CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 02-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2008 |
02-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9808 |
1.9786 |
-0.0022 |
-0.1% |
1.9845 |
| High |
1.9809 |
1.9787 |
-0.0022 |
-0.1% |
1.9900 |
| Low |
1.9650 |
1.9650 |
0.0000 |
0.0% |
1.9585 |
| Close |
1.9678 |
1.9683 |
0.0005 |
0.0% |
1.9683 |
| Range |
0.0159 |
0.0137 |
-0.0022 |
-13.8% |
0.0315 |
| ATR |
0.0161 |
0.0159 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
124,871 |
106,478 |
-18,393 |
-14.7% |
517,469 |
|
| Daily Pivots for day following 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0118 |
2.0037 |
1.9758 |
|
| R3 |
1.9981 |
1.9900 |
1.9721 |
|
| R2 |
1.9844 |
1.9844 |
1.9708 |
|
| R1 |
1.9763 |
1.9763 |
1.9696 |
1.9735 |
| PP |
1.9707 |
1.9707 |
1.9707 |
1.9693 |
| S1 |
1.9626 |
1.9626 |
1.9670 |
1.9598 |
| S2 |
1.9570 |
1.9570 |
1.9658 |
|
| S3 |
1.9433 |
1.9489 |
1.9645 |
|
| S4 |
1.9296 |
1.9352 |
1.9608 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0668 |
2.0490 |
1.9856 |
|
| R3 |
2.0353 |
2.0175 |
1.9770 |
|
| R2 |
2.0038 |
2.0038 |
1.9741 |
|
| R1 |
1.9860 |
1.9860 |
1.9712 |
1.9792 |
| PP |
1.9723 |
1.9723 |
1.9723 |
1.9688 |
| S1 |
1.9545 |
1.9545 |
1.9654 |
1.9477 |
| S2 |
1.9408 |
1.9408 |
1.9625 |
|
| S3 |
1.9093 |
1.9230 |
1.9596 |
|
| S4 |
1.8778 |
1.8915 |
1.9510 |
|
|
| 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% |
0.0147 |
0.7% |
31% |
False |
False |
103,493 |
| 10 |
1.9935 |
1.9585 |
0.0350 |
1.8% |
0.0118 |
0.6% |
28% |
False |
False |
98,517 |
| 20 |
1.9935 |
1.9510 |
0.0425 |
2.2% |
0.0106 |
0.5% |
41% |
False |
False |
92,012 |
| 40 |
2.0230 |
1.9510 |
0.0720 |
3.7% |
0.0116 |
0.6% |
24% |
False |
False |
80,177 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0087 |
0.4% |
45% |
False |
False |
53,655 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0067 |
0.3% |
45% |
False |
False |
40,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0369 |
|
2.618 |
2.0146 |
|
1.618 |
2.0009 |
|
1.000 |
1.9924 |
|
0.618 |
1.9872 |
|
HIGH |
1.9787 |
|
0.618 |
1.9735 |
|
0.500 |
1.9719 |
|
0.382 |
1.9702 |
|
LOW |
1.9650 |
|
0.618 |
1.9565 |
|
1.000 |
1.9513 |
|
1.618 |
1.9428 |
|
2.618 |
1.9291 |
|
4.250 |
1.9068 |
|
|
| Fisher Pivots for day following 02-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9719 |
1.9711 |
| PP |
1.9707 |
1.9701 |
| S1 |
1.9695 |
1.9692 |
|