CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 11-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2008 |
11-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9597 |
1.9390 |
-0.0207 |
-1.1% |
1.9574 |
| High |
1.9604 |
1.9526 |
-0.0078 |
-0.4% |
1.9600 |
| Low |
1.9371 |
1.9345 |
-0.0026 |
-0.1% |
1.9320 |
| Close |
1.9384 |
1.9488 |
0.0104 |
0.5% |
1.9564 |
| Range |
0.0233 |
0.0181 |
-0.0052 |
-22.3% |
0.0280 |
| ATR |
0.0147 |
0.0150 |
0.0002 |
1.6% |
0.0000 |
| Volume |
19,341 |
19,803 |
462 |
2.4% |
9,179 |
|
| Daily Pivots for day following 11-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9996 |
1.9923 |
1.9588 |
|
| R3 |
1.9815 |
1.9742 |
1.9538 |
|
| R2 |
1.9634 |
1.9634 |
1.9521 |
|
| R1 |
1.9561 |
1.9561 |
1.9505 |
1.9598 |
| PP |
1.9453 |
1.9453 |
1.9453 |
1.9471 |
| S1 |
1.9380 |
1.9380 |
1.9471 |
1.9417 |
| S2 |
1.9272 |
1.9272 |
1.9455 |
|
| S3 |
1.9091 |
1.9199 |
1.9438 |
|
| S4 |
1.8910 |
1.9018 |
1.9388 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0335 |
2.0229 |
1.9718 |
|
| R3 |
2.0055 |
1.9949 |
1.9641 |
|
| R2 |
1.9775 |
1.9775 |
1.9615 |
|
| R1 |
1.9669 |
1.9669 |
1.9590 |
1.9582 |
| PP |
1.9495 |
1.9495 |
1.9495 |
1.9451 |
| S1 |
1.9389 |
1.9389 |
1.9538 |
1.9302 |
| S2 |
1.9215 |
1.9215 |
1.9513 |
|
| S3 |
1.8935 |
1.9109 |
1.9487 |
|
| S4 |
1.8655 |
1.8829 |
1.9410 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9690 |
1.9320 |
0.0370 |
1.9% |
0.0192 |
1.0% |
45% |
False |
False |
10,553 |
| 10 |
1.9690 |
1.9320 |
0.0370 |
1.9% |
0.0159 |
0.8% |
45% |
False |
False |
5,702 |
| 20 |
1.9690 |
1.9254 |
0.0436 |
2.2% |
0.0134 |
0.7% |
54% |
False |
False |
2,973 |
| 40 |
1.9820 |
1.9196 |
0.0624 |
3.2% |
0.0143 |
0.7% |
47% |
False |
False |
1,550 |
| 60 |
1.9903 |
1.9196 |
0.0707 |
3.6% |
0.0123 |
0.6% |
41% |
False |
False |
1,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0295 |
|
2.618 |
2.0000 |
|
1.618 |
1.9819 |
|
1.000 |
1.9707 |
|
0.618 |
1.9638 |
|
HIGH |
1.9526 |
|
0.618 |
1.9457 |
|
0.500 |
1.9436 |
|
0.382 |
1.9414 |
|
LOW |
1.9345 |
|
0.618 |
1.9233 |
|
1.000 |
1.9164 |
|
1.618 |
1.9052 |
|
2.618 |
1.8871 |
|
4.250 |
1.8576 |
|
|
| Fisher Pivots for day following 11-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9471 |
1.9518 |
| PP |
1.9453 |
1.9508 |
| S1 |
1.9436 |
1.9498 |
|