Monthly Pivot Points

Monthly Pivot Points*

	EUR/USD	GBP/USD	USD/CHF	USD/JPY
R3	1.6432	2.0525	1.1119	111.30
M5	1.6329	2.0406	1.0950	109.69
R2	1.6225	2.0287	1.0781	108.08
M4	1.6075	2.0182	1.0673	107.05
R1	1.5924	2.0076	1.0564	106.01
M3	1.5821	1.9957	1.0395	104.40
PP	1.5717	1.9838	1.0226	102.79
M2	1.5567	1.9733	1.0118	101.76
S1	1.5416	1.9627	1.0009	100.72
M1	1.5313	1.9508	0.9840	99.11
S2	1.5209	1.9389	0.9671	97.50
M0	1.5059	1.9284	0.9563	96.47
S3	1.4908	1.9178	0.9454	95.43

 

	USD/CAD	AUD/USD	NZD/USD	EUR/CHF	GBP/CHF
R3	1.0608	1.0141	0.8300	1.6973	2.2103
M5	1.0537	0.9991	0.8233	1.6791	2.1753
R2	1.0466	0.9841	0.8166	1.6609	2.1403
M4	1.0368	0.9737	0.8079	1.6500	2.1191
R1	1.0270	0.9632	0.7992	1.6390	2.0979
M3	1.0199	0.9482	0.7925	1.6208	2.0629
PP	1.0128	0.9332	0.7858	1.6026	2.0279
M2	1.0030	0.9228	0.7771	1.5917	2.0067
S1	0.9932	0.9123	0.7684	1.5807	1.9855
M1	0.9861	0.8973	0.7617	1.5625	1.9505
S2	0.9790	0.8823	0.7550	1.5443	1.9155
M0	0.9692	0.8719	0.7463	1.5334	1.8943
S3	0.9594	0.8614	0.7376	1.5224	1.8731

	AUD/JPY	EUR/JPY	GBP/JPY	NZD/JPY	CAD/JPY
R3	109.23	174.76	223.27	88.20	112.83
M5	106.62	172.31	219.70	86.87	110.65
R2	104.00	169.86	216.13	85.54	108.46
M4	102.48	167.99	213.70	84.45	107.13
R1	100.96	166.11	211.27	83.35	105.80
M3	98.35	163.66	207.70	82.02	103.62
PP	95.73	161.21	204.13	80.69	101.43
M2	94.21	159.34	201.70	79.60	100.10
S1	92.69	157.46	199.27	78.50	98.77
M1	90.08	155.01	195.70	77.17	96.59
S2	87.46	152.56	192.13	75.84	94.40
M0	85.94	150.69	189.70	74.75	93.07
S3	84.42	148.81	187.27	73.65	91.74

* - based on GFT DealBook 360 price data

May 2008