CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 15-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2008 |
15-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9768 |
1.9574 |
-0.0194 |
-1.0% |
1.9774 |
| High |
1.9790 |
1.9574 |
-0.0216 |
-1.1% |
1.9810 |
| Low |
1.9647 |
1.9510 |
-0.0137 |
-0.7% |
1.9569 |
| Close |
1.9651 |
1.9525 |
-0.0126 |
-0.6% |
1.9626 |
| Range |
0.0143 |
0.0064 |
-0.0079 |
-55.2% |
0.0241 |
| ATR |
0.0135 |
0.0135 |
0.0000 |
0.3% |
0.0000 |
| Volume |
61,577 |
92,415 |
30,838 |
50.1% |
381,093 |
|
| Daily Pivots for day following 15-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9728 |
1.9691 |
1.9560 |
|
| R3 |
1.9664 |
1.9627 |
1.9543 |
|
| R2 |
1.9600 |
1.9600 |
1.9537 |
|
| R1 |
1.9563 |
1.9563 |
1.9531 |
1.9550 |
| PP |
1.9536 |
1.9536 |
1.9536 |
1.9530 |
| S1 |
1.9499 |
1.9499 |
1.9519 |
1.9486 |
| S2 |
1.9472 |
1.9472 |
1.9513 |
|
| S3 |
1.9408 |
1.9435 |
1.9507 |
|
| S4 |
1.9344 |
1.9371 |
1.9490 |
|
|
| 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 |
1.9510 |
0.0280 |
1.4% |
0.0097 |
0.5% |
5% |
False |
True |
81,327 |
| 10 |
1.9940 |
1.9510 |
0.0430 |
2.2% |
0.0099 |
0.5% |
3% |
False |
True |
77,899 |
| 20 |
2.0120 |
1.9510 |
0.0610 |
3.1% |
0.0113 |
0.6% |
2% |
False |
True |
80,314 |
| 40 |
2.0230 |
1.9275 |
0.0955 |
4.9% |
0.0091 |
0.5% |
26% |
False |
False |
47,824 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0063 |
0.3% |
29% |
False |
False |
31,977 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0047 |
0.2% |
29% |
False |
False |
24,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9846 |
|
2.618 |
1.9742 |
|
1.618 |
1.9678 |
|
1.000 |
1.9638 |
|
0.618 |
1.9614 |
|
HIGH |
1.9574 |
|
0.618 |
1.9550 |
|
0.500 |
1.9542 |
|
0.382 |
1.9534 |
|
LOW |
1.9510 |
|
0.618 |
1.9470 |
|
1.000 |
1.9446 |
|
1.618 |
1.9406 |
|
2.618 |
1.9342 |
|
4.250 |
1.9238 |
|
|
| Fisher Pivots for day following 15-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9542 |
1.9650 |
| PP |
1.9536 |
1.9608 |
| S1 |
1.9531 |
1.9567 |
|