CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 10-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2008 |
10-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9790 |
1.9564 |
-0.0226 |
-1.1% |
1.9582 |
| High |
1.9792 |
1.9570 |
-0.0222 |
-1.1% |
1.9725 |
| Low |
1.9705 |
1.9509 |
-0.0196 |
-1.0% |
1.9450 |
| Close |
1.9739 |
1.9520 |
-0.0219 |
-1.1% |
1.9700 |
| Range |
0.0087 |
0.0061 |
-0.0026 |
-29.9% |
0.0275 |
| ATR |
0.0135 |
0.0142 |
0.0007 |
5.0% |
0.0000 |
| Volume |
102,220 |
114,768 |
12,548 |
12.3% |
463,151 |
|
| Daily Pivots for day following 10-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9716 |
1.9679 |
1.9554 |
|
| R3 |
1.9655 |
1.9618 |
1.9537 |
|
| R2 |
1.9594 |
1.9594 |
1.9531 |
|
| R1 |
1.9557 |
1.9557 |
1.9526 |
1.9545 |
| PP |
1.9533 |
1.9533 |
1.9533 |
1.9527 |
| S1 |
1.9496 |
1.9496 |
1.9514 |
1.9484 |
| S2 |
1.9472 |
1.9472 |
1.9509 |
|
| S3 |
1.9411 |
1.9435 |
1.9503 |
|
| S4 |
1.9350 |
1.9374 |
1.9486 |
|
|
| 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 |
1.9792 |
1.9450 |
0.0342 |
1.8% |
0.0111 |
0.6% |
20% |
False |
False |
99,396 |
| 10 |
1.9795 |
1.9450 |
0.0345 |
1.8% |
0.0109 |
0.6% |
20% |
False |
False |
88,091 |
| 20 |
1.9820 |
1.9345 |
0.0475 |
2.4% |
0.0096 |
0.5% |
37% |
False |
False |
80,974 |
| 40 |
1.9935 |
1.9345 |
0.0590 |
3.0% |
0.0099 |
0.5% |
30% |
False |
False |
88,057 |
| 60 |
2.0120 |
1.9345 |
0.0775 |
4.0% |
0.0104 |
0.5% |
23% |
False |
False |
85,862 |
| 80 |
2.0230 |
1.9275 |
0.0955 |
4.9% |
0.0094 |
0.5% |
26% |
False |
False |
66,786 |
| 100 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0077 |
0.4% |
29% |
False |
False |
53,489 |
| 120 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0064 |
0.3% |
29% |
False |
False |
44,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9829 |
|
2.618 |
1.9730 |
|
1.618 |
1.9669 |
|
1.000 |
1.9631 |
|
0.618 |
1.9608 |
|
HIGH |
1.9570 |
|
0.618 |
1.9547 |
|
0.500 |
1.9540 |
|
0.382 |
1.9532 |
|
LOW |
1.9509 |
|
0.618 |
1.9471 |
|
1.000 |
1.9448 |
|
1.618 |
1.9410 |
|
2.618 |
1.9349 |
|
4.250 |
1.9250 |
|
|
| Fisher Pivots for day following 10-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9540 |
1.9649 |
| PP |
1.9533 |
1.9606 |
| S1 |
1.9527 |
1.9563 |
|