CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 28-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2007 |
28-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9873 |
1.9933 |
0.0060 |
0.3% |
1.9754 |
| High |
1.9930 |
1.9935 |
0.0005 |
0.0% |
1.9935 |
| Low |
1.9837 |
1.9865 |
0.0028 |
0.1% |
1.9715 |
| Close |
1.9918 |
1.9885 |
-0.0033 |
-0.2% |
1.9885 |
| Range |
0.0093 |
0.0070 |
-0.0023 |
-24.7% |
0.0220 |
| ATR |
0.0124 |
0.0121 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
11,505 |
44,432 |
32,927 |
286.2% |
109,372 |
|
| Daily Pivots for day following 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0105 |
2.0065 |
1.9924 |
|
| R3 |
2.0035 |
1.9995 |
1.9904 |
|
| R2 |
1.9965 |
1.9965 |
1.9898 |
|
| R1 |
1.9925 |
1.9925 |
1.9891 |
1.9910 |
| PP |
1.9895 |
1.9895 |
1.9895 |
1.9888 |
| S1 |
1.9855 |
1.9855 |
1.9879 |
1.9840 |
| S2 |
1.9825 |
1.9825 |
1.9872 |
|
| S3 |
1.9755 |
1.9785 |
1.9866 |
|
| S4 |
1.9685 |
1.9715 |
1.9847 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0505 |
2.0415 |
2.0006 |
|
| R3 |
2.0285 |
2.0195 |
1.9946 |
|
| R2 |
2.0065 |
2.0065 |
1.9925 |
|
| R1 |
1.9975 |
1.9975 |
1.9905 |
2.0020 |
| PP |
1.9845 |
1.9845 |
1.9845 |
1.9868 |
| S1 |
1.9755 |
1.9755 |
1.9865 |
1.9800 |
| S2 |
1.9625 |
1.9625 |
1.9845 |
|
| S3 |
1.9405 |
1.9535 |
1.9825 |
|
| S4 |
1.9185 |
1.9315 |
1.9764 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9935 |
1.9715 |
0.0220 |
1.1% |
0.0061 |
0.3% |
77% |
True |
False |
32,161 |
| 10 |
2.0225 |
1.9715 |
0.0510 |
2.6% |
0.0086 |
0.4% |
33% |
False |
False |
45,181 |
| 20 |
2.0601 |
1.9715 |
0.0886 |
4.5% |
0.0087 |
0.4% |
19% |
False |
False |
31,563 |
| 40 |
2.1002 |
1.9715 |
0.1287 |
6.5% |
0.0052 |
0.3% |
13% |
False |
False |
16,003 |
| 60 |
2.1002 |
1.9715 |
0.1287 |
6.5% |
0.0035 |
0.2% |
13% |
False |
False |
10,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0233 |
|
2.618 |
2.0118 |
|
1.618 |
2.0048 |
|
1.000 |
2.0005 |
|
0.618 |
1.9978 |
|
HIGH |
1.9935 |
|
0.618 |
1.9908 |
|
0.500 |
1.9900 |
|
0.382 |
1.9892 |
|
LOW |
1.9865 |
|
0.618 |
1.9822 |
|
1.000 |
1.9795 |
|
1.618 |
1.9752 |
|
2.618 |
1.9682 |
|
4.250 |
1.9568 |
|
|
| Fisher Pivots for day following 28-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9900 |
1.9875 |
| PP |
1.9895 |
1.9865 |
| S1 |
1.9890 |
1.9855 |
|