CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 29-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2008 |
29-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9800 |
1.9822 |
0.0022 |
0.1% |
1.9464 |
| High |
1.9831 |
1.9842 |
0.0011 |
0.1% |
1.9795 |
| Low |
1.9765 |
1.9785 |
0.0020 |
0.1% |
1.9400 |
| Close |
1.9781 |
1.9842 |
0.0061 |
0.3% |
1.9757 |
| Range |
0.0066 |
0.0057 |
-0.0009 |
-13.6% |
0.0395 |
| ATR |
0.0133 |
0.0128 |
-0.0005 |
-3.9% |
0.0000 |
| Volume |
61,065 |
48,594 |
-12,471 |
-20.4% |
384,364 |
|
| Daily Pivots for day following 29-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9994 |
1.9975 |
1.9873 |
|
| R3 |
1.9937 |
1.9918 |
1.9858 |
|
| R2 |
1.9880 |
1.9880 |
1.9852 |
|
| R1 |
1.9861 |
1.9861 |
1.9847 |
1.9871 |
| PP |
1.9823 |
1.9823 |
1.9823 |
1.9828 |
| S1 |
1.9804 |
1.9804 |
1.9837 |
1.9814 |
| S2 |
1.9766 |
1.9766 |
1.9832 |
|
| S3 |
1.9709 |
1.9747 |
1.9826 |
|
| S4 |
1.9652 |
1.9690 |
1.9811 |
|
|
| 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 |
1.9842 |
1.9400 |
0.0442 |
2.2% |
0.0087 |
0.4% |
100% |
True |
False |
81,469 |
| 10 |
1.9842 |
1.9400 |
0.0442 |
2.2% |
0.0107 |
0.5% |
100% |
True |
False |
83,909 |
| 20 |
2.0055 |
1.9400 |
0.0655 |
3.3% |
0.0107 |
0.5% |
67% |
False |
False |
71,467 |
| 40 |
2.0601 |
1.9400 |
0.1201 |
6.1% |
0.0097 |
0.5% |
37% |
False |
False |
51,515 |
| 60 |
2.1002 |
1.9400 |
0.1602 |
8.1% |
0.0070 |
0.4% |
28% |
False |
False |
34,491 |
| 80 |
2.1002 |
1.9400 |
0.1602 |
8.1% |
0.0053 |
0.3% |
28% |
False |
False |
25,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0084 |
|
2.618 |
1.9991 |
|
1.618 |
1.9934 |
|
1.000 |
1.9899 |
|
0.618 |
1.9877 |
|
HIGH |
1.9842 |
|
0.618 |
1.9820 |
|
0.500 |
1.9814 |
|
0.382 |
1.9807 |
|
LOW |
1.9785 |
|
0.618 |
1.9750 |
|
1.000 |
1.9728 |
|
1.618 |
1.9693 |
|
2.618 |
1.9636 |
|
4.250 |
1.9543 |
|
|
| Fisher Pivots for day following 29-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9833 |
1.9821 |
| PP |
1.9823 |
1.9800 |
| S1 |
1.9814 |
1.9780 |
|