CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 15-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2008 |
15-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9360 |
1.9373 |
0.0013 |
0.1% |
1.9626 |
| High |
1.9430 |
1.9455 |
0.0025 |
0.1% |
1.9719 |
| Low |
1.9345 |
1.9373 |
0.0028 |
0.1% |
1.9408 |
| Close |
1.9391 |
1.9405 |
0.0014 |
0.1% |
1.9467 |
| Range |
0.0085 |
0.0082 |
-0.0003 |
-3.5% |
0.0311 |
| ATR |
0.0137 |
0.0133 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
94,107 |
66,189 |
-27,918 |
-29.7% |
430,048 |
|
| Daily Pivots for day following 15-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9657 |
1.9613 |
1.9450 |
|
| R3 |
1.9575 |
1.9531 |
1.9428 |
|
| R2 |
1.9493 |
1.9493 |
1.9420 |
|
| R1 |
1.9449 |
1.9449 |
1.9413 |
1.9471 |
| PP |
1.9411 |
1.9411 |
1.9411 |
1.9422 |
| S1 |
1.9367 |
1.9367 |
1.9397 |
1.9389 |
| S2 |
1.9329 |
1.9329 |
1.9390 |
|
| S3 |
1.9247 |
1.9285 |
1.9382 |
|
| S4 |
1.9165 |
1.9203 |
1.9360 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0464 |
2.0277 |
1.9638 |
|
| R3 |
2.0153 |
1.9966 |
1.9553 |
|
| R2 |
1.9842 |
1.9842 |
1.9524 |
|
| R1 |
1.9655 |
1.9655 |
1.9496 |
1.9593 |
| PP |
1.9531 |
1.9531 |
1.9531 |
1.9501 |
| S1 |
1.9344 |
1.9344 |
1.9438 |
1.9282 |
| S2 |
1.9220 |
1.9220 |
1.9410 |
|
| S3 |
1.8909 |
1.9033 |
1.9381 |
|
| S4 |
1.8598 |
1.8722 |
1.9296 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9585 |
1.9345 |
0.0240 |
1.2% |
0.0077 |
0.4% |
25% |
False |
False |
76,030 |
| 10 |
1.9787 |
1.9345 |
0.0442 |
2.3% |
0.0081 |
0.4% |
14% |
False |
False |
83,112 |
| 20 |
1.9935 |
1.9345 |
0.0590 |
3.0% |
0.0098 |
0.5% |
10% |
False |
False |
91,941 |
| 40 |
2.0060 |
1.9345 |
0.0715 |
3.7% |
0.0103 |
0.5% |
8% |
False |
False |
85,897 |
| 60 |
2.0230 |
1.9345 |
0.0885 |
4.6% |
0.0097 |
0.5% |
7% |
False |
False |
65,700 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0075 |
0.4% |
17% |
False |
False |
49,341 |
| 100 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0060 |
0.3% |
17% |
False |
False |
39,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9804 |
|
2.618 |
1.9670 |
|
1.618 |
1.9588 |
|
1.000 |
1.9537 |
|
0.618 |
1.9506 |
|
HIGH |
1.9455 |
|
0.618 |
1.9424 |
|
0.500 |
1.9414 |
|
0.382 |
1.9404 |
|
LOW |
1.9373 |
|
0.618 |
1.9322 |
|
1.000 |
1.9291 |
|
1.618 |
1.9240 |
|
2.618 |
1.9158 |
|
4.250 |
1.9025 |
|
|
| Fisher Pivots for day following 15-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9414 |
1.9403 |
| PP |
1.9411 |
1.9402 |
| S1 |
1.9408 |
1.9400 |
|