CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 19-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2008 |
19-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9317 |
1.9392 |
0.0075 |
0.4% |
1.9332 |
| High |
1.9413 |
1.9435 |
0.0022 |
0.1% |
1.9438 |
| Low |
1.9263 |
1.9271 |
0.0008 |
0.0% |
1.9196 |
| Close |
1.9373 |
1.9295 |
-0.0078 |
-0.4% |
1.9373 |
| Range |
0.0150 |
0.0164 |
0.0014 |
9.3% |
0.0242 |
| ATR |
0.0134 |
0.0136 |
0.0002 |
1.6% |
0.0000 |
| Volume |
31 |
254 |
223 |
719.4% |
812 |
|
| Daily Pivots for day following 19-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9826 |
1.9724 |
1.9385 |
|
| R3 |
1.9662 |
1.9560 |
1.9340 |
|
| R2 |
1.9498 |
1.9498 |
1.9325 |
|
| R1 |
1.9396 |
1.9396 |
1.9310 |
1.9365 |
| PP |
1.9334 |
1.9334 |
1.9334 |
1.9318 |
| S1 |
1.9232 |
1.9232 |
1.9280 |
1.9201 |
| S2 |
1.9170 |
1.9170 |
1.9265 |
|
| S3 |
1.9006 |
1.9068 |
1.9250 |
|
| S4 |
1.8842 |
1.8904 |
1.9205 |
|
|
| 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 |
1.9435 |
1.9196 |
0.0239 |
1.2% |
0.0128 |
0.7% |
41% |
True |
False |
206 |
| 10 |
1.9571 |
1.9196 |
0.0375 |
1.9% |
0.0124 |
0.6% |
26% |
False |
False |
143 |
| 20 |
1.9758 |
1.9196 |
0.0562 |
2.9% |
0.0145 |
0.8% |
18% |
False |
False |
143 |
| 40 |
1.9903 |
1.9196 |
0.0707 |
3.7% |
0.0123 |
0.6% |
14% |
False |
False |
107 |
| 60 |
2.0000 |
1.9196 |
0.0804 |
4.2% |
0.0100 |
0.5% |
12% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0132 |
|
2.618 |
1.9864 |
|
1.618 |
1.9700 |
|
1.000 |
1.9599 |
|
0.618 |
1.9536 |
|
HIGH |
1.9435 |
|
0.618 |
1.9372 |
|
0.500 |
1.9353 |
|
0.382 |
1.9334 |
|
LOW |
1.9271 |
|
0.618 |
1.9170 |
|
1.000 |
1.9107 |
|
1.618 |
1.9006 |
|
2.618 |
1.8842 |
|
4.250 |
1.8574 |
|
|
| Fisher Pivots for day following 19-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9353 |
1.9345 |
| PP |
1.9334 |
1.9328 |
| S1 |
1.9314 |
1.9312 |
|