CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 19-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2008 |
19-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9426 |
1.9488 |
0.0062 |
0.3% |
1.9503 |
| High |
1.9562 |
1.9512 |
-0.0050 |
-0.3% |
1.9585 |
| Low |
1.9395 |
1.9415 |
0.0020 |
0.1% |
1.9345 |
| Close |
1.9514 |
1.9437 |
-0.0077 |
-0.4% |
1.9514 |
| Range |
0.0167 |
0.0097 |
-0.0070 |
-41.9% |
0.0240 |
| ATR |
0.0136 |
0.0133 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
62,214 |
83,523 |
21,309 |
34.3% |
356,809 |
|
| Daily Pivots for day following 19-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9746 |
1.9688 |
1.9490 |
|
| R3 |
1.9649 |
1.9591 |
1.9464 |
|
| R2 |
1.9552 |
1.9552 |
1.9455 |
|
| R1 |
1.9494 |
1.9494 |
1.9446 |
1.9475 |
| PP |
1.9455 |
1.9455 |
1.9455 |
1.9445 |
| S1 |
1.9397 |
1.9397 |
1.9428 |
1.9378 |
| S2 |
1.9358 |
1.9358 |
1.9419 |
|
| S3 |
1.9261 |
1.9300 |
1.9410 |
|
| S4 |
1.9164 |
1.9203 |
1.9384 |
|
|
| 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 |
1.9562 |
1.9345 |
0.0217 |
1.1% |
0.0099 |
0.5% |
42% |
False |
False |
73,030 |
| 10 |
1.9719 |
1.9345 |
0.0374 |
1.9% |
0.0086 |
0.4% |
25% |
False |
False |
75,116 |
| 20 |
1.9935 |
1.9345 |
0.0590 |
3.0% |
0.0101 |
0.5% |
16% |
False |
False |
88,352 |
| 40 |
2.0060 |
1.9345 |
0.0715 |
3.7% |
0.0106 |
0.5% |
13% |
False |
False |
84,956 |
| 60 |
2.0230 |
1.9345 |
0.0885 |
4.6% |
0.0101 |
0.5% |
10% |
False |
False |
68,112 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0078 |
0.4% |
20% |
False |
False |
51,145 |
| 100 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0063 |
0.3% |
20% |
False |
False |
40,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9924 |
|
2.618 |
1.9766 |
|
1.618 |
1.9669 |
|
1.000 |
1.9609 |
|
0.618 |
1.9572 |
|
HIGH |
1.9512 |
|
0.618 |
1.9475 |
|
0.500 |
1.9464 |
|
0.382 |
1.9452 |
|
LOW |
1.9415 |
|
0.618 |
1.9355 |
|
1.000 |
1.9318 |
|
1.618 |
1.9258 |
|
2.618 |
1.9161 |
|
4.250 |
1.9003 |
|
|
| Fisher Pivots for day following 19-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9464 |
1.9468 |
| PP |
1.9455 |
1.9457 |
| S1 |
1.9446 |
1.9447 |
|