CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 22-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2008 |
22-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9570 |
1.9634 |
0.0064 |
0.3% |
1.9483 |
| High |
1.9607 |
1.9685 |
0.0078 |
0.4% |
1.9685 |
| Low |
1.9520 |
1.9627 |
0.0107 |
0.5% |
1.9330 |
| Close |
1.9588 |
1.9660 |
0.0072 |
0.4% |
1.9660 |
| Range |
0.0087 |
0.0058 |
-0.0029 |
-33.3% |
0.0355 |
| ATR |
0.0124 |
0.0122 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
79,821 |
100,534 |
20,713 |
25.9% |
332,453 |
|
| Daily Pivots for day following 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9831 |
1.9804 |
1.9692 |
|
| R3 |
1.9773 |
1.9746 |
1.9676 |
|
| R2 |
1.9715 |
1.9715 |
1.9671 |
|
| R1 |
1.9688 |
1.9688 |
1.9665 |
1.9702 |
| PP |
1.9657 |
1.9657 |
1.9657 |
1.9664 |
| S1 |
1.9630 |
1.9630 |
1.9655 |
1.9644 |
| S2 |
1.9599 |
1.9599 |
1.9649 |
|
| S3 |
1.9541 |
1.9572 |
1.9644 |
|
| S4 |
1.9483 |
1.9514 |
1.9628 |
|
|
| Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0623 |
2.0497 |
1.9855 |
|
| R3 |
2.0268 |
2.0142 |
1.9758 |
|
| R2 |
1.9913 |
1.9913 |
1.9725 |
|
| R1 |
1.9787 |
1.9787 |
1.9693 |
1.9850 |
| PP |
1.9558 |
1.9558 |
1.9558 |
1.9590 |
| S1 |
1.9432 |
1.9432 |
1.9627 |
1.9495 |
| S2 |
1.9203 |
1.9203 |
1.9595 |
|
| S3 |
1.8848 |
1.9077 |
1.9562 |
|
| S4 |
1.8493 |
1.8722 |
1.9465 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9685 |
1.9330 |
0.0355 |
1.8% |
0.0073 |
0.4% |
93% |
True |
False |
78,239 |
| 10 |
1.9700 |
1.9330 |
0.0370 |
1.9% |
0.0075 |
0.4% |
89% |
False |
False |
70,940 |
| 20 |
1.9892 |
1.9330 |
0.0562 |
2.9% |
0.0083 |
0.4% |
59% |
False |
False |
68,962 |
| 40 |
2.0055 |
1.9330 |
0.0725 |
3.7% |
0.0095 |
0.5% |
46% |
False |
False |
67,070 |
| 60 |
2.0650 |
1.9330 |
0.1320 |
6.7% |
0.0091 |
0.5% |
25% |
False |
False |
54,172 |
| 80 |
2.1002 |
1.9330 |
0.1672 |
8.5% |
0.0071 |
0.4% |
20% |
False |
False |
40,719 |
| 100 |
2.1002 |
1.9330 |
0.1672 |
8.5% |
0.0057 |
0.3% |
20% |
False |
False |
32,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9932 |
|
2.618 |
1.9837 |
|
1.618 |
1.9779 |
|
1.000 |
1.9743 |
|
0.618 |
1.9721 |
|
HIGH |
1.9685 |
|
0.618 |
1.9663 |
|
0.500 |
1.9656 |
|
0.382 |
1.9649 |
|
LOW |
1.9627 |
|
0.618 |
1.9591 |
|
1.000 |
1.9569 |
|
1.618 |
1.9533 |
|
2.618 |
1.9475 |
|
4.250 |
1.9381 |
|
|
| Fisher Pivots for day following 22-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9659 |
1.9609 |
| PP |
1.9657 |
1.9558 |
| S1 |
1.9656 |
1.9508 |
|