CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 06-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2008 |
06-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9478 |
1.9552 |
0.0074 |
0.4% |
1.9582 |
| High |
1.9588 |
1.9725 |
0.0137 |
0.7% |
1.9725 |
| Low |
1.9450 |
1.9505 |
0.0055 |
0.3% |
1.9450 |
| Close |
1.9581 |
1.9700 |
0.0119 |
0.6% |
1.9700 |
| Range |
0.0138 |
0.0220 |
0.0082 |
59.4% |
0.0275 |
| ATR |
0.0133 |
0.0139 |
0.0006 |
4.7% |
0.0000 |
| Volume |
75,262 |
98,332 |
23,070 |
30.7% |
463,151 |
|
| Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0303 |
2.0222 |
1.9821 |
|
| R3 |
2.0083 |
2.0002 |
1.9761 |
|
| R2 |
1.9863 |
1.9863 |
1.9740 |
|
| R1 |
1.9782 |
1.9782 |
1.9720 |
1.9823 |
| PP |
1.9643 |
1.9643 |
1.9643 |
1.9664 |
| S1 |
1.9562 |
1.9562 |
1.9680 |
1.9603 |
| S2 |
1.9423 |
1.9423 |
1.9660 |
|
| S3 |
1.9203 |
1.9342 |
1.9640 |
|
| S4 |
1.8983 |
1.9122 |
1.9579 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0450 |
2.0350 |
1.9851 |
|
| R3 |
2.0175 |
2.0075 |
1.9776 |
|
| R2 |
1.9900 |
1.9900 |
1.9750 |
|
| R1 |
1.9800 |
1.9800 |
1.9725 |
1.9850 |
| PP |
1.9625 |
1.9625 |
1.9625 |
1.9650 |
| S1 |
1.9525 |
1.9525 |
1.9675 |
1.9575 |
| S2 |
1.9350 |
1.9350 |
1.9650 |
|
| S3 |
1.9075 |
1.9250 |
1.9624 |
|
| S4 |
1.8800 |
1.8975 |
1.9549 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9725 |
1.9450 |
0.0275 |
1.4% |
0.0124 |
0.6% |
91% |
True |
False |
92,630 |
| 10 |
1.9815 |
1.9450 |
0.0365 |
1.9% |
0.0104 |
0.5% |
68% |
False |
False |
79,561 |
| 20 |
1.9820 |
1.9345 |
0.0475 |
2.4% |
0.0096 |
0.5% |
75% |
False |
False |
78,161 |
| 40 |
1.9935 |
1.9345 |
0.0590 |
3.0% |
0.0100 |
0.5% |
60% |
False |
False |
86,597 |
| 60 |
2.0230 |
1.9345 |
0.0885 |
4.5% |
0.0107 |
0.5% |
40% |
False |
False |
84,313 |
| 80 |
2.0230 |
1.9275 |
0.0955 |
4.8% |
0.0092 |
0.5% |
45% |
False |
False |
64,083 |
| 100 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0075 |
0.4% |
47% |
False |
False |
51,324 |
| 120 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0063 |
0.3% |
47% |
False |
False |
42,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0660 |
|
2.618 |
2.0301 |
|
1.618 |
2.0081 |
|
1.000 |
1.9945 |
|
0.618 |
1.9861 |
|
HIGH |
1.9725 |
|
0.618 |
1.9641 |
|
0.500 |
1.9615 |
|
0.382 |
1.9589 |
|
LOW |
1.9505 |
|
0.618 |
1.9369 |
|
1.000 |
1.9285 |
|
1.618 |
1.9149 |
|
2.618 |
1.8929 |
|
4.250 |
1.8570 |
|
|
| Fisher Pivots for day following 06-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9672 |
1.9663 |
| PP |
1.9643 |
1.9625 |
| S1 |
1.9615 |
1.9588 |
|