CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 22-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2008 |
22-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9500 |
1.9535 |
0.0035 |
0.2% |
1.9332 |
| High |
1.9524 |
1.9668 |
0.0144 |
0.7% |
1.9438 |
| Low |
1.9446 |
1.9535 |
0.0089 |
0.5% |
1.9196 |
| Close |
1.9506 |
1.9606 |
0.0100 |
0.5% |
1.9373 |
| Range |
0.0078 |
0.0133 |
0.0055 |
70.5% |
0.0242 |
| ATR |
0.0139 |
0.0140 |
0.0002 |
1.2% |
0.0000 |
| Volume |
372 |
46 |
-326 |
-87.6% |
812 |
|
| Daily Pivots for day following 22-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0002 |
1.9937 |
1.9679 |
|
| R3 |
1.9869 |
1.9804 |
1.9643 |
|
| R2 |
1.9736 |
1.9736 |
1.9630 |
|
| R1 |
1.9671 |
1.9671 |
1.9618 |
1.9704 |
| PP |
1.9603 |
1.9603 |
1.9603 |
1.9619 |
| S1 |
1.9538 |
1.9538 |
1.9594 |
1.9571 |
| S2 |
1.9470 |
1.9470 |
1.9582 |
|
| S3 |
1.9337 |
1.9405 |
1.9569 |
|
| S4 |
1.9204 |
1.9272 |
1.9533 |
|
|
| 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 |
1.9668 |
1.9263 |
0.0405 |
2.1% |
0.0143 |
0.7% |
85% |
True |
False |
257 |
| 10 |
1.9668 |
1.9196 |
0.0472 |
2.4% |
0.0129 |
0.7% |
87% |
True |
False |
214 |
| 20 |
1.9740 |
1.9196 |
0.0544 |
2.8% |
0.0141 |
0.7% |
75% |
False |
False |
187 |
| 40 |
1.9820 |
1.9196 |
0.0624 |
3.2% |
0.0126 |
0.6% |
66% |
False |
False |
109 |
| 60 |
2.0000 |
1.9196 |
0.0804 |
4.1% |
0.0107 |
0.5% |
51% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0233 |
|
2.618 |
2.0016 |
|
1.618 |
1.9883 |
|
1.000 |
1.9801 |
|
0.618 |
1.9750 |
|
HIGH |
1.9668 |
|
0.618 |
1.9617 |
|
0.500 |
1.9602 |
|
0.382 |
1.9586 |
|
LOW |
1.9535 |
|
0.618 |
1.9453 |
|
1.000 |
1.9402 |
|
1.618 |
1.9320 |
|
2.618 |
1.9187 |
|
4.250 |
1.8970 |
|
|
| Fisher Pivots for day following 22-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9605 |
1.9572 |
| PP |
1.9603 |
1.9538 |
| S1 |
1.9602 |
1.9504 |
|