CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 10-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2008 |
10-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9604 |
1.9710 |
0.0106 |
0.5% |
1.9724 |
| High |
1.9695 |
1.9735 |
0.0040 |
0.2% |
1.9940 |
| Low |
1.9603 |
1.9609 |
0.0006 |
0.0% |
1.9626 |
| Close |
1.9651 |
1.9624 |
-0.0027 |
-0.1% |
1.9811 |
| Range |
0.0092 |
0.0126 |
0.0034 |
37.0% |
0.0314 |
| ATR |
0.0139 |
0.0138 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
89,203 |
66,406 |
-22,797 |
-25.6% |
404,958 |
|
| Daily Pivots for day following 10-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0034 |
1.9955 |
1.9693 |
|
| R3 |
1.9908 |
1.9829 |
1.9659 |
|
| R2 |
1.9782 |
1.9782 |
1.9647 |
|
| R1 |
1.9703 |
1.9703 |
1.9636 |
1.9680 |
| PP |
1.9656 |
1.9656 |
1.9656 |
1.9644 |
| S1 |
1.9577 |
1.9577 |
1.9612 |
1.9554 |
| S2 |
1.9530 |
1.9530 |
1.9601 |
|
| S3 |
1.9404 |
1.9451 |
1.9589 |
|
| S4 |
1.9278 |
1.9325 |
1.9555 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0734 |
2.0587 |
1.9984 |
|
| R3 |
2.0420 |
2.0273 |
1.9897 |
|
| R2 |
2.0106 |
2.0106 |
1.9869 |
|
| R1 |
1.9959 |
1.9959 |
1.9840 |
2.0033 |
| PP |
1.9792 |
1.9792 |
1.9792 |
1.9829 |
| S1 |
1.9645 |
1.9645 |
1.9782 |
1.9719 |
| S2 |
1.9478 |
1.9478 |
1.9753 |
|
| S3 |
1.9164 |
1.9331 |
1.9725 |
|
| S4 |
1.8850 |
1.9017 |
1.9638 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9940 |
1.9569 |
0.0371 |
1.9% |
0.0091 |
0.5% |
15% |
False |
False |
75,590 |
| 10 |
1.9940 |
1.9569 |
0.0371 |
1.9% |
0.0108 |
0.5% |
15% |
False |
False |
78,062 |
| 20 |
2.0230 |
1.9569 |
0.0661 |
3.4% |
0.0119 |
0.6% |
8% |
False |
False |
79,746 |
| 40 |
2.0230 |
1.9275 |
0.0955 |
4.9% |
0.0084 |
0.4% |
37% |
False |
False |
41,568 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0059 |
0.3% |
39% |
False |
False |
27,808 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0044 |
0.2% |
39% |
False |
False |
20,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0271 |
|
2.618 |
2.0065 |
|
1.618 |
1.9939 |
|
1.000 |
1.9861 |
|
0.618 |
1.9813 |
|
HIGH |
1.9735 |
|
0.618 |
1.9687 |
|
0.500 |
1.9672 |
|
0.382 |
1.9657 |
|
LOW |
1.9609 |
|
0.618 |
1.9531 |
|
1.000 |
1.9483 |
|
1.618 |
1.9405 |
|
2.618 |
1.9279 |
|
4.250 |
1.9074 |
|
|
| Fisher Pivots for day following 10-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9672 |
1.9652 |
| PP |
1.9656 |
1.9643 |
| S1 |
1.9640 |
1.9633 |
|