CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 31-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2007 |
31-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9933 |
2.0037 |
0.0104 |
0.5% |
1.9754 |
| High |
1.9935 |
2.0055 |
0.0120 |
0.6% |
1.9935 |
| Low |
1.9865 |
1.9768 |
-0.0097 |
-0.5% |
1.9715 |
| Close |
1.9885 |
1.9785 |
-0.0100 |
-0.5% |
1.9885 |
| Range |
0.0070 |
0.0287 |
0.0217 |
310.0% |
0.0220 |
| ATR |
0.0121 |
0.0132 |
0.0012 |
9.9% |
0.0000 |
| Volume |
44,432 |
36,882 |
-7,550 |
-17.0% |
109,372 |
|
| Daily Pivots for day following 31-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0730 |
2.0545 |
1.9943 |
|
| R3 |
2.0443 |
2.0258 |
1.9864 |
|
| R2 |
2.0156 |
2.0156 |
1.9838 |
|
| R1 |
1.9971 |
1.9971 |
1.9811 |
1.9920 |
| PP |
1.9869 |
1.9869 |
1.9869 |
1.9844 |
| S1 |
1.9684 |
1.9684 |
1.9759 |
1.9633 |
| S2 |
1.9582 |
1.9582 |
1.9732 |
|
| S3 |
1.9295 |
1.9397 |
1.9706 |
|
| S4 |
1.9008 |
1.9110 |
1.9627 |
|
|
| 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 |
2.0055 |
1.9715 |
0.0340 |
1.7% |
0.0104 |
0.5% |
21% |
True |
False |
29,250 |
| 10 |
2.0175 |
1.9715 |
0.0460 |
2.3% |
0.0101 |
0.5% |
15% |
False |
False |
41,811 |
| 20 |
2.0601 |
1.9715 |
0.0886 |
4.5% |
0.0096 |
0.5% |
8% |
False |
False |
33,313 |
| 40 |
2.1002 |
1.9715 |
0.1287 |
6.5% |
0.0059 |
0.3% |
5% |
False |
False |
16,918 |
| 60 |
2.1002 |
1.9715 |
0.1287 |
6.5% |
0.0040 |
0.2% |
5% |
False |
False |
11,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.1275 |
|
2.618 |
2.0806 |
|
1.618 |
2.0519 |
|
1.000 |
2.0342 |
|
0.618 |
2.0232 |
|
HIGH |
2.0055 |
|
0.618 |
1.9945 |
|
0.500 |
1.9912 |
|
0.382 |
1.9878 |
|
LOW |
1.9768 |
|
0.618 |
1.9591 |
|
1.000 |
1.9481 |
|
1.618 |
1.9304 |
|
2.618 |
1.9017 |
|
4.250 |
1.8548 |
|
|
| Fisher Pivots for day following 31-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9912 |
1.9912 |
| PP |
1.9869 |
1.9869 |
| S1 |
1.9827 |
1.9827 |
|