CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 18-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2008 |
18-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9718 |
1.9874 |
0.0156 |
0.8% |
1.9768 |
| High |
1.9850 |
1.9910 |
0.0060 |
0.3% |
1.9910 |
| Low |
1.9710 |
1.9800 |
0.0090 |
0.5% |
1.9510 |
| Close |
1.9837 |
1.9859 |
0.0022 |
0.1% |
1.9859 |
| Range |
0.0140 |
0.0110 |
-0.0030 |
-21.4% |
0.0400 |
| ATR |
0.0145 |
0.0142 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
94,311 |
129,005 |
34,694 |
36.8% |
473,975 |
|
| Daily Pivots for day following 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0186 |
2.0133 |
1.9920 |
|
| R3 |
2.0076 |
2.0023 |
1.9889 |
|
| R2 |
1.9966 |
1.9966 |
1.9879 |
|
| R1 |
1.9913 |
1.9913 |
1.9869 |
1.9885 |
| PP |
1.9856 |
1.9856 |
1.9856 |
1.9842 |
| S1 |
1.9803 |
1.9803 |
1.9849 |
1.9775 |
| S2 |
1.9746 |
1.9746 |
1.9839 |
|
| S3 |
1.9636 |
1.9693 |
1.9829 |
|
| S4 |
1.9526 |
1.9583 |
1.9799 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0960 |
2.0809 |
2.0079 |
|
| R3 |
2.0560 |
2.0409 |
1.9969 |
|
| R2 |
2.0160 |
2.0160 |
1.9932 |
|
| R1 |
2.0009 |
2.0009 |
1.9896 |
2.0085 |
| PP |
1.9760 |
1.9760 |
1.9760 |
1.9797 |
| S1 |
1.9609 |
1.9609 |
1.9822 |
1.9685 |
| S2 |
1.9360 |
1.9360 |
1.9786 |
|
| S3 |
1.8960 |
1.9209 |
1.9749 |
|
| S4 |
1.8560 |
1.8809 |
1.9639 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9910 |
1.9510 |
0.0400 |
2.0% |
0.0110 |
0.6% |
87% |
True |
False |
94,795 |
| 10 |
1.9910 |
1.9510 |
0.0400 |
2.0% |
0.0093 |
0.5% |
87% |
True |
False |
85,506 |
| 20 |
2.0060 |
1.9510 |
0.0550 |
2.8% |
0.0110 |
0.6% |
63% |
False |
False |
80,598 |
| 40 |
2.0230 |
1.9510 |
0.0720 |
3.6% |
0.0098 |
0.5% |
48% |
False |
False |
55,787 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0069 |
0.3% |
63% |
False |
False |
37,284 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0052 |
0.3% |
63% |
False |
False |
28,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0378 |
|
2.618 |
2.0198 |
|
1.618 |
2.0088 |
|
1.000 |
2.0020 |
|
0.618 |
1.9978 |
|
HIGH |
1.9910 |
|
0.618 |
1.9868 |
|
0.500 |
1.9855 |
|
0.382 |
1.9842 |
|
LOW |
1.9800 |
|
0.618 |
1.9732 |
|
1.000 |
1.9690 |
|
1.618 |
1.9622 |
|
2.618 |
1.9512 |
|
4.250 |
1.9333 |
|
|
| Fisher Pivots for day following 18-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9858 |
1.9826 |
| PP |
1.9856 |
1.9793 |
| S1 |
1.9855 |
1.9760 |
|