CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 21-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2008 |
21-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9605 |
1.9622 |
0.0017 |
0.1% |
1.9503 |
| High |
1.9680 |
1.9670 |
-0.0010 |
-0.1% |
1.9585 |
| Low |
1.9605 |
1.9575 |
-0.0030 |
-0.2% |
1.9345 |
| Close |
1.9633 |
1.9649 |
0.0016 |
0.1% |
1.9514 |
| Range |
0.0075 |
0.0095 |
0.0020 |
26.7% |
0.0240 |
| ATR |
0.0141 |
0.0138 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
65,783 |
99,217 |
33,434 |
50.8% |
356,809 |
|
| Daily Pivots for day following 21-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9916 |
1.9878 |
1.9701 |
|
| R3 |
1.9821 |
1.9783 |
1.9675 |
|
| R2 |
1.9726 |
1.9726 |
1.9666 |
|
| R1 |
1.9688 |
1.9688 |
1.9658 |
1.9707 |
| PP |
1.9631 |
1.9631 |
1.9631 |
1.9641 |
| S1 |
1.9593 |
1.9593 |
1.9640 |
1.9612 |
| S2 |
1.9536 |
1.9536 |
1.9632 |
|
| S3 |
1.9441 |
1.9498 |
1.9623 |
|
| S4 |
1.9346 |
1.9403 |
1.9597 |
|
|
| 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 |
1.9373 |
0.0307 |
1.6% |
0.0103 |
0.5% |
90% |
False |
False |
75,385 |
| 10 |
1.9680 |
1.9345 |
0.0335 |
1.7% |
0.0090 |
0.5% |
91% |
False |
False |
78,704 |
| 20 |
1.9900 |
1.9345 |
0.0555 |
2.8% |
0.0100 |
0.5% |
55% |
False |
False |
87,466 |
| 40 |
2.0060 |
1.9345 |
0.0715 |
3.6% |
0.0103 |
0.5% |
43% |
False |
False |
86,401 |
| 60 |
2.0230 |
1.9345 |
0.0885 |
4.5% |
0.0103 |
0.5% |
34% |
False |
False |
70,837 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0080 |
0.4% |
42% |
False |
False |
53,198 |
| 100 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0064 |
0.3% |
42% |
False |
False |
42,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0074 |
|
2.618 |
1.9919 |
|
1.618 |
1.9824 |
|
1.000 |
1.9765 |
|
0.618 |
1.9729 |
|
HIGH |
1.9670 |
|
0.618 |
1.9634 |
|
0.500 |
1.9623 |
|
0.382 |
1.9611 |
|
LOW |
1.9575 |
|
0.618 |
1.9516 |
|
1.000 |
1.9480 |
|
1.618 |
1.9421 |
|
2.618 |
1.9326 |
|
4.250 |
1.9171 |
|
|
| Fisher Pivots for day following 21-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9640 |
1.9615 |
| PP |
1.9631 |
1.9581 |
| S1 |
1.9623 |
1.9548 |
|