CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 16-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2008 |
16-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9373 |
1.9426 |
0.0053 |
0.3% |
1.9503 |
| High |
1.9455 |
1.9562 |
0.0107 |
0.5% |
1.9585 |
| Low |
1.9373 |
1.9395 |
0.0022 |
0.1% |
1.9345 |
| Close |
1.9405 |
1.9514 |
0.0109 |
0.6% |
1.9514 |
| Range |
0.0082 |
0.0167 |
0.0085 |
103.7% |
0.0240 |
| ATR |
0.0133 |
0.0136 |
0.0002 |
1.8% |
0.0000 |
| Volume |
66,189 |
62,214 |
-3,975 |
-6.0% |
356,809 |
|
| Daily Pivots for day following 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9991 |
1.9920 |
1.9606 |
|
| R3 |
1.9824 |
1.9753 |
1.9560 |
|
| R2 |
1.9657 |
1.9657 |
1.9545 |
|
| R1 |
1.9586 |
1.9586 |
1.9529 |
1.9622 |
| PP |
1.9490 |
1.9490 |
1.9490 |
1.9508 |
| S1 |
1.9419 |
1.9419 |
1.9499 |
1.9455 |
| S2 |
1.9323 |
1.9323 |
1.9483 |
|
| S3 |
1.9156 |
1.9252 |
1.9468 |
|
| S4 |
1.8989 |
1.9085 |
1.9422 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0201 |
2.0098 |
1.9646 |
|
| R3 |
1.9961 |
1.9858 |
1.9580 |
|
| R2 |
1.9721 |
1.9721 |
1.9558 |
|
| R1 |
1.9618 |
1.9618 |
1.9536 |
1.9670 |
| PP |
1.9481 |
1.9481 |
1.9481 |
1.9507 |
| S1 |
1.9378 |
1.9378 |
1.9492 |
1.9430 |
| S2 |
1.9241 |
1.9241 |
1.9470 |
|
| S3 |
1.9001 |
1.9138 |
1.9448 |
|
| S4 |
1.8761 |
1.8898 |
1.9382 |
|
|
| 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% |
0.0097 |
0.5% |
70% |
False |
False |
71,361 |
| 10 |
1.9719 |
1.9345 |
0.0374 |
1.9% |
0.0084 |
0.4% |
45% |
False |
False |
78,685 |
| 20 |
1.9935 |
1.9345 |
0.0590 |
3.0% |
0.0101 |
0.5% |
29% |
False |
False |
88,601 |
| 40 |
2.0060 |
1.9345 |
0.0715 |
3.7% |
0.0106 |
0.5% |
24% |
False |
False |
84,599 |
| 60 |
2.0230 |
1.9345 |
0.0885 |
4.5% |
0.0099 |
0.5% |
19% |
False |
False |
66,725 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0077 |
0.4% |
28% |
False |
False |
50,114 |
| 100 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0062 |
0.3% |
28% |
False |
False |
40,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0272 |
|
2.618 |
1.9999 |
|
1.618 |
1.9832 |
|
1.000 |
1.9729 |
|
0.618 |
1.9665 |
|
HIGH |
1.9562 |
|
0.618 |
1.9498 |
|
0.500 |
1.9479 |
|
0.382 |
1.9459 |
|
LOW |
1.9395 |
|
0.618 |
1.9292 |
|
1.000 |
1.9228 |
|
1.618 |
1.9125 |
|
2.618 |
1.8958 |
|
4.250 |
1.8685 |
|
|
| Fisher Pivots for day following 16-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9502 |
1.9494 |
| PP |
1.9490 |
1.9474 |
| S1 |
1.9479 |
1.9454 |
|