CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 08-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2008 |
08-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9502 |
1.9495 |
-0.0007 |
0.0% |
1.9845 |
| High |
1.9502 |
1.9558 |
0.0056 |
0.3% |
1.9900 |
| Low |
1.9448 |
1.9473 |
0.0025 |
0.1% |
1.9585 |
| Close |
1.9472 |
1.9478 |
0.0006 |
0.0% |
1.9683 |
| Range |
0.0054 |
0.0085 |
0.0031 |
57.4% |
0.0315 |
| ATR |
0.0154 |
0.0149 |
-0.0005 |
-3.2% |
0.0000 |
| Volume |
72,748 |
96,155 |
23,407 |
32.2% |
517,469 |
|
| Daily Pivots for day following 08-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9758 |
1.9703 |
1.9525 |
|
| R3 |
1.9673 |
1.9618 |
1.9501 |
|
| R2 |
1.9588 |
1.9588 |
1.9494 |
|
| R1 |
1.9533 |
1.9533 |
1.9486 |
1.9518 |
| PP |
1.9503 |
1.9503 |
1.9503 |
1.9496 |
| S1 |
1.9448 |
1.9448 |
1.9470 |
1.9433 |
| S2 |
1.9418 |
1.9418 |
1.9462 |
|
| S3 |
1.9333 |
1.9363 |
1.9455 |
|
| S4 |
1.9248 |
1.9278 |
1.9431 |
|
|
| 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 |
1.9787 |
1.9448 |
0.0339 |
1.7% |
0.0085 |
0.4% |
9% |
False |
False |
90,194 |
| 10 |
1.9900 |
1.9448 |
0.0452 |
2.3% |
0.0112 |
0.6% |
7% |
False |
False |
95,169 |
| 20 |
1.9935 |
1.9448 |
0.0487 |
2.5% |
0.0104 |
0.5% |
6% |
False |
False |
95,033 |
| 40 |
2.0230 |
1.9448 |
0.0782 |
4.0% |
0.0112 |
0.6% |
4% |
False |
False |
87,390 |
| 60 |
2.0230 |
1.9275 |
0.0955 |
4.9% |
0.0091 |
0.5% |
21% |
False |
False |
59,390 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0070 |
0.4% |
24% |
False |
False |
44,614 |
| 100 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0056 |
0.3% |
24% |
False |
False |
35,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9919 |
|
2.618 |
1.9781 |
|
1.618 |
1.9696 |
|
1.000 |
1.9643 |
|
0.618 |
1.9611 |
|
HIGH |
1.9558 |
|
0.618 |
1.9526 |
|
0.500 |
1.9516 |
|
0.382 |
1.9505 |
|
LOW |
1.9473 |
|
0.618 |
1.9420 |
|
1.000 |
1.9388 |
|
1.618 |
1.9335 |
|
2.618 |
1.9250 |
|
4.250 |
1.9112 |
|
|
| Fisher Pivots for day following 08-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9516 |
1.9584 |
| PP |
1.9503 |
1.9548 |
| S1 |
1.9491 |
1.9513 |
|