CME British Pound Future June 2008
Trading Metrics calculated at close of trading on 30-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2008 |
30-May-2008 |
Change |
Change % |
Previous Week |
Open |
1.9754 |
1.9710 |
-0.0044 |
-0.2% |
1.9742 |
High |
1.9780 |
1.9795 |
0.0015 |
0.1% |
1.9795 |
Low |
1.9710 |
1.9660 |
-0.0050 |
-0.3% |
1.9660 |
Close |
1.9728 |
1.9788 |
0.0060 |
0.3% |
1.9788 |
Range |
0.0070 |
0.0135 |
0.0065 |
92.9% |
0.0135 |
ATR |
0.0126 |
0.0126 |
0.0001 |
0.5% |
0.0000 |
Volume |
65,384 |
72,277 |
6,893 |
10.5% |
251,545 |
|
Daily Pivots for day following 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.0153 |
2.0105 |
1.9862 |
|
R3 |
2.0018 |
1.9970 |
1.9825 |
|
R2 |
1.9883 |
1.9883 |
1.9813 |
|
R1 |
1.9835 |
1.9835 |
1.9800 |
1.9859 |
PP |
1.9748 |
1.9748 |
1.9748 |
1.9760 |
S1 |
1.9700 |
1.9700 |
1.9776 |
1.9724 |
S2 |
1.9613 |
1.9613 |
1.9763 |
|
S3 |
1.9478 |
1.9565 |
1.9751 |
|
S4 |
1.9343 |
1.9430 |
1.9714 |
|
|
Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.0153 |
2.0105 |
1.9862 |
|
R3 |
2.0018 |
1.9970 |
1.9825 |
|
R2 |
1.9883 |
1.9883 |
1.9813 |
|
R1 |
1.9835 |
1.9835 |
1.9800 |
1.9859 |
PP |
1.9748 |
1.9748 |
1.9748 |
1.9760 |
S1 |
1.9700 |
1.9700 |
1.9776 |
1.9724 |
S2 |
1.9613 |
1.9613 |
1.9763 |
|
S3 |
1.9478 |
1.9565 |
1.9751 |
|
S4 |
1.9343 |
1.9430 |
1.9714 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.9815 |
1.9660 |
0.0155 |
0.8% |
0.0083 |
0.4% |
83% |
False |
True |
66,492 |
10 |
1.9820 |
1.9395 |
0.0425 |
2.1% |
0.0092 |
0.5% |
92% |
False |
False |
71,993 |
20 |
1.9820 |
1.9345 |
0.0475 |
2.4% |
0.0087 |
0.4% |
93% |
False |
False |
77,552 |
40 |
1.9940 |
1.9345 |
0.0595 |
3.0% |
0.0096 |
0.5% |
74% |
False |
False |
84,467 |
60 |
2.0230 |
1.9345 |
0.0885 |
4.5% |
0.0105 |
0.5% |
50% |
False |
False |
77,562 |
80 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0085 |
0.4% |
56% |
False |
False |
58,305 |
100 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0069 |
0.3% |
56% |
False |
False |
46,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.0369 |
2.618 |
2.0148 |
1.618 |
2.0013 |
1.000 |
1.9930 |
0.618 |
1.9878 |
HIGH |
1.9795 |
0.618 |
1.9743 |
0.500 |
1.9728 |
0.382 |
1.9712 |
LOW |
1.9660 |
0.618 |
1.9577 |
1.000 |
1.9525 |
1.618 |
1.9442 |
2.618 |
1.9307 |
4.250 |
1.9086 |
|
|
Fisher Pivots for day following 30-May-2008 |
Pivot |
1 day |
3 day |
R1 |
1.9768 |
1.9768 |
PP |
1.9748 |
1.9748 |
S1 |
1.9728 |
1.9728 |
|