CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 23-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2008 |
23-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9595 |
1.9631 |
0.0036 |
0.2% |
1.9342 |
| High |
1.9662 |
1.9632 |
-0.0030 |
-0.2% |
1.9662 |
| Low |
1.9571 |
1.9457 |
-0.0114 |
-0.6% |
1.9330 |
| Close |
1.9639 |
1.9525 |
-0.0114 |
-0.6% |
1.9639 |
| Range |
0.0091 |
0.0175 |
0.0084 |
92.3% |
0.0332 |
| ATR |
0.0155 |
0.0157 |
0.0002 |
1.2% |
0.0000 |
| Volume |
104,118 |
59,378 |
-44,740 |
-43.0% |
438,444 |
|
| Daily Pivots for day following 23-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0063 |
1.9969 |
1.9621 |
|
| R3 |
1.9888 |
1.9794 |
1.9573 |
|
| R2 |
1.9713 |
1.9713 |
1.9557 |
|
| R1 |
1.9619 |
1.9619 |
1.9541 |
1.9579 |
| PP |
1.9538 |
1.9538 |
1.9538 |
1.9518 |
| S1 |
1.9444 |
1.9444 |
1.9509 |
1.9404 |
| S2 |
1.9363 |
1.9363 |
1.9493 |
|
| S3 |
1.9188 |
1.9269 |
1.9477 |
|
| S4 |
1.9013 |
1.9094 |
1.9429 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0540 |
2.0421 |
1.9822 |
|
| R3 |
2.0208 |
2.0089 |
1.9730 |
|
| R2 |
1.9876 |
1.9876 |
1.9700 |
|
| R1 |
1.9757 |
1.9757 |
1.9669 |
1.9817 |
| PP |
1.9544 |
1.9544 |
1.9544 |
1.9573 |
| S1 |
1.9425 |
1.9425 |
1.9609 |
1.9485 |
| S2 |
1.9212 |
1.9212 |
1.9578 |
|
| S3 |
1.8880 |
1.9093 |
1.9548 |
|
| S4 |
1.8548 |
1.8761 |
1.9456 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9662 |
1.9339 |
0.0323 |
1.7% |
0.0158 |
0.8% |
58% |
False |
False |
83,014 |
| 10 |
1.9662 |
1.9276 |
0.0386 |
2.0% |
0.0176 |
0.9% |
65% |
False |
False |
63,834 |
| 20 |
1.9690 |
1.9276 |
0.0414 |
2.1% |
0.0158 |
0.8% |
60% |
False |
False |
32,838 |
| 40 |
1.9715 |
1.9196 |
0.0519 |
2.7% |
0.0144 |
0.7% |
63% |
False |
False |
16,508 |
| 60 |
1.9820 |
1.9196 |
0.0624 |
3.2% |
0.0136 |
0.7% |
53% |
False |
False |
11,022 |
| 80 |
2.0000 |
1.9196 |
0.0804 |
4.1% |
0.0119 |
0.6% |
41% |
False |
False |
8,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0376 |
|
2.618 |
2.0090 |
|
1.618 |
1.9915 |
|
1.000 |
1.9807 |
|
0.618 |
1.9740 |
|
HIGH |
1.9632 |
|
0.618 |
1.9565 |
|
0.500 |
1.9545 |
|
0.382 |
1.9524 |
|
LOW |
1.9457 |
|
0.618 |
1.9349 |
|
1.000 |
1.9282 |
|
1.618 |
1.9174 |
|
2.618 |
1.8999 |
|
4.250 |
1.8713 |
|
|
| Fisher Pivots for day following 23-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9545 |
1.9558 |
| PP |
1.9538 |
1.9547 |
| S1 |
1.9532 |
1.9536 |
|