CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 23-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2008 |
23-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9535 |
1.9608 |
0.0073 |
0.4% |
1.9392 |
| High |
1.9668 |
1.9660 |
-0.0008 |
0.0% |
1.9668 |
| Low |
1.9535 |
1.9600 |
0.0065 |
0.3% |
1.9271 |
| Close |
1.9606 |
1.9635 |
0.0029 |
0.1% |
1.9635 |
| Range |
0.0133 |
0.0060 |
-0.0073 |
-54.9% |
0.0397 |
| ATR |
0.0140 |
0.0134 |
-0.0006 |
-4.1% |
0.0000 |
| Volume |
46 |
130 |
84 |
182.6% |
1,384 |
|
| Daily Pivots for day following 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9812 |
1.9783 |
1.9668 |
|
| R3 |
1.9752 |
1.9723 |
1.9652 |
|
| R2 |
1.9692 |
1.9692 |
1.9646 |
|
| R1 |
1.9663 |
1.9663 |
1.9641 |
1.9678 |
| PP |
1.9632 |
1.9632 |
1.9632 |
1.9639 |
| S1 |
1.9603 |
1.9603 |
1.9630 |
1.9618 |
| S2 |
1.9572 |
1.9572 |
1.9624 |
|
| S3 |
1.9512 |
1.9543 |
1.9619 |
|
| S4 |
1.9452 |
1.9483 |
1.9602 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0716 |
2.0572 |
1.9853 |
|
| R3 |
2.0319 |
2.0175 |
1.9744 |
|
| R2 |
1.9922 |
1.9922 |
1.9708 |
|
| R1 |
1.9778 |
1.9778 |
1.9671 |
1.9850 |
| PP |
1.9525 |
1.9525 |
1.9525 |
1.9561 |
| S1 |
1.9381 |
1.9381 |
1.9599 |
1.9453 |
| S2 |
1.9128 |
1.9128 |
1.9562 |
|
| S3 |
1.8731 |
1.8984 |
1.9526 |
|
| S4 |
1.8334 |
1.8587 |
1.9417 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9668 |
1.9271 |
0.0397 |
2.0% |
0.0125 |
0.6% |
92% |
False |
False |
276 |
| 10 |
1.9668 |
1.9196 |
0.0472 |
2.4% |
0.0127 |
0.6% |
93% |
False |
False |
219 |
| 20 |
1.9740 |
1.9196 |
0.0544 |
2.8% |
0.0135 |
0.7% |
81% |
False |
False |
192 |
| 40 |
1.9820 |
1.9196 |
0.0624 |
3.2% |
0.0124 |
0.6% |
70% |
False |
False |
112 |
| 60 |
2.0000 |
1.9196 |
0.0804 |
4.1% |
0.0107 |
0.5% |
55% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9915 |
|
2.618 |
1.9817 |
|
1.618 |
1.9757 |
|
1.000 |
1.9720 |
|
0.618 |
1.9697 |
|
HIGH |
1.9660 |
|
0.618 |
1.9637 |
|
0.500 |
1.9630 |
|
0.382 |
1.9623 |
|
LOW |
1.9600 |
|
0.618 |
1.9563 |
|
1.000 |
1.9540 |
|
1.618 |
1.9503 |
|
2.618 |
1.9443 |
|
4.250 |
1.9345 |
|
|
| Fisher Pivots for day following 23-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9633 |
1.9609 |
| PP |
1.9632 |
1.9583 |
| S1 |
1.9630 |
1.9557 |
|