CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 05-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2008 |
05-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9725 |
1.9623 |
-0.0102 |
-0.5% |
1.9800 |
| High |
1.9742 |
1.9655 |
-0.0087 |
-0.4% |
1.9892 |
| Low |
1.9678 |
1.9555 |
-0.0123 |
-0.6% |
1.9600 |
| Close |
1.9691 |
1.9590 |
-0.0101 |
-0.5% |
1.9627 |
| Range |
0.0064 |
0.0100 |
0.0036 |
56.3% |
0.0292 |
| ATR |
0.0132 |
0.0132 |
0.0000 |
0.2% |
0.0000 |
| Volume |
124,878 |
70,888 |
-53,990 |
-43.2% |
282,846 |
|
| Daily Pivots for day following 05-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9900 |
1.9845 |
1.9645 |
|
| R3 |
1.9800 |
1.9745 |
1.9618 |
|
| R2 |
1.9700 |
1.9700 |
1.9608 |
|
| R1 |
1.9645 |
1.9645 |
1.9599 |
1.9623 |
| PP |
1.9600 |
1.9600 |
1.9600 |
1.9589 |
| S1 |
1.9545 |
1.9545 |
1.9581 |
1.9523 |
| S2 |
1.9500 |
1.9500 |
1.9572 |
|
| S3 |
1.9400 |
1.9445 |
1.9563 |
|
| S4 |
1.9300 |
1.9345 |
1.9535 |
|
|
| 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 |
1.9555 |
0.0337 |
1.7% |
0.0119 |
0.6% |
10% |
False |
True |
73,790 |
| 10 |
1.9892 |
1.9400 |
0.0492 |
2.5% |
0.0103 |
0.5% |
39% |
False |
False |
77,630 |
| 20 |
1.9892 |
1.9400 |
0.0492 |
2.5% |
0.0102 |
0.5% |
39% |
False |
False |
76,782 |
| 40 |
2.0580 |
1.9400 |
0.1180 |
6.0% |
0.0105 |
0.5% |
16% |
False |
False |
60,381 |
| 60 |
2.1002 |
1.9400 |
0.1602 |
8.2% |
0.0080 |
0.4% |
12% |
False |
False |
40,624 |
| 80 |
2.1002 |
1.9400 |
0.1602 |
8.2% |
0.0060 |
0.3% |
12% |
False |
False |
30,492 |
| 100 |
2.1002 |
1.9400 |
0.1602 |
8.2% |
0.0048 |
0.2% |
12% |
False |
False |
24,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0080 |
|
2.618 |
1.9917 |
|
1.618 |
1.9817 |
|
1.000 |
1.9755 |
|
0.618 |
1.9717 |
|
HIGH |
1.9655 |
|
0.618 |
1.9617 |
|
0.500 |
1.9605 |
|
0.382 |
1.9593 |
|
LOW |
1.9555 |
|
0.618 |
1.9493 |
|
1.000 |
1.9455 |
|
1.618 |
1.9393 |
|
2.618 |
1.9293 |
|
4.250 |
1.9130 |
|
|
| Fisher Pivots for day following 05-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9605 |
1.9703 |
| PP |
1.9600 |
1.9665 |
| S1 |
1.9595 |
1.9628 |
|