CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 14-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2008 |
14-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9637 |
1.9768 |
0.0131 |
0.7% |
1.9774 |
| High |
1.9648 |
1.9790 |
0.0142 |
0.7% |
1.9810 |
| Low |
1.9588 |
1.9647 |
0.0059 |
0.3% |
1.9569 |
| Close |
1.9626 |
1.9651 |
0.0025 |
0.1% |
1.9626 |
| Range |
0.0060 |
0.0143 |
0.0083 |
138.3% |
0.0241 |
| ATR |
0.0132 |
0.0135 |
0.0002 |
1.7% |
0.0000 |
| Volume |
97,037 |
61,577 |
-35,460 |
-36.5% |
381,093 |
|
| Daily Pivots for day following 14-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0125 |
2.0031 |
1.9730 |
|
| R3 |
1.9982 |
1.9888 |
1.9690 |
|
| R2 |
1.9839 |
1.9839 |
1.9677 |
|
| R1 |
1.9745 |
1.9745 |
1.9664 |
1.9721 |
| PP |
1.9696 |
1.9696 |
1.9696 |
1.9684 |
| S1 |
1.9602 |
1.9602 |
1.9638 |
1.9578 |
| S2 |
1.9553 |
1.9553 |
1.9625 |
|
| S3 |
1.9410 |
1.9459 |
1.9612 |
|
| S4 |
1.9267 |
1.9316 |
1.9572 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0391 |
2.0250 |
1.9759 |
|
| R3 |
2.0150 |
2.0009 |
1.9692 |
|
| R2 |
1.9909 |
1.9909 |
1.9670 |
|
| R1 |
1.9768 |
1.9768 |
1.9648 |
1.9718 |
| PP |
1.9668 |
1.9668 |
1.9668 |
1.9644 |
| S1 |
1.9527 |
1.9527 |
1.9604 |
1.9477 |
| S2 |
1.9427 |
1.9427 |
1.9582 |
|
| S3 |
1.9186 |
1.9286 |
1.9560 |
|
| S4 |
1.8945 |
1.9045 |
1.9493 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9790 |
1.9569 |
0.0221 |
1.1% |
0.0090 |
0.5% |
37% |
True |
False |
73,331 |
| 10 |
1.9940 |
1.9569 |
0.0371 |
1.9% |
0.0105 |
0.5% |
22% |
False |
False |
75,952 |
| 20 |
2.0120 |
1.9569 |
0.0551 |
2.8% |
0.0115 |
0.6% |
15% |
False |
False |
81,473 |
| 40 |
2.0230 |
1.9275 |
0.0955 |
4.9% |
0.0089 |
0.5% |
39% |
False |
False |
45,516 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0062 |
0.3% |
42% |
False |
False |
30,443 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0047 |
0.2% |
42% |
False |
False |
22,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0398 |
|
2.618 |
2.0164 |
|
1.618 |
2.0021 |
|
1.000 |
1.9933 |
|
0.618 |
1.9878 |
|
HIGH |
1.9790 |
|
0.618 |
1.9735 |
|
0.500 |
1.9719 |
|
0.382 |
1.9702 |
|
LOW |
1.9647 |
|
0.618 |
1.9559 |
|
1.000 |
1.9504 |
|
1.618 |
1.9416 |
|
2.618 |
1.9273 |
|
4.250 |
1.9039 |
|
|
| Fisher Pivots for day following 14-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9719 |
1.9689 |
| PP |
1.9696 |
1.9676 |
| S1 |
1.9674 |
1.9664 |
|