CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 15-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2008 |
15-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9530 |
1.9645 |
0.0115 |
0.6% |
1.9697 |
| High |
1.9598 |
1.9697 |
0.0099 |
0.5% |
1.9740 |
| Low |
1.9507 |
1.9583 |
0.0076 |
0.4% |
1.9505 |
| Close |
1.9515 |
1.9596 |
0.0081 |
0.4% |
1.9523 |
| Range |
0.0091 |
0.0114 |
0.0023 |
25.3% |
0.0235 |
| ATR |
0.0114 |
0.0119 |
0.0005 |
4.2% |
0.0000 |
| Volume |
59,126 |
54,155 |
-4,971 |
-8.4% |
345,795 |
|
| Daily Pivots for day following 15-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9967 |
1.9896 |
1.9659 |
|
| R3 |
1.9853 |
1.9782 |
1.9627 |
|
| R2 |
1.9739 |
1.9739 |
1.9617 |
|
| R1 |
1.9668 |
1.9668 |
1.9606 |
1.9647 |
| PP |
1.9625 |
1.9625 |
1.9625 |
1.9615 |
| S1 |
1.9554 |
1.9554 |
1.9586 |
1.9533 |
| S2 |
1.9511 |
1.9511 |
1.9575 |
|
| S3 |
1.9397 |
1.9440 |
1.9565 |
|
| S4 |
1.9283 |
1.9326 |
1.9533 |
|
|
| 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 |
1.9697 |
1.9505 |
0.0192 |
1.0% |
0.0086 |
0.4% |
47% |
True |
False |
66,963 |
| 10 |
1.9815 |
1.9505 |
0.0310 |
1.6% |
0.0089 |
0.5% |
29% |
False |
False |
60,752 |
| 20 |
2.0175 |
1.9505 |
0.0670 |
3.4% |
0.0095 |
0.5% |
14% |
False |
False |
51,281 |
| 40 |
2.0650 |
1.9505 |
0.1145 |
5.8% |
0.0079 |
0.4% |
8% |
False |
False |
32,017 |
| 60 |
2.1002 |
1.9505 |
0.1497 |
7.6% |
0.0055 |
0.3% |
6% |
False |
False |
21,418 |
| 80 |
2.1002 |
1.9505 |
0.1497 |
7.6% |
0.0041 |
0.2% |
6% |
False |
False |
16,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0182 |
|
2.618 |
1.9995 |
|
1.618 |
1.9881 |
|
1.000 |
1.9811 |
|
0.618 |
1.9767 |
|
HIGH |
1.9697 |
|
0.618 |
1.9653 |
|
0.500 |
1.9640 |
|
0.382 |
1.9627 |
|
LOW |
1.9583 |
|
0.618 |
1.9513 |
|
1.000 |
1.9469 |
|
1.618 |
1.9399 |
|
2.618 |
1.9285 |
|
4.250 |
1.9099 |
|
|
| Fisher Pivots for day following 15-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9640 |
1.9601 |
| PP |
1.9625 |
1.9599 |
| S1 |
1.9611 |
1.9598 |
|