CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 03-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2008 |
03-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9574 |
1.9498 |
-0.0076 |
-0.4% |
1.9640 |
| High |
1.9600 |
1.9578 |
-0.0022 |
-0.1% |
1.9662 |
| Low |
1.9439 |
1.9453 |
0.0014 |
0.1% |
1.9521 |
| Close |
1.9497 |
1.9494 |
-0.0003 |
0.0% |
1.9650 |
| Range |
0.0161 |
0.0125 |
-0.0036 |
-22.4% |
0.0141 |
| ATR |
0.0132 |
0.0132 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
452 |
1,300 |
848 |
187.6% |
1,354 |
|
| Daily Pivots for day following 03-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9883 |
1.9814 |
1.9563 |
|
| R3 |
1.9758 |
1.9689 |
1.9528 |
|
| R2 |
1.9633 |
1.9633 |
1.9517 |
|
| R1 |
1.9564 |
1.9564 |
1.9505 |
1.9536 |
| PP |
1.9508 |
1.9508 |
1.9508 |
1.9495 |
| S1 |
1.9439 |
1.9439 |
1.9483 |
1.9411 |
| S2 |
1.9383 |
1.9383 |
1.9471 |
|
| S3 |
1.9258 |
1.9314 |
1.9460 |
|
| S4 |
1.9133 |
1.9189 |
1.9425 |
|
|
| 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 |
1.9439 |
0.0223 |
1.1% |
0.0131 |
0.7% |
25% |
False |
False |
515 |
| 10 |
1.9668 |
1.9439 |
0.0229 |
1.2% |
0.0108 |
0.6% |
24% |
False |
False |
365 |
| 20 |
1.9668 |
1.9196 |
0.0472 |
2.4% |
0.0121 |
0.6% |
63% |
False |
False |
281 |
| 40 |
1.9820 |
1.9196 |
0.0624 |
3.2% |
0.0133 |
0.7% |
48% |
False |
False |
187 |
| 60 |
2.0000 |
1.9196 |
0.0804 |
4.1% |
0.0114 |
0.6% |
37% |
False |
False |
145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0109 |
|
2.618 |
1.9905 |
|
1.618 |
1.9780 |
|
1.000 |
1.9703 |
|
0.618 |
1.9655 |
|
HIGH |
1.9578 |
|
0.618 |
1.9530 |
|
0.500 |
1.9516 |
|
0.382 |
1.9501 |
|
LOW |
1.9453 |
|
0.618 |
1.9376 |
|
1.000 |
1.9328 |
|
1.618 |
1.9251 |
|
2.618 |
1.9126 |
|
4.250 |
1.8922 |
|
|
| Fisher Pivots for day following 03-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9516 |
1.9551 |
| PP |
1.9508 |
1.9532 |
| S1 |
1.9501 |
1.9513 |
|