CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 18-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2008 |
18-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9500 |
1.9437 |
-0.0063 |
-0.3% |
1.9575 |
| High |
1.9569 |
1.9480 |
-0.0089 |
-0.5% |
1.9690 |
| Low |
1.9339 |
1.9349 |
0.0010 |
0.1% |
1.9276 |
| Close |
1.9437 |
1.9465 |
0.0028 |
0.1% |
1.9333 |
| Range |
0.0230 |
0.0131 |
-0.0099 |
-43.0% |
0.0414 |
| ATR |
0.0162 |
0.0160 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
83,609 |
110,490 |
26,881 |
32.2% |
148,538 |
|
| Daily Pivots for day following 18-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9824 |
1.9776 |
1.9537 |
|
| R3 |
1.9693 |
1.9645 |
1.9501 |
|
| R2 |
1.9562 |
1.9562 |
1.9489 |
|
| R1 |
1.9514 |
1.9514 |
1.9477 |
1.9538 |
| PP |
1.9431 |
1.9431 |
1.9431 |
1.9444 |
| S1 |
1.9383 |
1.9383 |
1.9453 |
1.9407 |
| S2 |
1.9300 |
1.9300 |
1.9441 |
|
| S3 |
1.9169 |
1.9252 |
1.9429 |
|
| S4 |
1.9038 |
1.9121 |
1.9393 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0675 |
2.0418 |
1.9561 |
|
| R3 |
2.0261 |
2.0004 |
1.9447 |
|
| R2 |
1.9847 |
1.9847 |
1.9409 |
|
| R1 |
1.9590 |
1.9590 |
1.9371 |
1.9512 |
| PP |
1.9433 |
1.9433 |
1.9433 |
1.9394 |
| S1 |
1.9176 |
1.9176 |
1.9295 |
1.9098 |
| S2 |
1.9019 |
1.9019 |
1.9257 |
|
| S3 |
1.8605 |
1.8762 |
1.9219 |
|
| S4 |
1.8191 |
1.8348 |
1.9105 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9569 |
1.9276 |
0.0293 |
1.5% |
0.0184 |
0.9% |
65% |
False |
False |
75,645 |
| 10 |
1.9690 |
1.9276 |
0.0414 |
2.1% |
0.0188 |
1.0% |
46% |
False |
False |
43,099 |
| 20 |
1.9690 |
1.9276 |
0.0414 |
2.1% |
0.0149 |
0.8% |
46% |
False |
False |
21,804 |
| 40 |
1.9740 |
1.9196 |
0.0544 |
2.8% |
0.0145 |
0.7% |
49% |
False |
False |
10,997 |
| 60 |
1.9903 |
1.9196 |
0.0707 |
3.6% |
0.0133 |
0.7% |
38% |
False |
False |
7,347 |
| 80 |
2.0000 |
1.9196 |
0.0804 |
4.1% |
0.0116 |
0.6% |
33% |
False |
False |
5,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0037 |
|
2.618 |
1.9823 |
|
1.618 |
1.9692 |
|
1.000 |
1.9611 |
|
0.618 |
1.9561 |
|
HIGH |
1.9480 |
|
0.618 |
1.9430 |
|
0.500 |
1.9415 |
|
0.382 |
1.9399 |
|
LOW |
1.9349 |
|
0.618 |
1.9268 |
|
1.000 |
1.9218 |
|
1.618 |
1.9137 |
|
2.618 |
1.9006 |
|
4.250 |
1.8792 |
|
|
| Fisher Pivots for day following 18-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9448 |
1.9460 |
| PP |
1.9431 |
1.9455 |
| S1 |
1.9415 |
1.9450 |
|