CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 23-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2008 |
23-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9864 |
1.9780 |
-0.0084 |
-0.4% |
1.9768 |
| High |
1.9935 |
1.9780 |
-0.0155 |
-0.8% |
1.9910 |
| Low |
1.9825 |
1.9704 |
-0.0121 |
-0.6% |
1.9510 |
| Close |
1.9876 |
1.9730 |
-0.0146 |
-0.7% |
1.9859 |
| Range |
0.0110 |
0.0076 |
-0.0034 |
-30.9% |
0.0400 |
| ATR |
0.0148 |
0.0150 |
0.0002 |
1.2% |
0.0000 |
| Volume |
80,793 |
101,928 |
21,135 |
26.2% |
473,975 |
|
| Daily Pivots for day following 23-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9966 |
1.9924 |
1.9772 |
|
| R3 |
1.9890 |
1.9848 |
1.9751 |
|
| R2 |
1.9814 |
1.9814 |
1.9744 |
|
| R1 |
1.9772 |
1.9772 |
1.9737 |
1.9755 |
| PP |
1.9738 |
1.9738 |
1.9738 |
1.9730 |
| S1 |
1.9696 |
1.9696 |
1.9723 |
1.9679 |
| S2 |
1.9662 |
1.9662 |
1.9716 |
|
| S3 |
1.9586 |
1.9620 |
1.9709 |
|
| S4 |
1.9510 |
1.9544 |
1.9688 |
|
|
| 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 |
1.9935 |
1.9704 |
0.0231 |
1.2% |
0.0107 |
0.5% |
11% |
False |
True |
98,908 |
| 10 |
1.9935 |
1.9510 |
0.0425 |
2.2% |
0.0102 |
0.5% |
52% |
False |
False |
90,864 |
| 20 |
2.0060 |
1.9510 |
0.0550 |
2.8% |
0.0107 |
0.5% |
40% |
False |
False |
85,337 |
| 40 |
2.0230 |
1.9510 |
0.0720 |
3.6% |
0.0105 |
0.5% |
31% |
False |
False |
62,523 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0073 |
0.4% |
50% |
False |
False |
41,775 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0055 |
0.3% |
50% |
False |
False |
31,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0103 |
|
2.618 |
1.9979 |
|
1.618 |
1.9903 |
|
1.000 |
1.9856 |
|
0.618 |
1.9827 |
|
HIGH |
1.9780 |
|
0.618 |
1.9751 |
|
0.500 |
1.9742 |
|
0.382 |
1.9733 |
|
LOW |
1.9704 |
|
0.618 |
1.9657 |
|
1.000 |
1.9628 |
|
1.618 |
1.9581 |
|
2.618 |
1.9505 |
|
4.250 |
1.9381 |
|
|
| Fisher Pivots for day following 23-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9742 |
1.9820 |
| PP |
1.9738 |
1.9790 |
| S1 |
1.9734 |
1.9760 |
|