CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 04-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2008 |
04-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9698 |
1.9542 |
-0.0156 |
-0.8% |
1.9742 |
| High |
1.9725 |
1.9555 |
-0.0170 |
-0.9% |
1.9795 |
| Low |
1.9585 |
1.9507 |
-0.0078 |
-0.4% |
1.9660 |
| Close |
1.9632 |
1.9533 |
-0.0099 |
-0.5% |
1.9788 |
| Range |
0.0140 |
0.0048 |
-0.0092 |
-65.7% |
0.0135 |
| ATR |
0.0133 |
0.0132 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
105,787 |
106,399 |
612 |
0.6% |
251,545 |
|
| Daily Pivots for day following 04-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9676 |
1.9652 |
1.9559 |
|
| R3 |
1.9628 |
1.9604 |
1.9546 |
|
| R2 |
1.9580 |
1.9580 |
1.9542 |
|
| R1 |
1.9556 |
1.9556 |
1.9537 |
1.9544 |
| PP |
1.9532 |
1.9532 |
1.9532 |
1.9526 |
| S1 |
1.9508 |
1.9508 |
1.9529 |
1.9496 |
| S2 |
1.9484 |
1.9484 |
1.9524 |
|
| S3 |
1.9436 |
1.9460 |
1.9520 |
|
| S4 |
1.9388 |
1.9412 |
1.9507 |
|
|
| 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 |
1.9795 |
1.9507 |
0.0288 |
1.5% |
0.0094 |
0.5% |
9% |
False |
True |
85,443 |
| 10 |
1.9820 |
1.9507 |
0.0313 |
1.6% |
0.0085 |
0.4% |
8% |
False |
True |
79,797 |
| 20 |
1.9820 |
1.9345 |
0.0475 |
2.4% |
0.0085 |
0.4% |
40% |
False |
False |
77,927 |
| 40 |
1.9935 |
1.9345 |
0.0590 |
3.0% |
0.0097 |
0.5% |
32% |
False |
False |
86,148 |
| 60 |
2.0230 |
1.9345 |
0.0885 |
4.5% |
0.0105 |
0.5% |
21% |
False |
False |
82,139 |
| 80 |
2.0230 |
1.9275 |
0.0955 |
4.9% |
0.0088 |
0.5% |
27% |
False |
False |
61,915 |
| 100 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0072 |
0.4% |
30% |
False |
False |
49,589 |
| 120 |
2.0334 |
1.9235 |
0.1099 |
5.6% |
0.0060 |
0.3% |
27% |
False |
False |
41,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9759 |
|
2.618 |
1.9681 |
|
1.618 |
1.9633 |
|
1.000 |
1.9603 |
|
0.618 |
1.9585 |
|
HIGH |
1.9555 |
|
0.618 |
1.9537 |
|
0.500 |
1.9531 |
|
0.382 |
1.9525 |
|
LOW |
1.9507 |
|
0.618 |
1.9477 |
|
1.000 |
1.9459 |
|
1.618 |
1.9429 |
|
2.618 |
1.9381 |
|
4.250 |
1.9303 |
|
|
| Fisher Pivots for day following 04-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9532 |
1.9616 |
| PP |
1.9532 |
1.9588 |
| S1 |
1.9531 |
1.9561 |
|