CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 10-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2008 |
10-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9553 |
1.9521 |
-0.0032 |
-0.2% |
2.0037 |
| High |
1.9595 |
1.9580 |
-0.0015 |
-0.1% |
2.0055 |
| Low |
1.9507 |
1.9505 |
-0.0002 |
0.0% |
1.9665 |
| Close |
1.9528 |
1.9561 |
0.0033 |
0.2% |
1.9686 |
| Range |
0.0088 |
0.0075 |
-0.0013 |
-14.8% |
0.0390 |
| ATR |
0.0124 |
0.0121 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
51,884 |
65,000 |
13,116 |
25.3% |
185,331 |
|
| Daily Pivots for day following 10-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9774 |
1.9742 |
1.9602 |
|
| R3 |
1.9699 |
1.9667 |
1.9582 |
|
| R2 |
1.9624 |
1.9624 |
1.9575 |
|
| R1 |
1.9592 |
1.9592 |
1.9568 |
1.9608 |
| PP |
1.9549 |
1.9549 |
1.9549 |
1.9557 |
| S1 |
1.9517 |
1.9517 |
1.9554 |
1.9533 |
| S2 |
1.9474 |
1.9474 |
1.9547 |
|
| S3 |
1.9399 |
1.9442 |
1.9540 |
|
| S4 |
1.9324 |
1.9367 |
1.9520 |
|
|
| 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 |
1.9505 |
0.0310 |
1.6% |
0.0090 |
0.5% |
18% |
False |
True |
61,827 |
| 10 |
2.0055 |
1.9505 |
0.0550 |
2.8% |
0.0108 |
0.6% |
10% |
False |
True |
48,241 |
| 20 |
2.0580 |
1.9505 |
0.1075 |
5.5% |
0.0106 |
0.5% |
5% |
False |
True |
50,324 |
| 40 |
2.0650 |
1.9505 |
0.1145 |
5.9% |
0.0074 |
0.4% |
5% |
False |
True |
26,604 |
| 60 |
2.1002 |
1.9505 |
0.1497 |
7.7% |
0.0050 |
0.3% |
4% |
False |
True |
17,787 |
| 80 |
2.1002 |
1.9505 |
0.1497 |
7.7% |
0.0038 |
0.2% |
4% |
False |
True |
13,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9899 |
|
2.618 |
1.9776 |
|
1.618 |
1.9701 |
|
1.000 |
1.9655 |
|
0.618 |
1.9626 |
|
HIGH |
1.9580 |
|
0.618 |
1.9551 |
|
0.500 |
1.9543 |
|
0.382 |
1.9534 |
|
LOW |
1.9505 |
|
0.618 |
1.9459 |
|
1.000 |
1.9430 |
|
1.618 |
1.9384 |
|
2.618 |
1.9309 |
|
4.250 |
1.9186 |
|
|
| Fisher Pivots for day following 10-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9555 |
1.9623 |
| PP |
1.9549 |
1.9602 |
| S1 |
1.9543 |
1.9582 |
|