CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 08-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2008 |
08-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9697 |
1.9712 |
0.0015 |
0.1% |
2.0037 |
| High |
1.9712 |
1.9740 |
0.0028 |
0.1% |
2.0055 |
| Low |
1.9640 |
1.9670 |
0.0030 |
0.2% |
1.9665 |
| Close |
1.9655 |
1.9670 |
0.0015 |
0.1% |
1.9686 |
| Range |
0.0072 |
0.0070 |
-0.0002 |
-2.8% |
0.0390 |
| ATR |
0.0124 |
0.0121 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
77,313 |
46,948 |
-30,365 |
-39.3% |
185,331 |
|
| Daily Pivots for day following 08-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9903 |
1.9857 |
1.9709 |
|
| R3 |
1.9833 |
1.9787 |
1.9689 |
|
| R2 |
1.9763 |
1.9763 |
1.9683 |
|
| R1 |
1.9717 |
1.9717 |
1.9676 |
1.9705 |
| PP |
1.9693 |
1.9693 |
1.9693 |
1.9688 |
| S1 |
1.9647 |
1.9647 |
1.9664 |
1.9635 |
| S2 |
1.9623 |
1.9623 |
1.9657 |
|
| S3 |
1.9553 |
1.9577 |
1.9651 |
|
| S4 |
1.9483 |
1.9507 |
1.9632 |
|
|
| 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 |
1.9815 |
1.9640 |
0.0175 |
0.9% |
0.0093 |
0.5% |
17% |
False |
False |
54,542 |
| 10 |
2.0055 |
1.9640 |
0.0415 |
2.1% |
0.0099 |
0.5% |
7% |
False |
False |
41,896 |
| 20 |
2.0580 |
1.9640 |
0.0940 |
4.8% |
0.0109 |
0.6% |
3% |
False |
False |
45,892 |
| 40 |
2.1002 |
1.9640 |
0.1362 |
6.9% |
0.0070 |
0.4% |
2% |
False |
False |
23,709 |
| 60 |
2.1002 |
1.9640 |
0.1362 |
6.9% |
0.0048 |
0.2% |
2% |
False |
False |
15,843 |
| 80 |
2.1002 |
1.9640 |
0.1362 |
6.9% |
0.0036 |
0.2% |
2% |
False |
False |
11,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0038 |
|
2.618 |
1.9923 |
|
1.618 |
1.9853 |
|
1.000 |
1.9810 |
|
0.618 |
1.9783 |
|
HIGH |
1.9740 |
|
0.618 |
1.9713 |
|
0.500 |
1.9705 |
|
0.382 |
1.9697 |
|
LOW |
1.9670 |
|
0.618 |
1.9627 |
|
1.000 |
1.9600 |
|
1.618 |
1.9557 |
|
2.618 |
1.9487 |
|
4.250 |
1.9373 |
|
|
| Fisher Pivots for day following 08-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9705 |
1.9728 |
| PP |
1.9693 |
1.9708 |
| S1 |
1.9682 |
1.9689 |
|