CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 16-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2008 |
16-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9291 |
1.9317 |
0.0026 |
0.1% |
1.9332 |
| High |
1.9308 |
1.9413 |
0.0105 |
0.5% |
1.9438 |
| Low |
1.9254 |
1.9263 |
0.0009 |
0.0% |
1.9196 |
| Close |
1.9268 |
1.9373 |
0.0105 |
0.5% |
1.9373 |
| Range |
0.0054 |
0.0150 |
0.0096 |
177.8% |
0.0242 |
| ATR |
0.0133 |
0.0134 |
0.0001 |
0.9% |
0.0000 |
| Volume |
357 |
31 |
-326 |
-91.3% |
812 |
|
| Daily Pivots for day following 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9800 |
1.9736 |
1.9456 |
|
| R3 |
1.9650 |
1.9586 |
1.9414 |
|
| R2 |
1.9500 |
1.9500 |
1.9401 |
|
| R1 |
1.9436 |
1.9436 |
1.9387 |
1.9468 |
| PP |
1.9350 |
1.9350 |
1.9350 |
1.9366 |
| S1 |
1.9286 |
1.9286 |
1.9359 |
1.9318 |
| S2 |
1.9200 |
1.9200 |
1.9346 |
|
| S3 |
1.9050 |
1.9136 |
1.9332 |
|
| S4 |
1.8900 |
1.8986 |
1.9291 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0062 |
1.9959 |
1.9506 |
|
| R3 |
1.9820 |
1.9717 |
1.9440 |
|
| R2 |
1.9578 |
1.9578 |
1.9417 |
|
| R1 |
1.9475 |
1.9475 |
1.9395 |
1.9527 |
| PP |
1.9336 |
1.9336 |
1.9336 |
1.9361 |
| S1 |
1.9233 |
1.9233 |
1.9351 |
1.9285 |
| S2 |
1.9094 |
1.9094 |
1.9329 |
|
| S3 |
1.8852 |
1.8991 |
1.9306 |
|
| S4 |
1.8610 |
1.8749 |
1.9240 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9438 |
1.9196 |
0.0242 |
1.2% |
0.0128 |
0.7% |
73% |
False |
False |
162 |
| 10 |
1.9582 |
1.9196 |
0.0386 |
2.0% |
0.0116 |
0.6% |
46% |
False |
False |
127 |
| 20 |
1.9820 |
1.9196 |
0.0624 |
3.2% |
0.0148 |
0.8% |
28% |
False |
False |
133 |
| 40 |
1.9903 |
1.9196 |
0.0707 |
3.6% |
0.0118 |
0.6% |
25% |
False |
False |
102 |
| 60 |
2.0000 |
1.9196 |
0.0804 |
4.2% |
0.0098 |
0.5% |
22% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0051 |
|
2.618 |
1.9806 |
|
1.618 |
1.9656 |
|
1.000 |
1.9563 |
|
0.618 |
1.9506 |
|
HIGH |
1.9413 |
|
0.618 |
1.9356 |
|
0.500 |
1.9338 |
|
0.382 |
1.9320 |
|
LOW |
1.9263 |
|
0.618 |
1.9170 |
|
1.000 |
1.9113 |
|
1.618 |
1.9020 |
|
2.618 |
1.8870 |
|
4.250 |
1.8626 |
|
|
| Fisher Pivots for day following 16-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9361 |
1.9350 |
| PP |
1.9350 |
1.9327 |
| S1 |
1.9338 |
1.9305 |
|