CME British Pound Future December 2008
| Trading Metrics calculated at close of trading on 02-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2008 |
02-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9706 |
1.9650 |
-0.0056 |
-0.3% |
1.9385 |
| High |
1.9706 |
1.9709 |
0.0003 |
0.0% |
1.9704 |
| Low |
1.9680 |
1.9645 |
-0.0035 |
-0.2% |
1.9385 |
| Close |
1.9693 |
1.9695 |
0.0002 |
0.0% |
1.9677 |
| Range |
0.0026 |
0.0064 |
0.0038 |
146.2% |
0.0319 |
| ATR |
0.0098 |
0.0095 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
428 |
6 |
-422 |
-98.6% |
250 |
|
| Daily Pivots for day following 02-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9875 |
1.9849 |
1.9730 |
|
| R3 |
1.9811 |
1.9785 |
1.9713 |
|
| R2 |
1.9747 |
1.9747 |
1.9707 |
|
| R1 |
1.9721 |
1.9721 |
1.9701 |
1.9734 |
| PP |
1.9683 |
1.9683 |
1.9683 |
1.9690 |
| S1 |
1.9657 |
1.9657 |
1.9689 |
1.9670 |
| S2 |
1.9619 |
1.9619 |
1.9683 |
|
| S3 |
1.9555 |
1.9593 |
1.9677 |
|
| S4 |
1.9491 |
1.9529 |
1.9660 |
|
|
| 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 |
1.9981 |
|
2.618 |
1.9877 |
|
1.618 |
1.9813 |
|
1.000 |
1.9773 |
|
0.618 |
1.9749 |
|
HIGH |
1.9709 |
|
0.618 |
1.9685 |
|
0.500 |
1.9677 |
|
0.382 |
1.9669 |
|
LOW |
1.9645 |
|
0.618 |
1.9605 |
|
1.000 |
1.9581 |
|
1.618 |
1.9541 |
|
2.618 |
1.9477 |
|
4.250 |
1.9373 |
|
|
| Fisher Pivots for day following 02-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9689 |
1.9689 |
| PP |
1.9683 |
1.9683 |
| S1 |
1.9677 |
1.9677 |
|