CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 28-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2008 |
28-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9766 |
1.9800 |
0.0034 |
0.2% |
1.9464 |
| High |
1.9795 |
1.9831 |
0.0036 |
0.2% |
1.9795 |
| Low |
1.9717 |
1.9765 |
0.0048 |
0.2% |
1.9400 |
| Close |
1.9757 |
1.9781 |
0.0024 |
0.1% |
1.9757 |
| Range |
0.0078 |
0.0066 |
-0.0012 |
-15.4% |
0.0395 |
| ATR |
0.0137 |
0.0133 |
-0.0005 |
-3.3% |
0.0000 |
| Volume |
81,698 |
61,065 |
-20,633 |
-25.3% |
384,364 |
|
| Daily Pivots for day following 28-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9990 |
1.9952 |
1.9817 |
|
| R3 |
1.9924 |
1.9886 |
1.9799 |
|
| R2 |
1.9858 |
1.9858 |
1.9793 |
|
| R1 |
1.9820 |
1.9820 |
1.9787 |
1.9806 |
| PP |
1.9792 |
1.9792 |
1.9792 |
1.9786 |
| S1 |
1.9754 |
1.9754 |
1.9775 |
1.9740 |
| S2 |
1.9726 |
1.9726 |
1.9769 |
|
| S3 |
1.9660 |
1.9688 |
1.9763 |
|
| S4 |
1.9594 |
1.9622 |
1.9745 |
|
|
| 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 |
1.9831 |
1.9400 |
0.0431 |
2.2% |
0.0107 |
0.5% |
88% |
True |
False |
89,085 |
| 10 |
1.9831 |
1.9400 |
0.0431 |
2.2% |
0.0110 |
0.6% |
88% |
True |
False |
84,962 |
| 20 |
2.0055 |
1.9400 |
0.0655 |
3.3% |
0.0107 |
0.5% |
58% |
False |
False |
71,259 |
| 40 |
2.0601 |
1.9400 |
0.1201 |
6.1% |
0.0096 |
0.5% |
32% |
False |
False |
50,314 |
| 60 |
2.1002 |
1.9400 |
0.1602 |
8.1% |
0.0069 |
0.3% |
24% |
False |
False |
33,681 |
| 80 |
2.1002 |
1.9400 |
0.1602 |
8.1% |
0.0052 |
0.3% |
24% |
False |
False |
25,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0112 |
|
2.618 |
2.0004 |
|
1.618 |
1.9938 |
|
1.000 |
1.9897 |
|
0.618 |
1.9872 |
|
HIGH |
1.9831 |
|
0.618 |
1.9806 |
|
0.500 |
1.9798 |
|
0.382 |
1.9790 |
|
LOW |
1.9765 |
|
0.618 |
1.9724 |
|
1.000 |
1.9699 |
|
1.618 |
1.9658 |
|
2.618 |
1.9592 |
|
4.250 |
1.9485 |
|
|
| Fisher Pivots for day following 28-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9798 |
1.9750 |
| PP |
1.9792 |
1.9719 |
| S1 |
1.9787 |
1.9688 |
|