CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 01-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2008 |
01-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9610 |
1.9808 |
0.0198 |
1.0% |
1.9791 |
| High |
1.9836 |
1.9809 |
-0.0027 |
-0.1% |
1.9935 |
| Low |
1.9585 |
1.9650 |
0.0065 |
0.3% |
1.9615 |
| Close |
1.9829 |
1.9678 |
-0.0151 |
-0.8% |
1.9749 |
| Range |
0.0251 |
0.0159 |
-0.0092 |
-36.7% |
0.0320 |
| ATR |
0.0160 |
0.0161 |
0.0001 |
0.9% |
0.0000 |
| Volume |
116,929 |
124,871 |
7,942 |
6.8% |
467,704 |
|
| Daily Pivots for day following 01-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0189 |
2.0093 |
1.9765 |
|
| R3 |
2.0030 |
1.9934 |
1.9722 |
|
| R2 |
1.9871 |
1.9871 |
1.9707 |
|
| R1 |
1.9775 |
1.9775 |
1.9693 |
1.9744 |
| PP |
1.9712 |
1.9712 |
1.9712 |
1.9697 |
| S1 |
1.9616 |
1.9616 |
1.9663 |
1.9585 |
| S2 |
1.9553 |
1.9553 |
1.9649 |
|
| S3 |
1.9394 |
1.9457 |
1.9634 |
|
| S4 |
1.9235 |
1.9298 |
1.9591 |
|
|
| 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 |
1.9900 |
1.9585 |
0.0315 |
1.6% |
0.0138 |
0.7% |
30% |
False |
False |
100,144 |
| 10 |
1.9935 |
1.9585 |
0.0350 |
1.8% |
0.0116 |
0.6% |
27% |
False |
False |
100,770 |
| 20 |
1.9940 |
1.9510 |
0.0430 |
2.2% |
0.0106 |
0.5% |
39% |
False |
False |
91,382 |
| 40 |
2.0230 |
1.9510 |
0.0720 |
3.7% |
0.0114 |
0.6% |
23% |
False |
False |
77,567 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0084 |
0.4% |
45% |
False |
False |
51,889 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0065 |
0.3% |
45% |
False |
False |
38,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0485 |
|
2.618 |
2.0225 |
|
1.618 |
2.0066 |
|
1.000 |
1.9968 |
|
0.618 |
1.9907 |
|
HIGH |
1.9809 |
|
0.618 |
1.9748 |
|
0.500 |
1.9730 |
|
0.382 |
1.9711 |
|
LOW |
1.9650 |
|
0.618 |
1.9552 |
|
1.000 |
1.9491 |
|
1.618 |
1.9393 |
|
2.618 |
1.9234 |
|
4.250 |
1.8974 |
|
|
| Fisher Pivots for day following 01-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9730 |
1.9711 |
| PP |
1.9712 |
1.9700 |
| S1 |
1.9695 |
1.9689 |
|