CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 20-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2008 |
20-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9483 |
1.9402 |
-0.0081 |
-0.4% |
1.9434 |
| High |
1.9505 |
1.9415 |
-0.0090 |
-0.5% |
1.9700 |
| Low |
1.9448 |
1.9330 |
-0.0118 |
-0.6% |
1.9395 |
| Close |
1.9456 |
1.9402 |
-0.0054 |
-0.3% |
1.9551 |
| Range |
0.0057 |
0.0085 |
0.0028 |
49.1% |
0.0305 |
| ATR |
0.0117 |
0.0118 |
0.0001 |
0.5% |
0.0000 |
| Volume |
62,771 |
89,327 |
26,556 |
42.3% |
280,247 |
|
| Daily Pivots for day following 20-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9637 |
1.9605 |
1.9449 |
|
| R3 |
1.9552 |
1.9520 |
1.9425 |
|
| R2 |
1.9467 |
1.9467 |
1.9418 |
|
| R1 |
1.9435 |
1.9435 |
1.9410 |
1.9445 |
| PP |
1.9382 |
1.9382 |
1.9382 |
1.9387 |
| S1 |
1.9350 |
1.9350 |
1.9394 |
1.9360 |
| S2 |
1.9297 |
1.9297 |
1.9386 |
|
| S3 |
1.9212 |
1.9265 |
1.9379 |
|
| S4 |
1.9127 |
1.9180 |
1.9355 |
|
|
| 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 |
1.9330 |
0.0370 |
1.9% |
0.0067 |
0.3% |
19% |
False |
True |
67,609 |
| 10 |
1.9700 |
1.9330 |
0.0370 |
1.9% |
0.0073 |
0.4% |
19% |
False |
True |
63,857 |
| 20 |
1.9892 |
1.9330 |
0.0562 |
2.9% |
0.0088 |
0.5% |
13% |
False |
True |
70,743 |
| 40 |
2.0055 |
1.9330 |
0.0725 |
3.7% |
0.0094 |
0.5% |
10% |
False |
True |
64,942 |
| 60 |
2.0650 |
1.9330 |
0.1320 |
6.8% |
0.0091 |
0.5% |
5% |
False |
True |
51,177 |
| 80 |
2.1002 |
1.9330 |
0.1672 |
8.6% |
0.0070 |
0.4% |
4% |
False |
True |
38,467 |
| 100 |
2.1002 |
1.9330 |
0.1672 |
8.6% |
0.0056 |
0.3% |
4% |
False |
True |
30,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9776 |
|
2.618 |
1.9638 |
|
1.618 |
1.9553 |
|
1.000 |
1.9500 |
|
0.618 |
1.9468 |
|
HIGH |
1.9415 |
|
0.618 |
1.9383 |
|
0.500 |
1.9373 |
|
0.382 |
1.9362 |
|
LOW |
1.9330 |
|
0.618 |
1.9277 |
|
1.000 |
1.9245 |
|
1.618 |
1.9192 |
|
2.618 |
1.9107 |
|
4.250 |
1.8969 |
|
|
| Fisher Pivots for day following 20-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9392 |
1.9476 |
| PP |
1.9382 |
1.9451 |
| S1 |
1.9373 |
1.9427 |
|