CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 21-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2008 |
21-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9874 |
1.9791 |
-0.0083 |
-0.4% |
1.9768 |
| High |
1.9910 |
1.9805 |
-0.0105 |
-0.5% |
1.9910 |
| Low |
1.9800 |
1.9705 |
-0.0095 |
-0.5% |
1.9510 |
| Close |
1.9859 |
1.9723 |
-0.0136 |
-0.7% |
1.9859 |
| Range |
0.0110 |
0.0100 |
-0.0010 |
-9.1% |
0.0400 |
| ATR |
0.0142 |
0.0143 |
0.0001 |
0.6% |
0.0000 |
| Volume |
129,005 |
88,507 |
-40,498 |
-31.4% |
473,975 |
|
| Daily Pivots for day following 21-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0044 |
1.9984 |
1.9778 |
|
| R3 |
1.9944 |
1.9884 |
1.9751 |
|
| R2 |
1.9844 |
1.9844 |
1.9741 |
|
| R1 |
1.9784 |
1.9784 |
1.9732 |
1.9764 |
| PP |
1.9744 |
1.9744 |
1.9744 |
1.9735 |
| S1 |
1.9684 |
1.9684 |
1.9714 |
1.9664 |
| S2 |
1.9644 |
1.9644 |
1.9705 |
|
| S3 |
1.9544 |
1.9584 |
1.9696 |
|
| S4 |
1.9444 |
1.9484 |
1.9668 |
|
|
| 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% |
0.0102 |
0.5% |
53% |
False |
False |
100,181 |
| 10 |
1.9910 |
1.9510 |
0.0400 |
2.0% |
0.0096 |
0.5% |
53% |
False |
False |
86,756 |
| 20 |
2.0060 |
1.9510 |
0.0550 |
2.8% |
0.0110 |
0.6% |
39% |
False |
False |
81,561 |
| 40 |
2.0230 |
1.9510 |
0.0720 |
3.7% |
0.0100 |
0.5% |
30% |
False |
False |
57,992 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0070 |
0.4% |
49% |
False |
False |
38,743 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0053 |
0.3% |
49% |
False |
False |
29,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0230 |
|
2.618 |
2.0067 |
|
1.618 |
1.9967 |
|
1.000 |
1.9905 |
|
0.618 |
1.9867 |
|
HIGH |
1.9805 |
|
0.618 |
1.9767 |
|
0.500 |
1.9755 |
|
0.382 |
1.9743 |
|
LOW |
1.9705 |
|
0.618 |
1.9643 |
|
1.000 |
1.9605 |
|
1.618 |
1.9543 |
|
2.618 |
1.9443 |
|
4.250 |
1.9280 |
|
|
| Fisher Pivots for day following 21-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9755 |
1.9808 |
| PP |
1.9744 |
1.9779 |
| S1 |
1.9734 |
1.9751 |
|