CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 11-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2008 |
11-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9564 |
1.9600 |
0.0036 |
0.2% |
1.9582 |
| High |
1.9570 |
1.9660 |
0.0090 |
0.5% |
1.9725 |
| Low |
1.9509 |
1.9575 |
0.0066 |
0.3% |
1.9450 |
| Close |
1.9520 |
1.9624 |
0.0104 |
0.5% |
1.9700 |
| Range |
0.0061 |
0.0085 |
0.0024 |
39.3% |
0.0275 |
| ATR |
0.0142 |
0.0142 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
114,768 |
107,418 |
-7,350 |
-6.4% |
463,151 |
|
| Daily Pivots for day following 11-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9875 |
1.9834 |
1.9671 |
|
| R3 |
1.9790 |
1.9749 |
1.9647 |
|
| R2 |
1.9705 |
1.9705 |
1.9640 |
|
| R1 |
1.9664 |
1.9664 |
1.9632 |
1.9685 |
| PP |
1.9620 |
1.9620 |
1.9620 |
1.9630 |
| S1 |
1.9579 |
1.9579 |
1.9616 |
1.9600 |
| S2 |
1.9535 |
1.9535 |
1.9608 |
|
| S3 |
1.9450 |
1.9494 |
1.9601 |
|
| S4 |
1.9365 |
1.9409 |
1.9577 |
|
|
| 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 |
1.7% |
0.0118 |
0.6% |
51% |
False |
False |
99,600 |
| 10 |
1.9795 |
1.9450 |
0.0345 |
1.8% |
0.0106 |
0.5% |
50% |
False |
False |
92,521 |
| 20 |
1.9820 |
1.9345 |
0.0475 |
2.4% |
0.0097 |
0.5% |
59% |
False |
False |
83,389 |
| 40 |
1.9935 |
1.9345 |
0.0590 |
3.0% |
0.0100 |
0.5% |
47% |
False |
False |
88,432 |
| 60 |
2.0120 |
1.9345 |
0.0775 |
3.9% |
0.0104 |
0.5% |
36% |
False |
False |
85,726 |
| 80 |
2.0230 |
1.9275 |
0.0955 |
4.9% |
0.0095 |
0.5% |
37% |
False |
False |
68,128 |
| 100 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0077 |
0.4% |
39% |
False |
False |
54,559 |
| 120 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0065 |
0.3% |
39% |
False |
False |
45,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0021 |
|
2.618 |
1.9883 |
|
1.618 |
1.9798 |
|
1.000 |
1.9745 |
|
0.618 |
1.9713 |
|
HIGH |
1.9660 |
|
0.618 |
1.9628 |
|
0.500 |
1.9618 |
|
0.382 |
1.9607 |
|
LOW |
1.9575 |
|
0.618 |
1.9522 |
|
1.000 |
1.9490 |
|
1.618 |
1.9437 |
|
2.618 |
1.9352 |
|
4.250 |
1.9214 |
|
|
| Fisher Pivots for day following 11-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9622 |
1.9651 |
| PP |
1.9620 |
1.9642 |
| S1 |
1.9618 |
1.9633 |
|