CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 23-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2008 |
23-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9464 |
1.9431 |
-0.0033 |
-0.2% |
1.9530 |
| High |
1.9575 |
1.9478 |
-0.0097 |
-0.5% |
1.9750 |
| Low |
1.9417 |
1.9400 |
-0.0017 |
-0.1% |
1.9465 |
| Close |
1.9565 |
1.9463 |
-0.0102 |
-0.5% |
1.9503 |
| Range |
0.0158 |
0.0078 |
-0.0080 |
-50.6% |
0.0285 |
| ATR |
0.0130 |
0.0133 |
0.0002 |
1.9% |
0.0000 |
| Volume |
86,675 |
134,093 |
47,418 |
54.7% |
404,198 |
|
| Daily Pivots for day following 23-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9681 |
1.9650 |
1.9506 |
|
| R3 |
1.9603 |
1.9572 |
1.9484 |
|
| R2 |
1.9525 |
1.9525 |
1.9477 |
|
| R1 |
1.9494 |
1.9494 |
1.9470 |
1.9510 |
| PP |
1.9447 |
1.9447 |
1.9447 |
1.9455 |
| S1 |
1.9416 |
1.9416 |
1.9456 |
1.9432 |
| S2 |
1.9369 |
1.9369 |
1.9449 |
|
| S3 |
1.9291 |
1.9338 |
1.9442 |
|
| S4 |
1.9213 |
1.9260 |
1.9420 |
|
|
| Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0428 |
2.0250 |
1.9660 |
|
| R3 |
2.0143 |
1.9965 |
1.9581 |
|
| R2 |
1.9858 |
1.9858 |
1.9555 |
|
| R1 |
1.9680 |
1.9680 |
1.9529 |
1.9627 |
| PP |
1.9573 |
1.9573 |
1.9573 |
1.9546 |
| S1 |
1.9395 |
1.9395 |
1.9477 |
1.9342 |
| S2 |
1.9288 |
1.9288 |
1.9451 |
|
| S3 |
1.9003 |
1.9110 |
1.9425 |
|
| S4 |
1.8718 |
1.8825 |
1.9346 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9750 |
1.9400 |
0.0350 |
1.8% |
0.0120 |
0.6% |
18% |
False |
True |
102,337 |
| 10 |
1.9750 |
1.9400 |
0.0350 |
1.8% |
0.0103 |
0.5% |
18% |
False |
True |
84,650 |
| 20 |
2.0055 |
1.9400 |
0.0655 |
3.4% |
0.0101 |
0.5% |
10% |
False |
True |
63,273 |
| 40 |
2.0650 |
1.9400 |
0.1250 |
6.4% |
0.0093 |
0.5% |
5% |
False |
True |
44,733 |
| 60 |
2.1002 |
1.9400 |
0.1602 |
8.2% |
0.0065 |
0.3% |
4% |
False |
True |
29,942 |
| 80 |
2.1002 |
1.9400 |
0.1602 |
8.2% |
0.0049 |
0.2% |
4% |
False |
True |
22,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9810 |
|
2.618 |
1.9682 |
|
1.618 |
1.9604 |
|
1.000 |
1.9556 |
|
0.618 |
1.9526 |
|
HIGH |
1.9478 |
|
0.618 |
1.9448 |
|
0.500 |
1.9439 |
|
0.382 |
1.9430 |
|
LOW |
1.9400 |
|
0.618 |
1.9352 |
|
1.000 |
1.9322 |
|
1.618 |
1.9274 |
|
2.618 |
1.9196 |
|
4.250 |
1.9069 |
|
|
| Fisher Pivots for day following 23-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9455 |
1.9488 |
| PP |
1.9447 |
1.9479 |
| S1 |
1.9439 |
1.9471 |
|