CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 20-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2008 |
20-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9488 |
1.9605 |
0.0117 |
0.6% |
1.9503 |
| High |
1.9512 |
1.9680 |
0.0168 |
0.9% |
1.9585 |
| Low |
1.9415 |
1.9605 |
0.0190 |
1.0% |
1.9345 |
| Close |
1.9437 |
1.9633 |
0.0196 |
1.0% |
1.9514 |
| Range |
0.0097 |
0.0075 |
-0.0022 |
-22.7% |
0.0240 |
| ATR |
0.0133 |
0.0141 |
0.0008 |
5.9% |
0.0000 |
| Volume |
83,523 |
65,783 |
-17,740 |
-21.2% |
356,809 |
|
| Daily Pivots for day following 20-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9864 |
1.9824 |
1.9674 |
|
| R3 |
1.9789 |
1.9749 |
1.9654 |
|
| R2 |
1.9714 |
1.9714 |
1.9647 |
|
| R1 |
1.9674 |
1.9674 |
1.9640 |
1.9694 |
| PP |
1.9639 |
1.9639 |
1.9639 |
1.9650 |
| S1 |
1.9599 |
1.9599 |
1.9626 |
1.9619 |
| S2 |
1.9564 |
1.9564 |
1.9619 |
|
| S3 |
1.9489 |
1.9524 |
1.9612 |
|
| S4 |
1.9414 |
1.9449 |
1.9592 |
|
|
| 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 |
1.9680 |
1.9345 |
0.0335 |
1.7% |
0.0101 |
0.5% |
86% |
True |
False |
74,363 |
| 10 |
1.9680 |
1.9345 |
0.0335 |
1.7% |
0.0086 |
0.4% |
86% |
True |
False |
76,057 |
| 20 |
1.9900 |
1.9345 |
0.0555 |
2.8% |
0.0099 |
0.5% |
52% |
False |
False |
87,601 |
| 40 |
2.0060 |
1.9345 |
0.0715 |
3.6% |
0.0105 |
0.5% |
40% |
False |
False |
85,835 |
| 60 |
2.0230 |
1.9345 |
0.0885 |
4.5% |
0.0102 |
0.5% |
33% |
False |
False |
69,193 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0079 |
0.4% |
40% |
False |
False |
51,960 |
| 100 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0063 |
0.3% |
40% |
False |
False |
41,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9999 |
|
2.618 |
1.9876 |
|
1.618 |
1.9801 |
|
1.000 |
1.9755 |
|
0.618 |
1.9726 |
|
HIGH |
1.9680 |
|
0.618 |
1.9651 |
|
0.500 |
1.9643 |
|
0.382 |
1.9634 |
|
LOW |
1.9605 |
|
0.618 |
1.9559 |
|
1.000 |
1.9530 |
|
1.618 |
1.9484 |
|
2.618 |
1.9409 |
|
4.250 |
1.9286 |
|
|
| Fisher Pivots for day following 20-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9643 |
1.9601 |
| PP |
1.9639 |
1.9569 |
| S1 |
1.9636 |
1.9538 |
|