CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 17-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2008 |
17-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9575 |
1.9649 |
0.0074 |
0.4% |
1.9697 |
| High |
1.9670 |
1.9750 |
0.0080 |
0.4% |
1.9740 |
| Low |
1.9541 |
1.9625 |
0.0084 |
0.4% |
1.9505 |
| Close |
1.9594 |
1.9663 |
0.0069 |
0.4% |
1.9523 |
| Range |
0.0129 |
0.0125 |
-0.0004 |
-3.1% |
0.0235 |
| ATR |
0.0120 |
0.0123 |
0.0003 |
2.1% |
0.0000 |
| Volume |
95,257 |
105,922 |
10,665 |
11.2% |
345,795 |
|
| Daily Pivots for day following 17-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0054 |
1.9984 |
1.9732 |
|
| R3 |
1.9929 |
1.9859 |
1.9697 |
|
| R2 |
1.9804 |
1.9804 |
1.9686 |
|
| R1 |
1.9734 |
1.9734 |
1.9674 |
1.9769 |
| PP |
1.9679 |
1.9679 |
1.9679 |
1.9697 |
| S1 |
1.9609 |
1.9609 |
1.9652 |
1.9644 |
| S2 |
1.9554 |
1.9554 |
1.9640 |
|
| S3 |
1.9429 |
1.9484 |
1.9629 |
|
| S4 |
1.9304 |
1.9359 |
1.9594 |
|
|
| 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 |
1.9750 |
1.9505 |
0.0245 |
1.2% |
0.0104 |
0.5% |
64% |
True |
False |
83,822 |
| 10 |
1.9815 |
1.9505 |
0.0310 |
1.6% |
0.0097 |
0.5% |
51% |
False |
False |
72,824 |
| 20 |
2.0055 |
1.9505 |
0.0550 |
2.8% |
0.0099 |
0.5% |
29% |
False |
False |
55,600 |
| 40 |
2.0650 |
1.9505 |
0.1145 |
5.8% |
0.0086 |
0.4% |
14% |
False |
False |
37,015 |
| 60 |
2.1002 |
1.9505 |
0.1497 |
7.6% |
0.0059 |
0.3% |
11% |
False |
False |
24,771 |
| 80 |
2.1002 |
1.9505 |
0.1497 |
7.6% |
0.0044 |
0.2% |
11% |
False |
False |
18,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0281 |
|
2.618 |
2.0077 |
|
1.618 |
1.9952 |
|
1.000 |
1.9875 |
|
0.618 |
1.9827 |
|
HIGH |
1.9750 |
|
0.618 |
1.9702 |
|
0.500 |
1.9688 |
|
0.382 |
1.9673 |
|
LOW |
1.9625 |
|
0.618 |
1.9548 |
|
1.000 |
1.9500 |
|
1.618 |
1.9423 |
|
2.618 |
1.9298 |
|
4.250 |
1.9094 |
|
|
| Fisher Pivots for day following 17-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9688 |
1.9657 |
| PP |
1.9679 |
1.9651 |
| S1 |
1.9671 |
1.9646 |
|