CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 25-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2008 |
25-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9576 |
1.9766 |
0.0190 |
1.0% |
1.9464 |
| High |
1.9700 |
1.9795 |
0.0095 |
0.5% |
1.9795 |
| Low |
1.9545 |
1.9717 |
0.0172 |
0.9% |
1.9400 |
| Close |
1.9691 |
1.9757 |
0.0066 |
0.3% |
1.9757 |
| Range |
0.0155 |
0.0078 |
-0.0077 |
-49.7% |
0.0395 |
| ATR |
0.0140 |
0.0137 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
81,898 |
81,698 |
-200 |
-0.2% |
384,364 |
|
| Daily Pivots for day following 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9990 |
1.9952 |
1.9800 |
|
| R3 |
1.9912 |
1.9874 |
1.9778 |
|
| R2 |
1.9834 |
1.9834 |
1.9771 |
|
| R1 |
1.9796 |
1.9796 |
1.9764 |
1.9776 |
| PP |
1.9756 |
1.9756 |
1.9756 |
1.9747 |
| S1 |
1.9718 |
1.9718 |
1.9750 |
1.9698 |
| S2 |
1.9678 |
1.9678 |
1.9743 |
|
| S3 |
1.9600 |
1.9640 |
1.9736 |
|
| S4 |
1.9522 |
1.9562 |
1.9714 |
|
|
| Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0836 |
2.0691 |
1.9974 |
|
| R3 |
2.0441 |
2.0296 |
1.9866 |
|
| R2 |
2.0046 |
2.0046 |
1.9829 |
|
| R1 |
1.9901 |
1.9901 |
1.9793 |
1.9974 |
| PP |
1.9651 |
1.9651 |
1.9651 |
1.9687 |
| S1 |
1.9506 |
1.9506 |
1.9721 |
1.9579 |
| S2 |
1.9256 |
1.9256 |
1.9685 |
|
| S3 |
1.8861 |
1.9111 |
1.9648 |
|
| S4 |
1.8466 |
1.8716 |
1.9540 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9795 |
1.9400 |
0.0395 |
2.0% |
0.0116 |
0.6% |
90% |
True |
False |
94,820 |
| 10 |
1.9795 |
1.9400 |
0.0395 |
2.0% |
0.0110 |
0.6% |
90% |
True |
False |
89,321 |
| 20 |
2.0055 |
1.9400 |
0.0655 |
3.3% |
0.0109 |
0.6% |
55% |
False |
False |
68,781 |
| 40 |
2.0630 |
1.9400 |
0.1230 |
6.2% |
0.0095 |
0.5% |
29% |
False |
False |
48,812 |
| 60 |
2.1002 |
1.9400 |
0.1602 |
8.1% |
0.0068 |
0.3% |
22% |
False |
False |
32,665 |
| 80 |
2.1002 |
1.9400 |
0.1602 |
8.1% |
0.0051 |
0.3% |
22% |
False |
False |
24,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0127 |
|
2.618 |
1.9999 |
|
1.618 |
1.9921 |
|
1.000 |
1.9873 |
|
0.618 |
1.9843 |
|
HIGH |
1.9795 |
|
0.618 |
1.9765 |
|
0.500 |
1.9756 |
|
0.382 |
1.9747 |
|
LOW |
1.9717 |
|
0.618 |
1.9669 |
|
1.000 |
1.9639 |
|
1.618 |
1.9591 |
|
2.618 |
1.9513 |
|
4.250 |
1.9386 |
|
|
| Fisher Pivots for day following 25-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9757 |
1.9704 |
| PP |
1.9756 |
1.9651 |
| S1 |
1.9756 |
1.9598 |
|