CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 24-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2008 |
24-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9357 |
1.9515 |
0.0158 |
0.8% |
1.9432 |
| High |
1.9330 |
1.9539 |
0.0209 |
1.1% |
1.9580 |
| Low |
1.9330 |
1.9515 |
0.0185 |
1.0% |
1.9432 |
| Close |
1.9357 |
1.9585 |
0.0228 |
1.2% |
1.9419 |
| Range |
0.0000 |
0.0024 |
0.0024 |
|
0.0148 |
| ATR |
0.0072 |
0.0080 |
0.0008 |
10.8% |
0.0000 |
| Volume |
398 |
985 |
587 |
147.5% |
2,075 |
|
| Daily Pivots for day following 24-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9618 |
1.9626 |
1.9598 |
|
| R3 |
1.9594 |
1.9602 |
1.9592 |
|
| R2 |
1.9570 |
1.9570 |
1.9589 |
|
| R1 |
1.9578 |
1.9578 |
1.9587 |
1.9574 |
| PP |
1.9546 |
1.9546 |
1.9546 |
1.9545 |
| S1 |
1.9554 |
1.9554 |
1.9583 |
1.9550 |
| S2 |
1.9522 |
1.9522 |
1.9581 |
|
| S3 |
1.9498 |
1.9530 |
1.9578 |
|
| S4 |
1.9474 |
1.9506 |
1.9572 |
|
|
| Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9921 |
1.9818 |
1.9500 |
|
| R3 |
1.9773 |
1.9670 |
1.9460 |
|
| R2 |
1.9625 |
1.9625 |
1.9446 |
|
| R1 |
1.9522 |
1.9522 |
1.9433 |
1.9500 |
| PP |
1.9477 |
1.9477 |
1.9477 |
1.9466 |
| S1 |
1.9374 |
1.9374 |
1.9405 |
1.9352 |
| S2 |
1.9329 |
1.9329 |
1.9392 |
|
| S3 |
1.9181 |
1.9226 |
1.9378 |
|
| S4 |
1.9033 |
1.9078 |
1.9338 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9641 |
|
2.618 |
1.9602 |
|
1.618 |
1.9578 |
|
1.000 |
1.9563 |
|
0.618 |
1.9554 |
|
HIGH |
1.9539 |
|
0.618 |
1.9530 |
|
0.500 |
1.9527 |
|
0.382 |
1.9524 |
|
LOW |
1.9515 |
|
0.618 |
1.9500 |
|
1.000 |
1.9491 |
|
1.618 |
1.9476 |
|
2.618 |
1.9452 |
|
4.250 |
1.9413 |
|
|
| Fisher Pivots for day following 24-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9566 |
1.9535 |
| PP |
1.9546 |
1.9485 |
| S1 |
1.9527 |
1.9435 |
|