CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 06-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2008 |
06-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9623 |
1.9532 |
-0.0091 |
-0.5% |
1.9800 |
| High |
1.9655 |
1.9585 |
-0.0070 |
-0.4% |
1.9892 |
| Low |
1.9555 |
1.9532 |
-0.0023 |
-0.1% |
1.9600 |
| Close |
1.9590 |
1.9554 |
-0.0036 |
-0.2% |
1.9627 |
| Range |
0.0100 |
0.0053 |
-0.0047 |
-47.0% |
0.0292 |
| ATR |
0.0132 |
0.0127 |
-0.0005 |
-4.0% |
0.0000 |
| Volume |
70,888 |
65,193 |
-5,695 |
-8.0% |
282,846 |
|
| Daily Pivots for day following 06-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9716 |
1.9688 |
1.9583 |
|
| R3 |
1.9663 |
1.9635 |
1.9569 |
|
| R2 |
1.9610 |
1.9610 |
1.9564 |
|
| R1 |
1.9582 |
1.9582 |
1.9559 |
1.9596 |
| PP |
1.9557 |
1.9557 |
1.9557 |
1.9564 |
| S1 |
1.9529 |
1.9529 |
1.9549 |
1.9543 |
| S2 |
1.9504 |
1.9504 |
1.9544 |
|
| S3 |
1.9451 |
1.9476 |
1.9539 |
|
| S4 |
1.9398 |
1.9423 |
1.9525 |
|
|
| 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 |
1.9865 |
1.9532 |
0.0333 |
1.7% |
0.0107 |
0.5% |
7% |
False |
True |
76,644 |
| 10 |
1.9892 |
1.9532 |
0.0360 |
1.8% |
0.0100 |
0.5% |
6% |
False |
True |
70,740 |
| 20 |
1.9892 |
1.9400 |
0.0492 |
2.5% |
0.0102 |
0.5% |
31% |
False |
False |
77,695 |
| 40 |
2.0580 |
1.9400 |
0.1180 |
6.0% |
0.0105 |
0.5% |
13% |
False |
False |
61,793 |
| 60 |
2.1002 |
1.9400 |
0.1602 |
8.2% |
0.0081 |
0.4% |
10% |
False |
False |
41,704 |
| 80 |
2.1002 |
1.9400 |
0.1602 |
8.2% |
0.0061 |
0.3% |
10% |
False |
False |
31,306 |
| 100 |
2.1002 |
1.9400 |
0.1602 |
8.2% |
0.0049 |
0.2% |
10% |
False |
False |
25,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9810 |
|
2.618 |
1.9724 |
|
1.618 |
1.9671 |
|
1.000 |
1.9638 |
|
0.618 |
1.9618 |
|
HIGH |
1.9585 |
|
0.618 |
1.9565 |
|
0.500 |
1.9559 |
|
0.382 |
1.9552 |
|
LOW |
1.9532 |
|
0.618 |
1.9499 |
|
1.000 |
1.9479 |
|
1.618 |
1.9446 |
|
2.618 |
1.9393 |
|
4.250 |
1.9307 |
|
|
| Fisher Pivots for day following 06-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9559 |
1.9637 |
| PP |
1.9557 |
1.9609 |
| S1 |
1.9556 |
1.9582 |
|