CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 30-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2008 |
30-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9773 |
1.9848 |
0.0075 |
0.4% |
1.9631 |
| High |
1.9836 |
1.9866 |
0.0030 |
0.2% |
1.9836 |
| Low |
1.9687 |
1.9763 |
0.0076 |
0.4% |
1.9457 |
| Close |
1.9814 |
1.9819 |
0.0005 |
0.0% |
1.9814 |
| Range |
0.0149 |
0.0103 |
-0.0046 |
-30.9% |
0.0379 |
| ATR |
0.0153 |
0.0150 |
-0.0004 |
-2.3% |
0.0000 |
| Volume |
95,020 |
76,956 |
-18,064 |
-19.0% |
372,982 |
|
| Daily Pivots for day following 30-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0125 |
2.0075 |
1.9876 |
|
| R3 |
2.0022 |
1.9972 |
1.9847 |
|
| R2 |
1.9919 |
1.9919 |
1.9838 |
|
| R1 |
1.9869 |
1.9869 |
1.9828 |
1.9843 |
| PP |
1.9816 |
1.9816 |
1.9816 |
1.9803 |
| S1 |
1.9766 |
1.9766 |
1.9810 |
1.9740 |
| S2 |
1.9713 |
1.9713 |
1.9800 |
|
| S3 |
1.9610 |
1.9663 |
1.9791 |
|
| S4 |
1.9507 |
1.9560 |
1.9762 |
|
|
| 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 |
1.9866 |
1.9500 |
0.0366 |
1.8% |
0.0132 |
0.7% |
87% |
True |
False |
78,112 |
| 10 |
1.9866 |
1.9339 |
0.0527 |
2.7% |
0.0145 |
0.7% |
91% |
True |
False |
80,563 |
| 20 |
1.9866 |
1.9276 |
0.0590 |
3.0% |
0.0159 |
0.8% |
92% |
True |
False |
52,282 |
| 40 |
1.9866 |
1.9196 |
0.0670 |
3.4% |
0.0139 |
0.7% |
93% |
True |
False |
26,250 |
| 60 |
1.9866 |
1.9196 |
0.0670 |
3.4% |
0.0143 |
0.7% |
93% |
True |
False |
17,531 |
| 80 |
2.0000 |
1.9196 |
0.0804 |
4.1% |
0.0124 |
0.6% |
77% |
False |
False |
13,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0304 |
|
2.618 |
2.0136 |
|
1.618 |
2.0033 |
|
1.000 |
1.9969 |
|
0.618 |
1.9930 |
|
HIGH |
1.9866 |
|
0.618 |
1.9827 |
|
0.500 |
1.9815 |
|
0.382 |
1.9802 |
|
LOW |
1.9763 |
|
0.618 |
1.9699 |
|
1.000 |
1.9660 |
|
1.618 |
1.9596 |
|
2.618 |
1.9493 |
|
4.250 |
1.9325 |
|
|
| Fisher Pivots for day following 30-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9818 |
1.9790 |
| PP |
1.9816 |
1.9760 |
| S1 |
1.9815 |
1.9731 |
|