CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 05-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2008 |
05-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9542 |
1.9478 |
-0.0064 |
-0.3% |
1.9742 |
| High |
1.9555 |
1.9588 |
0.0033 |
0.2% |
1.9795 |
| Low |
1.9507 |
1.9450 |
-0.0057 |
-0.3% |
1.9660 |
| Close |
1.9533 |
1.9581 |
0.0048 |
0.2% |
1.9788 |
| Range |
0.0048 |
0.0138 |
0.0090 |
187.5% |
0.0135 |
| ATR |
0.0132 |
0.0133 |
0.0000 |
0.3% |
0.0000 |
| Volume |
106,399 |
75,262 |
-31,137 |
-29.3% |
251,545 |
|
| Daily Pivots for day following 05-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9954 |
1.9905 |
1.9657 |
|
| R3 |
1.9816 |
1.9767 |
1.9619 |
|
| R2 |
1.9678 |
1.9678 |
1.9606 |
|
| R1 |
1.9629 |
1.9629 |
1.9594 |
1.9654 |
| PP |
1.9540 |
1.9540 |
1.9540 |
1.9552 |
| S1 |
1.9491 |
1.9491 |
1.9568 |
1.9516 |
| S2 |
1.9402 |
1.9402 |
1.9556 |
|
| S3 |
1.9264 |
1.9353 |
1.9543 |
|
| S4 |
1.9126 |
1.9215 |
1.9505 |
|
|
| 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 |
1.9450 |
0.0345 |
1.8% |
0.0107 |
0.5% |
38% |
False |
True |
87,419 |
| 10 |
1.9820 |
1.9450 |
0.0370 |
1.9% |
0.0089 |
0.5% |
35% |
False |
True |
77,401 |
| 20 |
1.9820 |
1.9345 |
0.0475 |
2.4% |
0.0090 |
0.5% |
50% |
False |
False |
78,052 |
| 40 |
1.9935 |
1.9345 |
0.0590 |
3.0% |
0.0098 |
0.5% |
40% |
False |
False |
85,799 |
| 60 |
2.0230 |
1.9345 |
0.0885 |
4.5% |
0.0105 |
0.5% |
27% |
False |
False |
83,006 |
| 80 |
2.0230 |
1.9275 |
0.0955 |
4.9% |
0.0090 |
0.5% |
32% |
False |
False |
62,855 |
| 100 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0073 |
0.4% |
35% |
False |
False |
50,341 |
| 120 |
2.0263 |
1.9235 |
0.1028 |
5.2% |
0.0061 |
0.3% |
34% |
False |
False |
41,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0175 |
|
2.618 |
1.9949 |
|
1.618 |
1.9811 |
|
1.000 |
1.9726 |
|
0.618 |
1.9673 |
|
HIGH |
1.9588 |
|
0.618 |
1.9535 |
|
0.500 |
1.9519 |
|
0.382 |
1.9503 |
|
LOW |
1.9450 |
|
0.618 |
1.9365 |
|
1.000 |
1.9312 |
|
1.618 |
1.9227 |
|
2.618 |
1.9089 |
|
4.250 |
1.8864 |
|
|
| Fisher Pivots for day following 05-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9560 |
1.9588 |
| PP |
1.9540 |
1.9585 |
| S1 |
1.9519 |
1.9583 |
|