CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 03-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2008 |
03-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9690 |
1.9721 |
0.0031 |
0.2% |
1.9665 |
| High |
1.9790 |
1.9871 |
0.0081 |
0.4% |
2.0060 |
| Low |
1.9675 |
1.9715 |
0.0040 |
0.2% |
1.9640 |
| Close |
1.9769 |
1.9843 |
0.0074 |
0.4% |
1.9790 |
| Range |
0.0115 |
0.0156 |
0.0041 |
35.7% |
0.0420 |
| ATR |
0.0143 |
0.0144 |
0.0001 |
0.7% |
0.0000 |
| Volume |
84,871 |
65,144 |
-19,727 |
-23.2% |
351,940 |
|
| Daily Pivots for day following 03-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0278 |
2.0216 |
1.9929 |
|
| R3 |
2.0122 |
2.0060 |
1.9886 |
|
| R2 |
1.9966 |
1.9966 |
1.9872 |
|
| R1 |
1.9904 |
1.9904 |
1.9857 |
1.9935 |
| PP |
1.9810 |
1.9810 |
1.9810 |
1.9825 |
| S1 |
1.9748 |
1.9748 |
1.9829 |
1.9779 |
| S2 |
1.9654 |
1.9654 |
1.9814 |
|
| S3 |
1.9498 |
1.9592 |
1.9800 |
|
| S4 |
1.9342 |
1.9436 |
1.9757 |
|
|
| 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 |
1.9871 |
1.9626 |
0.0245 |
1.2% |
0.0124 |
0.6% |
89% |
True |
False |
80,535 |
| 10 |
2.0060 |
1.9626 |
0.0434 |
2.2% |
0.0120 |
0.6% |
50% |
False |
False |
77,712 |
| 20 |
2.0230 |
1.9626 |
0.0604 |
3.0% |
0.0121 |
0.6% |
36% |
False |
False |
63,752 |
| 40 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0074 |
0.4% |
61% |
False |
False |
32,142 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0051 |
0.3% |
61% |
False |
False |
21,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0534 |
|
2.618 |
2.0279 |
|
1.618 |
2.0123 |
|
1.000 |
2.0027 |
|
0.618 |
1.9967 |
|
HIGH |
1.9871 |
|
0.618 |
1.9811 |
|
0.500 |
1.9793 |
|
0.382 |
1.9775 |
|
LOW |
1.9715 |
|
0.618 |
1.9619 |
|
1.000 |
1.9559 |
|
1.618 |
1.9463 |
|
2.618 |
1.9307 |
|
4.250 |
1.9052 |
|
|
| Fisher Pivots for day following 03-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9826 |
1.9812 |
| PP |
1.9810 |
1.9780 |
| S1 |
1.9793 |
1.9749 |
|