CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 25-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2008 |
25-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9683 |
1.9770 |
0.0087 |
0.4% |
1.9791 |
| High |
1.9688 |
1.9825 |
0.0137 |
0.7% |
1.9935 |
| Low |
1.9615 |
1.9737 |
0.0122 |
0.6% |
1.9615 |
| Close |
1.9685 |
1.9749 |
0.0064 |
0.3% |
1.9749 |
| Range |
0.0073 |
0.0088 |
0.0015 |
20.5% |
0.0320 |
| ATR |
0.0147 |
0.0147 |
-0.0001 |
-0.3% |
0.0000 |
| Volume |
106,746 |
89,730 |
-17,016 |
-15.9% |
467,704 |
|
| Daily Pivots for day following 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0034 |
1.9980 |
1.9797 |
|
| R3 |
1.9946 |
1.9892 |
1.9773 |
|
| R2 |
1.9858 |
1.9858 |
1.9765 |
|
| R1 |
1.9804 |
1.9804 |
1.9757 |
1.9787 |
| PP |
1.9770 |
1.9770 |
1.9770 |
1.9762 |
| S1 |
1.9716 |
1.9716 |
1.9741 |
1.9699 |
| S2 |
1.9682 |
1.9682 |
1.9733 |
|
| S3 |
1.9594 |
1.9628 |
1.9725 |
|
| S4 |
1.9506 |
1.9540 |
1.9701 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0726 |
2.0558 |
1.9925 |
|
| R3 |
2.0406 |
2.0238 |
1.9837 |
|
| R2 |
2.0086 |
2.0086 |
1.9808 |
|
| R1 |
1.9918 |
1.9918 |
1.9778 |
1.9842 |
| PP |
1.9766 |
1.9766 |
1.9766 |
1.9729 |
| S1 |
1.9598 |
1.9598 |
1.9720 |
1.9522 |
| S2 |
1.9446 |
1.9446 |
1.9690 |
|
| S3 |
1.9126 |
1.9278 |
1.9661 |
|
| S4 |
1.8806 |
1.8958 |
1.9573 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9935 |
1.9615 |
0.0320 |
1.6% |
0.0089 |
0.5% |
42% |
False |
False |
93,540 |
| 10 |
1.9935 |
1.9510 |
0.0425 |
2.2% |
0.0100 |
0.5% |
56% |
False |
False |
94,167 |
| 20 |
1.9940 |
1.9510 |
0.0430 |
2.2% |
0.0101 |
0.5% |
56% |
False |
False |
86,386 |
| 40 |
2.0230 |
1.9510 |
0.0720 |
3.6% |
0.0109 |
0.6% |
33% |
False |
False |
67,388 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0076 |
0.4% |
52% |
False |
False |
45,044 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0057 |
0.3% |
52% |
False |
False |
33,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0199 |
|
2.618 |
2.0055 |
|
1.618 |
1.9967 |
|
1.000 |
1.9913 |
|
0.618 |
1.9879 |
|
HIGH |
1.9825 |
|
0.618 |
1.9791 |
|
0.500 |
1.9781 |
|
0.382 |
1.9771 |
|
LOW |
1.9737 |
|
0.618 |
1.9683 |
|
1.000 |
1.9649 |
|
1.618 |
1.9595 |
|
2.618 |
1.9507 |
|
4.250 |
1.9363 |
|
|
| Fisher Pivots for day following 25-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9781 |
1.9739 |
| PP |
1.9770 |
1.9730 |
| S1 |
1.9760 |
1.9720 |
|