CME British Pound Future December 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 |
1.9612 |
1.9695 |
0.0083 |
0.4% |
1.9385 |
| High |
1.9704 |
1.9695 |
-0.0009 |
0.0% |
1.9704 |
| Low |
1.9612 |
1.9662 |
0.0050 |
0.3% |
1.9385 |
| Close |
1.9677 |
1.9682 |
0.0005 |
0.0% |
1.9677 |
| Range |
0.0092 |
0.0033 |
-0.0059 |
-64.1% |
0.0319 |
| ATR |
0.0108 |
0.0103 |
-0.0005 |
-5.0% |
0.0000 |
| Volume |
47 |
15 |
-32 |
-68.1% |
250 |
|
| Daily Pivots for day following 30-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9779 |
1.9763 |
1.9700 |
|
| R3 |
1.9746 |
1.9730 |
1.9691 |
|
| R2 |
1.9713 |
1.9713 |
1.9688 |
|
| R1 |
1.9697 |
1.9697 |
1.9685 |
1.9689 |
| PP |
1.9680 |
1.9680 |
1.9680 |
1.9675 |
| S1 |
1.9664 |
1.9664 |
1.9679 |
1.9656 |
| S2 |
1.9647 |
1.9647 |
1.9676 |
|
| S3 |
1.9614 |
1.9631 |
1.9673 |
|
| S4 |
1.9581 |
1.9598 |
1.9664 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0546 |
2.0430 |
1.9852 |
|
| R3 |
2.0227 |
2.0111 |
1.9765 |
|
| R2 |
1.9908 |
1.9908 |
1.9735 |
|
| R1 |
1.9792 |
1.9792 |
1.9706 |
1.9850 |
| PP |
1.9589 |
1.9589 |
1.9589 |
1.9618 |
| S1 |
1.9473 |
1.9473 |
1.9648 |
1.9531 |
| S2 |
1.9270 |
1.9270 |
1.9619 |
|
| S3 |
1.8951 |
1.9154 |
1.9589 |
|
| S4 |
1.8632 |
1.8835 |
1.9502 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9835 |
|
2.618 |
1.9781 |
|
1.618 |
1.9748 |
|
1.000 |
1.9728 |
|
0.618 |
1.9715 |
|
HIGH |
1.9695 |
|
0.618 |
1.9682 |
|
0.500 |
1.9679 |
|
0.382 |
1.9675 |
|
LOW |
1.9662 |
|
0.618 |
1.9642 |
|
1.000 |
1.9629 |
|
1.618 |
1.9609 |
|
2.618 |
1.9576 |
|
4.250 |
1.9522 |
|
|
| Fisher Pivots for day following 30-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9681 |
1.9651 |
| PP |
1.9680 |
1.9620 |
| S1 |
1.9679 |
1.9589 |
|