CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 04-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2008 |
04-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9773 |
1.9728 |
-0.0045 |
-0.2% |
2.0037 |
| High |
1.9773 |
1.9815 |
0.0042 |
0.2% |
2.0055 |
| Low |
1.9665 |
1.9670 |
0.0005 |
0.0% |
1.9665 |
| Close |
1.9694 |
1.9686 |
-0.0008 |
0.0% |
1.9686 |
| Range |
0.0108 |
0.0145 |
0.0037 |
34.3% |
0.0390 |
| ATR |
0.0127 |
0.0128 |
0.0001 |
1.0% |
0.0000 |
| Volume |
50,197 |
67,990 |
17,793 |
35.4% |
185,331 |
|
| Daily Pivots for day following 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0159 |
2.0067 |
1.9766 |
|
| R3 |
2.0014 |
1.9922 |
1.9726 |
|
| R2 |
1.9869 |
1.9869 |
1.9713 |
|
| R1 |
1.9777 |
1.9777 |
1.9699 |
1.9751 |
| PP |
1.9724 |
1.9724 |
1.9724 |
1.9710 |
| S1 |
1.9632 |
1.9632 |
1.9673 |
1.9606 |
| S2 |
1.9579 |
1.9579 |
1.9659 |
|
| S3 |
1.9434 |
1.9487 |
1.9646 |
|
| S4 |
1.9289 |
1.9342 |
1.9606 |
|
|
| Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0972 |
2.0719 |
1.9901 |
|
| R3 |
2.0582 |
2.0329 |
1.9793 |
|
| R2 |
2.0192 |
2.0192 |
1.9758 |
|
| R1 |
1.9939 |
1.9939 |
1.9722 |
1.9871 |
| PP |
1.9802 |
1.9802 |
1.9802 |
1.9768 |
| S1 |
1.9549 |
1.9549 |
1.9650 |
1.9481 |
| S2 |
1.9412 |
1.9412 |
1.9615 |
|
| S3 |
1.9022 |
1.9159 |
1.9579 |
|
| S4 |
1.8632 |
1.8769 |
1.9472 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0055 |
1.9665 |
0.0390 |
2.0% |
0.0136 |
0.7% |
5% |
False |
False |
45,952 |
| 10 |
2.0055 |
1.9665 |
0.0390 |
2.0% |
0.0101 |
0.5% |
5% |
False |
False |
40,672 |
| 20 |
2.0580 |
1.9665 |
0.0915 |
4.6% |
0.0107 |
0.5% |
2% |
False |
False |
40,507 |
| 40 |
2.1002 |
1.9665 |
0.1337 |
6.8% |
0.0067 |
0.3% |
2% |
False |
False |
20,615 |
| 60 |
2.1002 |
1.9665 |
0.1337 |
6.8% |
0.0045 |
0.2% |
2% |
False |
False |
13,773 |
| 80 |
2.1002 |
1.9665 |
0.1337 |
6.8% |
0.0034 |
0.2% |
2% |
False |
False |
10,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0431 |
|
2.618 |
2.0195 |
|
1.618 |
2.0050 |
|
1.000 |
1.9960 |
|
0.618 |
1.9905 |
|
HIGH |
1.9815 |
|
0.618 |
1.9760 |
|
0.500 |
1.9743 |
|
0.382 |
1.9725 |
|
LOW |
1.9670 |
|
0.618 |
1.9580 |
|
1.000 |
1.9525 |
|
1.618 |
1.9435 |
|
2.618 |
1.9290 |
|
4.250 |
1.9054 |
|
|
| Fisher Pivots for day following 04-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9743 |
1.9740 |
| PP |
1.9724 |
1.9722 |
| S1 |
1.9705 |
1.9704 |
|