CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 19-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2008 |
19-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9586 |
1.9483 |
-0.0103 |
-0.5% |
1.9434 |
| High |
1.9622 |
1.9505 |
-0.0117 |
-0.6% |
1.9700 |
| Low |
1.9546 |
1.9448 |
-0.0098 |
-0.5% |
1.9395 |
| Close |
1.9551 |
1.9456 |
-0.0095 |
-0.5% |
1.9551 |
| Range |
0.0076 |
0.0057 |
-0.0019 |
-25.0% |
0.0305 |
| ATR |
0.0119 |
0.0117 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
58,746 |
62,771 |
4,025 |
6.9% |
280,247 |
|
| Daily Pivots for day following 19-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9641 |
1.9605 |
1.9487 |
|
| R3 |
1.9584 |
1.9548 |
1.9472 |
|
| R2 |
1.9527 |
1.9527 |
1.9466 |
|
| R1 |
1.9491 |
1.9491 |
1.9461 |
1.9481 |
| PP |
1.9470 |
1.9470 |
1.9470 |
1.9464 |
| S1 |
1.9434 |
1.9434 |
1.9451 |
1.9424 |
| S2 |
1.9413 |
1.9413 |
1.9446 |
|
| S3 |
1.9356 |
1.9377 |
1.9440 |
|
| S4 |
1.9299 |
1.9320 |
1.9425 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0464 |
2.0312 |
1.9719 |
|
| R3 |
2.0159 |
2.0007 |
1.9635 |
|
| R2 |
1.9854 |
1.9854 |
1.9607 |
|
| R1 |
1.9702 |
1.9702 |
1.9579 |
1.9778 |
| PP |
1.9549 |
1.9549 |
1.9549 |
1.9587 |
| S1 |
1.9397 |
1.9397 |
1.9523 |
1.9473 |
| S2 |
1.9244 |
1.9244 |
1.9495 |
|
| S3 |
1.8939 |
1.9092 |
1.9467 |
|
| S4 |
1.8634 |
1.8787 |
1.9383 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9700 |
1.9448 |
0.0252 |
1.3% |
0.0076 |
0.4% |
3% |
False |
True |
59,901 |
| 10 |
1.9700 |
1.9355 |
0.0345 |
1.8% |
0.0075 |
0.4% |
29% |
False |
False |
62,013 |
| 20 |
1.9892 |
1.9355 |
0.0537 |
2.8% |
0.0092 |
0.5% |
19% |
False |
False |
70,611 |
| 40 |
2.0055 |
1.9355 |
0.0700 |
3.6% |
0.0094 |
0.5% |
14% |
False |
False |
64,223 |
| 60 |
2.0650 |
1.9355 |
0.1295 |
6.7% |
0.0089 |
0.5% |
8% |
False |
False |
49,705 |
| 80 |
2.1002 |
1.9355 |
0.1647 |
8.5% |
0.0068 |
0.4% |
6% |
False |
False |
37,352 |
| 100 |
2.1002 |
1.9355 |
0.1647 |
8.5% |
0.0055 |
0.3% |
6% |
False |
False |
29,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9747 |
|
2.618 |
1.9654 |
|
1.618 |
1.9597 |
|
1.000 |
1.9562 |
|
0.618 |
1.9540 |
|
HIGH |
1.9505 |
|
0.618 |
1.9483 |
|
0.500 |
1.9477 |
|
0.382 |
1.9470 |
|
LOW |
1.9448 |
|
0.618 |
1.9413 |
|
1.000 |
1.9391 |
|
1.618 |
1.9356 |
|
2.618 |
1.9299 |
|
4.250 |
1.9206 |
|
|
| Fisher Pivots for day following 19-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9477 |
1.9574 |
| PP |
1.9470 |
1.9535 |
| S1 |
1.9463 |
1.9495 |
|