CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 08-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2008 |
08-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9390 |
1.9428 |
0.0038 |
0.2% |
1.9725 |
| High |
1.9430 |
1.9455 |
0.0025 |
0.1% |
1.9742 |
| Low |
1.9355 |
1.9400 |
0.0045 |
0.2% |
1.9355 |
| Close |
1.9363 |
1.9411 |
0.0048 |
0.2% |
1.9411 |
| Range |
0.0075 |
0.0055 |
-0.0020 |
-26.7% |
0.0387 |
| ATR |
0.0132 |
0.0129 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
44,331 |
96,708 |
52,377 |
118.1% |
401,998 |
|
| Daily Pivots for day following 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9587 |
1.9554 |
1.9441 |
|
| R3 |
1.9532 |
1.9499 |
1.9426 |
|
| R2 |
1.9477 |
1.9477 |
1.9421 |
|
| R1 |
1.9444 |
1.9444 |
1.9416 |
1.9433 |
| PP |
1.9422 |
1.9422 |
1.9422 |
1.9417 |
| S1 |
1.9389 |
1.9389 |
1.9406 |
1.9378 |
| S2 |
1.9367 |
1.9367 |
1.9401 |
|
| S3 |
1.9312 |
1.9334 |
1.9396 |
|
| S4 |
1.9257 |
1.9279 |
1.9381 |
|
|
| Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0664 |
2.0424 |
1.9624 |
|
| R3 |
2.0277 |
2.0037 |
1.9517 |
|
| R2 |
1.9890 |
1.9890 |
1.9482 |
|
| R1 |
1.9650 |
1.9650 |
1.9446 |
1.9577 |
| PP |
1.9503 |
1.9503 |
1.9503 |
1.9466 |
| S1 |
1.9263 |
1.9263 |
1.9376 |
1.9190 |
| S2 |
1.9116 |
1.9116 |
1.9340 |
|
| S3 |
1.8729 |
1.8876 |
1.9305 |
|
| S4 |
1.8342 |
1.8489 |
1.9198 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9742 |
1.9355 |
0.0387 |
2.0% |
0.0069 |
0.4% |
14% |
False |
False |
80,399 |
| 10 |
1.9892 |
1.9355 |
0.0537 |
2.8% |
0.0090 |
0.5% |
10% |
False |
False |
68,484 |
| 20 |
1.9892 |
1.9355 |
0.0537 |
2.8% |
0.0100 |
0.5% |
10% |
False |
False |
78,902 |
| 40 |
2.0580 |
1.9355 |
0.1225 |
6.3% |
0.0103 |
0.5% |
5% |
False |
False |
64,613 |
| 60 |
2.0650 |
1.9355 |
0.1295 |
6.7% |
0.0082 |
0.4% |
4% |
False |
False |
44,037 |
| 80 |
2.1002 |
1.9355 |
0.1647 |
8.5% |
0.0063 |
0.3% |
3% |
False |
False |
33,066 |
| 100 |
2.1002 |
1.9355 |
0.1647 |
8.5% |
0.0050 |
0.3% |
3% |
False |
False |
26,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9689 |
|
2.618 |
1.9599 |
|
1.618 |
1.9544 |
|
1.000 |
1.9510 |
|
0.618 |
1.9489 |
|
HIGH |
1.9455 |
|
0.618 |
1.9434 |
|
0.500 |
1.9428 |
|
0.382 |
1.9421 |
|
LOW |
1.9400 |
|
0.618 |
1.9366 |
|
1.000 |
1.9345 |
|
1.618 |
1.9311 |
|
2.618 |
1.9256 |
|
4.250 |
1.9166 |
|
|
| Fisher Pivots for day following 08-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9428 |
1.9470 |
| PP |
1.9422 |
1.9450 |
| S1 |
1.9417 |
1.9431 |
|