CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 11-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2008 |
11-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9521 |
1.9530 |
0.0009 |
0.0% |
1.9697 |
| High |
1.9580 |
1.9565 |
-0.0015 |
-0.1% |
1.9740 |
| Low |
1.9505 |
1.9505 |
0.0000 |
0.0% |
1.9505 |
| Close |
1.9561 |
1.9523 |
-0.0038 |
-0.2% |
1.9523 |
| Range |
0.0075 |
0.0060 |
-0.0015 |
-20.0% |
0.0235 |
| ATR |
0.0121 |
0.0116 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
65,000 |
104,650 |
39,650 |
61.0% |
345,795 |
|
| Daily Pivots for day following 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9711 |
1.9677 |
1.9556 |
|
| R3 |
1.9651 |
1.9617 |
1.9540 |
|
| R2 |
1.9591 |
1.9591 |
1.9534 |
|
| R1 |
1.9557 |
1.9557 |
1.9529 |
1.9544 |
| PP |
1.9531 |
1.9531 |
1.9531 |
1.9525 |
| S1 |
1.9497 |
1.9497 |
1.9518 |
1.9484 |
| S2 |
1.9471 |
1.9471 |
1.9512 |
|
| S3 |
1.9411 |
1.9437 |
1.9507 |
|
| S4 |
1.9351 |
1.9377 |
1.9490 |
|
|
| Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0294 |
2.0144 |
1.9652 |
|
| R3 |
2.0059 |
1.9909 |
1.9588 |
|
| R2 |
1.9824 |
1.9824 |
1.9566 |
|
| R1 |
1.9674 |
1.9674 |
1.9545 |
1.9632 |
| PP |
1.9589 |
1.9589 |
1.9589 |
1.9568 |
| S1 |
1.9439 |
1.9439 |
1.9501 |
1.9397 |
| S2 |
1.9354 |
1.9354 |
1.9480 |
|
| S3 |
1.9119 |
1.9204 |
1.9458 |
|
| S4 |
1.8884 |
1.8969 |
1.9394 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9740 |
1.9505 |
0.0235 |
1.2% |
0.0073 |
0.4% |
8% |
False |
True |
69,159 |
| 10 |
2.0055 |
1.9505 |
0.0550 |
2.8% |
0.0105 |
0.5% |
3% |
False |
True |
57,555 |
| 20 |
2.0350 |
1.9505 |
0.0845 |
4.3% |
0.0096 |
0.5% |
2% |
False |
True |
51,892 |
| 40 |
2.0650 |
1.9505 |
0.1145 |
5.9% |
0.0075 |
0.4% |
2% |
False |
True |
29,216 |
| 60 |
2.1002 |
1.9505 |
0.1497 |
7.7% |
0.0051 |
0.3% |
1% |
False |
True |
19,531 |
| 80 |
2.1002 |
1.9505 |
0.1497 |
7.7% |
0.0039 |
0.2% |
1% |
False |
True |
14,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9820 |
|
2.618 |
1.9722 |
|
1.618 |
1.9662 |
|
1.000 |
1.9625 |
|
0.618 |
1.9602 |
|
HIGH |
1.9565 |
|
0.618 |
1.9542 |
|
0.500 |
1.9535 |
|
0.382 |
1.9528 |
|
LOW |
1.9505 |
|
0.618 |
1.9468 |
|
1.000 |
1.9445 |
|
1.618 |
1.9408 |
|
2.618 |
1.9348 |
|
4.250 |
1.9250 |
|
|
| Fisher Pivots for day following 11-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9535 |
1.9550 |
| PP |
1.9531 |
1.9541 |
| S1 |
1.9527 |
1.9532 |
|