CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 21-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2008 |
21-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9339 |
1.9500 |
0.0161 |
0.8% |
1.9332 |
| High |
1.9530 |
1.9524 |
-0.0006 |
0.0% |
1.9438 |
| Low |
1.9339 |
1.9446 |
0.0107 |
0.6% |
1.9196 |
| Close |
1.9490 |
1.9506 |
0.0016 |
0.1% |
1.9373 |
| Range |
0.0191 |
0.0078 |
-0.0113 |
-59.2% |
0.0242 |
| ATR |
0.0143 |
0.0139 |
-0.0005 |
-3.3% |
0.0000 |
| Volume |
582 |
372 |
-210 |
-36.1% |
812 |
|
| Daily Pivots for day following 21-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9726 |
1.9694 |
1.9549 |
|
| R3 |
1.9648 |
1.9616 |
1.9527 |
|
| R2 |
1.9570 |
1.9570 |
1.9520 |
|
| R1 |
1.9538 |
1.9538 |
1.9513 |
1.9554 |
| PP |
1.9492 |
1.9492 |
1.9492 |
1.9500 |
| S1 |
1.9460 |
1.9460 |
1.9499 |
1.9476 |
| S2 |
1.9414 |
1.9414 |
1.9492 |
|
| S3 |
1.9336 |
1.9382 |
1.9485 |
|
| S4 |
1.9258 |
1.9304 |
1.9463 |
|
|
| 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 |
1.9530 |
1.9254 |
0.0276 |
1.4% |
0.0127 |
0.7% |
91% |
False |
False |
319 |
| 10 |
1.9530 |
1.9196 |
0.0334 |
1.7% |
0.0123 |
0.6% |
93% |
False |
False |
226 |
| 20 |
1.9740 |
1.9196 |
0.0544 |
2.8% |
0.0140 |
0.7% |
57% |
False |
False |
189 |
| 40 |
1.9903 |
1.9196 |
0.0707 |
3.6% |
0.0126 |
0.6% |
44% |
False |
False |
119 |
| 60 |
2.0000 |
1.9196 |
0.0804 |
4.1% |
0.0105 |
0.5% |
39% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9856 |
|
2.618 |
1.9728 |
|
1.618 |
1.9650 |
|
1.000 |
1.9602 |
|
0.618 |
1.9572 |
|
HIGH |
1.9524 |
|
0.618 |
1.9494 |
|
0.500 |
1.9485 |
|
0.382 |
1.9476 |
|
LOW |
1.9446 |
|
0.618 |
1.9398 |
|
1.000 |
1.9368 |
|
1.618 |
1.9320 |
|
2.618 |
1.9242 |
|
4.250 |
1.9115 |
|
|
| Fisher Pivots for day following 21-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9499 |
1.9471 |
| PP |
1.9492 |
1.9436 |
| S1 |
1.9485 |
1.9401 |
|