CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 02-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2008 |
02-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9736 |
1.9690 |
-0.0046 |
-0.2% |
1.9665 |
| High |
1.9750 |
1.9790 |
0.0040 |
0.2% |
2.0060 |
| Low |
1.9626 |
1.9675 |
0.0049 |
0.2% |
1.9640 |
| Close |
1.9646 |
1.9769 |
0.0123 |
0.6% |
1.9790 |
| Range |
0.0124 |
0.0115 |
-0.0009 |
-7.3% |
0.0420 |
| ATR |
0.0143 |
0.0143 |
0.0000 |
0.1% |
0.0000 |
| Volume |
72,948 |
84,871 |
11,923 |
16.3% |
351,940 |
|
| Daily Pivots for day following 02-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0090 |
2.0044 |
1.9832 |
|
| R3 |
1.9975 |
1.9929 |
1.9801 |
|
| R2 |
1.9860 |
1.9860 |
1.9790 |
|
| R1 |
1.9814 |
1.9814 |
1.9780 |
1.9837 |
| PP |
1.9745 |
1.9745 |
1.9745 |
1.9756 |
| S1 |
1.9699 |
1.9699 |
1.9758 |
1.9722 |
| S2 |
1.9630 |
1.9630 |
1.9748 |
|
| S3 |
1.9515 |
1.9584 |
1.9737 |
|
| S4 |
1.9400 |
1.9469 |
1.9706 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1090 |
2.0860 |
2.0021 |
|
| R3 |
2.0670 |
2.0440 |
1.9906 |
|
| R2 |
2.0250 |
2.0250 |
1.9867 |
|
| R1 |
2.0020 |
2.0020 |
1.9829 |
2.0135 |
| PP |
1.9830 |
1.9830 |
1.9830 |
1.9888 |
| S1 |
1.9600 |
1.9600 |
1.9752 |
1.9715 |
| S2 |
1.9410 |
1.9410 |
1.9713 |
|
| S3 |
1.8990 |
1.9180 |
1.9675 |
|
| S4 |
1.8570 |
1.8760 |
1.9559 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0060 |
1.9626 |
0.0434 |
2.2% |
0.0125 |
0.6% |
33% |
False |
False |
84,283 |
| 10 |
2.0060 |
1.9626 |
0.0434 |
2.2% |
0.0125 |
0.6% |
33% |
False |
False |
82,647 |
| 20 |
2.0230 |
1.9619 |
0.0611 |
3.1% |
0.0124 |
0.6% |
25% |
False |
False |
60,556 |
| 40 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0071 |
0.4% |
54% |
False |
False |
30,514 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0049 |
0.2% |
54% |
False |
False |
20,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0279 |
|
2.618 |
2.0091 |
|
1.618 |
1.9976 |
|
1.000 |
1.9905 |
|
0.618 |
1.9861 |
|
HIGH |
1.9790 |
|
0.618 |
1.9746 |
|
0.500 |
1.9733 |
|
0.382 |
1.9719 |
|
LOW |
1.9675 |
|
0.618 |
1.9604 |
|
1.000 |
1.9560 |
|
1.618 |
1.9489 |
|
2.618 |
1.9374 |
|
4.250 |
1.9186 |
|
|
| Fisher Pivots for day following 02-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9757 |
1.9755 |
| PP |
1.9745 |
1.9740 |
| S1 |
1.9733 |
1.9726 |
|