CME British Pound Future December 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 |
1.9385 |
1.9437 |
0.0052 |
0.3% |
1.9357 |
| High |
1.9388 |
1.9437 |
0.0049 |
0.3% |
1.9503 |
| Low |
1.9385 |
1.9437 |
0.0052 |
0.3% |
1.9235 |
| Close |
1.9393 |
1.9441 |
0.0048 |
0.2% |
1.9503 |
| Range |
0.0003 |
0.0000 |
-0.0003 |
-100.0% |
0.0268 |
| ATR |
|
|
|
|
|
| Volume |
46 |
153 |
107 |
232.6% |
465 |
|
| Daily Pivots for day following 24-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9438 |
1.9440 |
1.9441 |
|
| R3 |
1.9438 |
1.9440 |
1.9441 |
|
| R2 |
1.9438 |
1.9438 |
1.9441 |
|
| R1 |
1.9440 |
1.9440 |
1.9441 |
1.9439 |
| PP |
1.9438 |
1.9438 |
1.9438 |
1.9438 |
| S1 |
1.9440 |
1.9440 |
1.9441 |
1.9439 |
| S2 |
1.9438 |
1.9438 |
1.9441 |
|
| S3 |
1.9438 |
1.9440 |
1.9441 |
|
| S4 |
1.9438 |
1.9440 |
1.9441 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0218 |
2.0128 |
1.9650 |
|
| R3 |
1.9950 |
1.9860 |
1.9577 |
|
| R2 |
1.9682 |
1.9682 |
1.9552 |
|
| R1 |
1.9592 |
1.9592 |
1.9528 |
1.9637 |
| PP |
1.9414 |
1.9414 |
1.9414 |
1.9436 |
| S1 |
1.9324 |
1.9324 |
1.9478 |
1.9369 |
| S2 |
1.9146 |
1.9146 |
1.9454 |
|
| S3 |
1.8878 |
1.9056 |
1.9429 |
|
| S4 |
1.8610 |
1.8788 |
1.9356 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9437 |
|
2.618 |
1.9437 |
|
1.618 |
1.9437 |
|
1.000 |
1.9437 |
|
0.618 |
1.9437 |
|
HIGH |
1.9437 |
|
0.618 |
1.9437 |
|
0.500 |
1.9437 |
|
0.382 |
1.9437 |
|
LOW |
1.9437 |
|
0.618 |
1.9437 |
|
1.000 |
1.9437 |
|
1.618 |
1.9437 |
|
2.618 |
1.9437 |
|
4.250 |
1.9437 |
|
|
| Fisher Pivots for day following 24-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9440 |
1.9444 |
| PP |
1.9438 |
1.9443 |
| S1 |
1.9437 |
1.9442 |
|