CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 07-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2008 |
07-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9643 |
1.9502 |
-0.0141 |
-0.7% |
1.9845 |
| High |
1.9719 |
1.9502 |
-0.0217 |
-1.1% |
1.9900 |
| Low |
1.9643 |
1.9448 |
-0.0195 |
-1.0% |
1.9585 |
| Close |
1.9672 |
1.9472 |
-0.0200 |
-1.0% |
1.9683 |
| Range |
0.0076 |
0.0054 |
-0.0022 |
-28.9% |
0.0315 |
| ATR |
0.0149 |
0.0154 |
0.0005 |
3.6% |
0.0000 |
| Volume |
56,374 |
72,748 |
16,374 |
29.0% |
517,469 |
|
| Daily Pivots for day following 07-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9636 |
1.9608 |
1.9502 |
|
| R3 |
1.9582 |
1.9554 |
1.9487 |
|
| R2 |
1.9528 |
1.9528 |
1.9482 |
|
| R1 |
1.9500 |
1.9500 |
1.9477 |
1.9487 |
| PP |
1.9474 |
1.9474 |
1.9474 |
1.9468 |
| S1 |
1.9446 |
1.9446 |
1.9467 |
1.9433 |
| S2 |
1.9420 |
1.9420 |
1.9462 |
|
| S3 |
1.9366 |
1.9392 |
1.9457 |
|
| S4 |
1.9312 |
1.9338 |
1.9442 |
|
|
| 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 |
1.9809 |
1.9448 |
0.0361 |
1.9% |
0.0100 |
0.5% |
7% |
False |
True |
95,937 |
| 10 |
1.9900 |
1.9448 |
0.0452 |
2.3% |
0.0110 |
0.6% |
5% |
False |
True |
96,228 |
| 20 |
1.9935 |
1.9448 |
0.0487 |
2.5% |
0.0106 |
0.5% |
5% |
False |
True |
93,546 |
| 40 |
2.0230 |
1.9448 |
0.0782 |
4.0% |
0.0112 |
0.6% |
3% |
False |
True |
85,482 |
| 60 |
2.0230 |
1.9275 |
0.0955 |
4.9% |
0.0090 |
0.5% |
21% |
False |
False |
57,789 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0069 |
0.4% |
24% |
False |
False |
43,414 |
| 100 |
2.0263 |
1.9235 |
0.1028 |
5.3% |
0.0056 |
0.3% |
23% |
False |
False |
34,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9732 |
|
2.618 |
1.9643 |
|
1.618 |
1.9589 |
|
1.000 |
1.9556 |
|
0.618 |
1.9535 |
|
HIGH |
1.9502 |
|
0.618 |
1.9481 |
|
0.500 |
1.9475 |
|
0.382 |
1.9469 |
|
LOW |
1.9448 |
|
0.618 |
1.9415 |
|
1.000 |
1.9394 |
|
1.618 |
1.9361 |
|
2.618 |
1.9307 |
|
4.250 |
1.9219 |
|
|
| Fisher Pivots for day following 07-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9475 |
1.9584 |
| PP |
1.9474 |
1.9546 |
| S1 |
1.9473 |
1.9509 |
|