CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 16-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2008 |
16-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9514 |
1.9515 |
0.0001 |
0.0% |
1.9590 |
| High |
1.9514 |
1.9517 |
0.0003 |
0.0% |
1.9630 |
| Low |
1.9514 |
1.9485 |
-0.0029 |
-0.1% |
1.9442 |
| Close |
1.9514 |
1.9512 |
-0.0002 |
0.0% |
1.9442 |
| Range |
0.0000 |
0.0032 |
0.0032 |
|
0.0188 |
| ATR |
0.0069 |
0.0066 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
213 |
292 |
79 |
37.1% |
643 |
|
| Daily Pivots for day following 16-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9601 |
1.9588 |
1.9530 |
|
| R3 |
1.9569 |
1.9556 |
1.9521 |
|
| R2 |
1.9537 |
1.9537 |
1.9518 |
|
| R1 |
1.9524 |
1.9524 |
1.9515 |
1.9515 |
| PP |
1.9505 |
1.9505 |
1.9505 |
1.9500 |
| S1 |
1.9492 |
1.9492 |
1.9509 |
1.9483 |
| S2 |
1.9473 |
1.9473 |
1.9506 |
|
| S3 |
1.9441 |
1.9460 |
1.9503 |
|
| S4 |
1.9409 |
1.9428 |
1.9494 |
|
|
| Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0069 |
1.9943 |
1.9545 |
|
| R3 |
1.9881 |
1.9755 |
1.9494 |
|
| R2 |
1.9693 |
1.9693 |
1.9476 |
|
| R1 |
1.9567 |
1.9567 |
1.9459 |
1.9536 |
| PP |
1.9505 |
1.9505 |
1.9505 |
1.9489 |
| S1 |
1.9379 |
1.9379 |
1.9425 |
1.9348 |
| S2 |
1.9317 |
1.9317 |
1.9408 |
|
| S3 |
1.9129 |
1.9191 |
1.9390 |
|
| S4 |
1.8941 |
1.9003 |
1.9339 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9653 |
|
2.618 |
1.9601 |
|
1.618 |
1.9569 |
|
1.000 |
1.9549 |
|
0.618 |
1.9537 |
|
HIGH |
1.9517 |
|
0.618 |
1.9505 |
|
0.500 |
1.9501 |
|
0.382 |
1.9497 |
|
LOW |
1.9485 |
|
0.618 |
1.9465 |
|
1.000 |
1.9453 |
|
1.618 |
1.9433 |
|
2.618 |
1.9401 |
|
4.250 |
1.9349 |
|
|
| Fisher Pivots for day following 16-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9508 |
1.9500 |
| PP |
1.9505 |
1.9487 |
| S1 |
1.9501 |
1.9475 |
|