CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 30-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2008 |
30-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9637 |
1.9584 |
-0.0053 |
-0.3% |
1.9640 |
| High |
1.9649 |
1.9662 |
0.0013 |
0.1% |
1.9662 |
| Low |
1.9521 |
1.9534 |
0.0013 |
0.1% |
1.9521 |
| Close |
1.9590 |
1.9650 |
0.0060 |
0.3% |
1.9650 |
| Range |
0.0128 |
0.0128 |
0.0000 |
0.0% |
0.0141 |
| ATR |
0.0126 |
0.0126 |
0.0000 |
0.1% |
0.0000 |
| Volume |
480 |
209 |
-271 |
-56.5% |
1,354 |
|
| Daily Pivots for day following 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9999 |
1.9953 |
1.9720 |
|
| R3 |
1.9871 |
1.9825 |
1.9685 |
|
| R2 |
1.9743 |
1.9743 |
1.9673 |
|
| R1 |
1.9697 |
1.9697 |
1.9662 |
1.9720 |
| PP |
1.9615 |
1.9615 |
1.9615 |
1.9627 |
| S1 |
1.9569 |
1.9569 |
1.9638 |
1.9592 |
| S2 |
1.9487 |
1.9487 |
1.9627 |
|
| S3 |
1.9359 |
1.9441 |
1.9615 |
|
| S4 |
1.9231 |
1.9313 |
1.9580 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0034 |
1.9983 |
1.9728 |
|
| R3 |
1.9893 |
1.9842 |
1.9689 |
|
| R2 |
1.9752 |
1.9752 |
1.9676 |
|
| R1 |
1.9701 |
1.9701 |
1.9663 |
1.9727 |
| PP |
1.9611 |
1.9611 |
1.9611 |
1.9624 |
| S1 |
1.9560 |
1.9560 |
1.9637 |
1.9586 |
| S2 |
1.9470 |
1.9470 |
1.9624 |
|
| S3 |
1.9329 |
1.9419 |
1.9611 |
|
| S4 |
1.9188 |
1.9278 |
1.9572 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9662 |
1.9521 |
0.0141 |
0.7% |
0.0104 |
0.5% |
91% |
True |
False |
270 |
| 10 |
1.9668 |
1.9271 |
0.0397 |
2.0% |
0.0115 |
0.6% |
95% |
False |
False |
273 |
| 20 |
1.9668 |
1.9196 |
0.0472 |
2.4% |
0.0115 |
0.6% |
96% |
False |
False |
200 |
| 40 |
1.9820 |
1.9196 |
0.0624 |
3.2% |
0.0131 |
0.7% |
73% |
False |
False |
144 |
| 60 |
2.0000 |
1.9196 |
0.0804 |
4.1% |
0.0110 |
0.6% |
56% |
False |
False |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0206 |
|
2.618 |
1.9997 |
|
1.618 |
1.9869 |
|
1.000 |
1.9790 |
|
0.618 |
1.9741 |
|
HIGH |
1.9662 |
|
0.618 |
1.9613 |
|
0.500 |
1.9598 |
|
0.382 |
1.9583 |
|
LOW |
1.9534 |
|
0.618 |
1.9455 |
|
1.000 |
1.9406 |
|
1.618 |
1.9327 |
|
2.618 |
1.9199 |
|
4.250 |
1.8990 |
|
|
| Fisher Pivots for day following 30-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9633 |
1.9631 |
| PP |
1.9615 |
1.9611 |
| S1 |
1.9598 |
1.9592 |
|