |
1.9800 |
1.9751 |
| S2 |
1.9630 |
1.9630 |
1.9787 |
|
| S3 |
1.9481 |
1.9573 |
1.9773 |
|
| S4 |
1.9332 |
1.9424 |
1.9732 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0839 |
2.0706 |
2.0022 |
|
| R3 |
2.0460 |
2.0327 |
1.9918 |
|
| R2 |
2.0081 |
2.0081 |
1.9883 |
|
| R1 |
1.9948 |
1.9948 |
1.9849 |
2.0015 |
| PP |
1.9702 |
1.9702 |
1.9702 |
1.9736 |
| S1 |
1.9569 |
1.9569 |
1.9779 |
1.9636 |
| S2 |
1.9323 |
1.9323 |
1.9745 |
|
| S3 |
1.8944 |
1.9190 |
1.9710 |
|
| S4 |
1.8565 |
1.8811 |
1.9606 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9836 |
1.9457 |
0.0379 |
1.9% |
0.0146 |
0.7% |
94% |
True |
False |
74,596 |
| 10 |
1.9836 |
1.9330 |
0.0506 |
2.6% |
0.0157 |
0.8% |
96% |
True |
False |
81,142 |
| 20 |
1.9836 |
1.9276 |
0.0560 |
2.8% |
0.0162 |
0.8% |
96% |
True |
False |
48,457 |
| 40 |
1.9836 |
1.9196 |
0.0640 |
3.2% |
0.0139 |
0.7% |
97% |
True |
False |
24,328 |
| 60 |
1.9836 |
1.9196 |
0.0640 |
3.2% |
0.0141 |
0.7% |
97% |
True |
False |
16,248 |
| 80 |
2.0000 |
1.9196 |
0.0804 |
4.1% |
0.0123 |
0.6% |
77% |
False |
False |
12,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0469 |
|
2.618 |
2.0226 |
|
1.618 |
2.0077 |
|
1.000 |
1.9985 |
|
0.618 |
1.9928 |
|
HIGH |
1.9836 |
|
0.618 |
1.9779 |
|
0.500 |
1.9762 |
|
0.382 |
1.9744 |
|
LOW |
1.9687 |
|
0.618 |
1.9595 |
|
1.000 |
1.9538 |
|
1.618 |
1.9446 |
|
2.618 |
1.9297 |
|
4.250 |
1.9054 |
|
|
| Fisher Pivots for day following 27-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9797 |
1.9770 |
| PP |
1.9779 |
1.9727 |
| S1 |
1.9762 |
1.9683 |
|