CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 05-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2008 |
05-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9786 |
1.9626 |
-0.0160 |
-0.8% |
1.9845 |
| High |
1.9787 |
1.9670 |
-0.0117 |
-0.6% |
1.9900 |
| Low |
1.9650 |
1.9595 |
-0.0055 |
-0.3% |
1.9585 |
| Close |
1.9683 |
1.9659 |
-0.0024 |
-0.1% |
1.9683 |
| Range |
0.0137 |
0.0075 |
-0.0062 |
-45.3% |
0.0315 |
| ATR |
0.0159 |
0.0154 |
-0.0005 |
-3.2% |
0.0000 |
| Volume |
106,478 |
119,215 |
12,737 |
12.0% |
517,469 |
|
| Daily Pivots for day following 05-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9866 |
1.9838 |
1.9700 |
|
| R3 |
1.9791 |
1.9763 |
1.9680 |
|
| R2 |
1.9716 |
1.9716 |
1.9673 |
|
| R1 |
1.9688 |
1.9688 |
1.9666 |
1.9702 |
| PP |
1.9641 |
1.9641 |
1.9641 |
1.9649 |
| S1 |
1.9613 |
1.9613 |
1.9652 |
1.9627 |
| S2 |
1.9566 |
1.9566 |
1.9645 |
|
| S3 |
1.9491 |
1.9538 |
1.9638 |
|
| S4 |
1.9416 |
1.9463 |
1.9618 |
|
|
| 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 |
1.9836 |
1.9585 |
0.0251 |
1.3% |
0.0144 |
0.7% |
29% |
False |
False |
107,485 |
| 10 |
1.9935 |
1.9585 |
0.0350 |
1.8% |
0.0116 |
0.6% |
21% |
False |
False |
101,588 |
| 20 |
1.9935 |
1.9510 |
0.0425 |
2.2% |
0.0106 |
0.5% |
35% |
False |
False |
94,172 |
| 40 |
2.0230 |
1.9510 |
0.0720 |
3.7% |
0.0116 |
0.6% |
21% |
False |
False |
83,065 |
| 60 |
2.0230 |
1.9275 |
0.0955 |
4.9% |
0.0088 |
0.4% |
40% |
False |
False |
55,639 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0068 |
0.3% |
43% |
False |
False |
41,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9989 |
|
2.618 |
1.9866 |
|
1.618 |
1.9791 |
|
1.000 |
1.9745 |
|
0.618 |
1.9716 |
|
HIGH |
1.9670 |
|
0.618 |
1.9641 |
|
0.500 |
1.9633 |
|
0.382 |
1.9624 |
|
LOW |
1.9595 |
|
0.618 |
1.9549 |
|
1.000 |
1.9520 |
|
1.618 |
1.9474 |
|
2.618 |
1.9399 |
|
4.250 |
1.9276 |
|
|
| Fisher Pivots for day following 05-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9650 |
1.9702 |
| PP |
1.9641 |
1.9688 |
| S1 |
1.9633 |
1.9673 |
|