CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 23-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2008 |
23-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9805 |
1.9786 |
-0.0019 |
-0.1% |
1.9488 |
| High |
1.9820 |
1.9815 |
-0.0005 |
0.0% |
1.9820 |
| Low |
1.9745 |
1.9770 |
0.0025 |
0.1% |
1.9415 |
| Close |
1.9749 |
1.9778 |
0.0029 |
0.1% |
1.9778 |
| Range |
0.0075 |
0.0045 |
-0.0030 |
-40.0% |
0.0405 |
| ATR |
0.0140 |
0.0135 |
-0.0005 |
-3.8% |
0.0000 |
| Volume |
76,735 |
80,917 |
4,182 |
5.4% |
406,175 |
|
| Daily Pivots for day following 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9923 |
1.9895 |
1.9803 |
|
| R3 |
1.9878 |
1.9850 |
1.9790 |
|
| R2 |
1.9833 |
1.9833 |
1.9786 |
|
| R1 |
1.9805 |
1.9805 |
1.9782 |
1.9797 |
| PP |
1.9788 |
1.9788 |
1.9788 |
1.9783 |
| S1 |
1.9760 |
1.9760 |
1.9774 |
1.9752 |
| S2 |
1.9743 |
1.9743 |
1.9770 |
|
| S3 |
1.9698 |
1.9715 |
1.9766 |
|
| S4 |
1.9653 |
1.9670 |
1.9753 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0886 |
2.0737 |
2.0001 |
|
| R3 |
2.0481 |
2.0332 |
1.9889 |
|
| R2 |
2.0076 |
2.0076 |
1.9852 |
|
| R1 |
1.9927 |
1.9927 |
1.9815 |
2.0002 |
| PP |
1.9671 |
1.9671 |
1.9671 |
1.9708 |
| S1 |
1.9522 |
1.9522 |
1.9741 |
1.9597 |
| S2 |
1.9266 |
1.9266 |
1.9704 |
|
| S3 |
1.8861 |
1.9117 |
1.9667 |
|
| S4 |
1.8456 |
1.8712 |
1.9555 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9820 |
1.9415 |
0.0405 |
2.0% |
0.0077 |
0.4% |
90% |
False |
False |
81,235 |
| 10 |
1.9820 |
1.9345 |
0.0475 |
2.4% |
0.0087 |
0.4% |
91% |
False |
False |
76,298 |
| 20 |
1.9900 |
1.9345 |
0.0555 |
2.8% |
0.0098 |
0.5% |
78% |
False |
False |
85,525 |
| 40 |
1.9940 |
1.9345 |
0.0595 |
3.0% |
0.0100 |
0.5% |
73% |
False |
False |
85,955 |
| 60 |
2.0230 |
1.9345 |
0.0885 |
4.5% |
0.0105 |
0.5% |
49% |
False |
False |
73,434 |
| 80 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0081 |
0.4% |
55% |
False |
False |
55,164 |
| 100 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0066 |
0.3% |
55% |
False |
False |
44,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0006 |
|
2.618 |
1.9933 |
|
1.618 |
1.9888 |
|
1.000 |
1.9860 |
|
0.618 |
1.9843 |
|
HIGH |
1.9815 |
|
0.618 |
1.9798 |
|
0.500 |
1.9793 |
|
0.382 |
1.9787 |
|
LOW |
1.9770 |
|
0.618 |
1.9742 |
|
1.000 |
1.9725 |
|
1.618 |
1.9697 |
|
2.618 |
1.9652 |
|
4.250 |
1.9579 |
|
|
| Fisher Pivots for day following 23-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9793 |
1.9751 |
| PP |
1.9788 |
1.9724 |
| S1 |
1.9783 |
1.9698 |
|