CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 04-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2008 |
04-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9795 |
1.9725 |
-0.0070 |
-0.4% |
1.9800 |
| High |
1.9850 |
1.9742 |
-0.0108 |
-0.5% |
1.9892 |
| Low |
1.9600 |
1.9678 |
0.0078 |
0.4% |
1.9600 |
| Close |
1.9627 |
1.9691 |
0.0064 |
0.3% |
1.9627 |
| Range |
0.0250 |
0.0064 |
-0.0186 |
-74.4% |
0.0292 |
| ATR |
0.0133 |
0.0132 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
64,307 |
124,878 |
60,571 |
94.2% |
282,846 |
|
| Daily Pivots for day following 04-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9896 |
1.9857 |
1.9726 |
|
| R3 |
1.9832 |
1.9793 |
1.9709 |
|
| R2 |
1.9768 |
1.9768 |
1.9703 |
|
| R1 |
1.9729 |
1.9729 |
1.9697 |
1.9717 |
| PP |
1.9704 |
1.9704 |
1.9704 |
1.9697 |
| S1 |
1.9665 |
1.9665 |
1.9685 |
1.9653 |
| S2 |
1.9640 |
1.9640 |
1.9679 |
|
| S3 |
1.9576 |
1.9601 |
1.9673 |
|
| S4 |
1.9512 |
1.9537 |
1.9656 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0582 |
2.0397 |
1.9788 |
|
| R3 |
2.0290 |
2.0105 |
1.9707 |
|
| R2 |
1.9998 |
1.9998 |
1.9681 |
|
| R1 |
1.9813 |
1.9813 |
1.9654 |
1.9760 |
| PP |
1.9706 |
1.9706 |
1.9706 |
1.9680 |
| S1 |
1.9521 |
1.9521 |
1.9600 |
1.9468 |
| S2 |
1.9414 |
1.9414 |
1.9573 |
|
| S3 |
1.9122 |
1.9229 |
1.9547 |
|
| S4 |
1.8830 |
1.8937 |
1.9466 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9892 |
1.9600 |
0.0292 |
1.5% |
0.0110 |
0.6% |
31% |
False |
False |
69,331 |
| 10 |
1.9892 |
1.9400 |
0.0492 |
2.5% |
0.0109 |
0.6% |
59% |
False |
False |
79,208 |
| 20 |
1.9892 |
1.9400 |
0.0492 |
2.5% |
0.0101 |
0.5% |
59% |
False |
False |
77,104 |
| 40 |
2.0580 |
1.9400 |
0.1180 |
6.0% |
0.0104 |
0.5% |
25% |
False |
False |
58,805 |
| 60 |
2.1002 |
1.9400 |
0.1602 |
8.1% |
0.0078 |
0.4% |
18% |
False |
False |
39,445 |
| 80 |
2.1002 |
1.9400 |
0.1602 |
8.1% |
0.0059 |
0.3% |
18% |
False |
False |
29,606 |
| 100 |
2.1002 |
1.9400 |
0.1602 |
8.1% |
0.0047 |
0.2% |
18% |
False |
False |
23,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0014 |
|
2.618 |
1.9910 |
|
1.618 |
1.9846 |
|
1.000 |
1.9806 |
|
0.618 |
1.9782 |
|
HIGH |
1.9742 |
|
0.618 |
1.9718 |
|
0.500 |
1.9710 |
|
0.382 |
1.9702 |
|
LOW |
1.9678 |
|
0.618 |
1.9638 |
|
1.000 |
1.9614 |
|
1.618 |
1.9574 |
|
2.618 |
1.9510 |
|
4.250 |
1.9406 |
|
|
| Fisher Pivots for day following 04-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9710 |
1.9733 |
| PP |
1.9704 |
1.9719 |
| S1 |
1.9697 |
1.9705 |
|