CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 13-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2008 |
13-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9464 |
1.9580 |
0.0116 |
0.6% |
1.9725 |
| High |
1.9598 |
1.9610 |
0.0012 |
0.1% |
1.9742 |
| Low |
1.9464 |
1.9555 |
0.0091 |
0.5% |
1.9355 |
| Close |
1.9580 |
1.9609 |
0.0029 |
0.1% |
1.9411 |
| Range |
0.0134 |
0.0055 |
-0.0079 |
-59.0% |
0.0387 |
| ATR |
0.0127 |
0.0121 |
-0.0005 |
-4.0% |
0.0000 |
| Volume |
50,785 |
68,042 |
17,257 |
34.0% |
401,998 |
|
| Daily Pivots for day following 13-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9756 |
1.9738 |
1.9639 |
|
| R3 |
1.9701 |
1.9683 |
1.9624 |
|
| R2 |
1.9646 |
1.9646 |
1.9619 |
|
| R1 |
1.9628 |
1.9628 |
1.9614 |
1.9637 |
| PP |
1.9591 |
1.9591 |
1.9591 |
1.9596 |
| S1 |
1.9573 |
1.9573 |
1.9604 |
1.9582 |
| S2 |
1.9536 |
1.9536 |
1.9599 |
|
| S3 |
1.9481 |
1.9518 |
1.9594 |
|
| S4 |
1.9426 |
1.9463 |
1.9579 |
|
|
| 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 |
1.9610 |
1.9355 |
0.0255 |
1.3% |
0.0080 |
0.4% |
100% |
True |
False |
60,675 |
| 10 |
1.9865 |
1.9355 |
0.0510 |
2.6% |
0.0093 |
0.5% |
50% |
False |
False |
68,659 |
| 20 |
1.9892 |
1.9355 |
0.0537 |
2.7% |
0.0100 |
0.5% |
47% |
False |
False |
76,123 |
| 40 |
2.0175 |
1.9355 |
0.0820 |
4.2% |
0.0098 |
0.5% |
31% |
False |
False |
63,702 |
| 60 |
2.0650 |
1.9355 |
0.1295 |
6.6% |
0.0086 |
0.4% |
20% |
False |
False |
46,719 |
| 80 |
2.1002 |
1.9355 |
0.1647 |
8.4% |
0.0066 |
0.3% |
15% |
False |
False |
35,094 |
| 100 |
2.1002 |
1.9355 |
0.1647 |
8.4% |
0.0053 |
0.3% |
15% |
False |
False |
28,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9844 |
|
2.618 |
1.9754 |
|
1.618 |
1.9699 |
|
1.000 |
1.9665 |
|
0.618 |
1.9644 |
|
HIGH |
1.9610 |
|
0.618 |
1.9589 |
|
0.500 |
1.9583 |
|
0.382 |
1.9576 |
|
LOW |
1.9555 |
|
0.618 |
1.9521 |
|
1.000 |
1.9500 |
|
1.618 |
1.9466 |
|
2.618 |
1.9411 |
|
4.250 |
1.9321 |
|
|
| Fisher Pivots for day following 13-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9600 |
1.9574 |
| PP |
1.9591 |
1.9538 |
| S1 |
1.9583 |
1.9503 |
|