CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 12-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2008 |
12-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9434 |
1.9464 |
0.0030 |
0.2% |
1.9725 |
| High |
1.9475 |
1.9598 |
0.0123 |
0.6% |
1.9742 |
| Low |
1.9395 |
1.9464 |
0.0069 |
0.4% |
1.9355 |
| Close |
1.9458 |
1.9580 |
0.0122 |
0.6% |
1.9411 |
| Range |
0.0080 |
0.0134 |
0.0054 |
67.5% |
0.0387 |
| ATR |
0.0125 |
0.0127 |
0.0001 |
0.8% |
0.0000 |
| Volume |
43,511 |
50,785 |
7,274 |
16.7% |
401,998 |
|
| Daily Pivots for day following 12-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9949 |
1.9899 |
1.9654 |
|
| R3 |
1.9815 |
1.9765 |
1.9617 |
|
| R2 |
1.9681 |
1.9681 |
1.9605 |
|
| R1 |
1.9631 |
1.9631 |
1.9592 |
1.9656 |
| PP |
1.9547 |
1.9547 |
1.9547 |
1.9560 |
| S1 |
1.9497 |
1.9497 |
1.9568 |
1.9522 |
| S2 |
1.9413 |
1.9413 |
1.9555 |
|
| S3 |
1.9279 |
1.9363 |
1.9543 |
|
| S4 |
1.9145 |
1.9229 |
1.9506 |
|
|
| 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 |
1.9598 |
1.9355 |
0.0243 |
1.2% |
0.0079 |
0.4% |
93% |
True |
False |
60,105 |
| 10 |
1.9892 |
1.9355 |
0.0537 |
2.7% |
0.0099 |
0.5% |
42% |
False |
False |
66,948 |
| 20 |
1.9892 |
1.9355 |
0.0537 |
2.7% |
0.0103 |
0.5% |
42% |
False |
False |
75,428 |
| 40 |
2.0225 |
1.9355 |
0.0870 |
4.4% |
0.0100 |
0.5% |
26% |
False |
False |
63,766 |
| 60 |
2.0650 |
1.9355 |
0.1295 |
6.6% |
0.0086 |
0.4% |
17% |
False |
False |
45,597 |
| 80 |
2.1002 |
1.9355 |
0.1647 |
8.4% |
0.0065 |
0.3% |
14% |
False |
False |
34,244 |
| 100 |
2.1002 |
1.9355 |
0.1647 |
8.4% |
0.0052 |
0.3% |
14% |
False |
False |
27,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0168 |
|
2.618 |
1.9949 |
|
1.618 |
1.9815 |
|
1.000 |
1.9732 |
|
0.618 |
1.9681 |
|
HIGH |
1.9598 |
|
0.618 |
1.9547 |
|
0.500 |
1.9531 |
|
0.382 |
1.9515 |
|
LOW |
1.9464 |
|
0.618 |
1.9381 |
|
1.000 |
1.9330 |
|
1.618 |
1.9247 |
|
2.618 |
1.9113 |
|
4.250 |
1.8895 |
|
|
| Fisher Pivots for day following 12-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9564 |
1.9552 |
| PP |
1.9547 |
1.9524 |
| S1 |
1.9531 |
1.9497 |
|