CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 25-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2008 |
25-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9634 |
1.9638 |
0.0004 |
0.0% |
1.9483 |
| High |
1.9685 |
1.9678 |
-0.0007 |
0.0% |
1.9685 |
| Low |
1.9627 |
1.9637 |
0.0010 |
0.1% |
1.9330 |
| Close |
1.9660 |
1.9645 |
-0.0015 |
-0.1% |
1.9660 |
| Range |
0.0058 |
0.0041 |
-0.0017 |
-29.3% |
0.0355 |
| ATR |
0.0122 |
0.0116 |
-0.0006 |
-4.7% |
0.0000 |
| Volume |
100,534 |
55,569 |
-44,965 |
-44.7% |
332,453 |
|
| Daily Pivots for day following 25-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9776 |
1.9752 |
1.9668 |
|
| R3 |
1.9735 |
1.9711 |
1.9656 |
|
| R2 |
1.9694 |
1.9694 |
1.9653 |
|
| R1 |
1.9670 |
1.9670 |
1.9649 |
1.9682 |
| PP |
1.9653 |
1.9653 |
1.9653 |
1.9660 |
| S1 |
1.9629 |
1.9629 |
1.9641 |
1.9641 |
| S2 |
1.9612 |
1.9612 |
1.9637 |
|
| S3 |
1.9571 |
1.9588 |
1.9634 |
|
| S4 |
1.9530 |
1.9547 |
1.9622 |
|
|
| 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% |
0.0066 |
0.3% |
89% |
False |
False |
77,604 |
| 10 |
1.9700 |
1.9330 |
0.0370 |
1.9% |
0.0073 |
0.4% |
85% |
False |
False |
66,826 |
| 20 |
1.9892 |
1.9330 |
0.0562 |
2.9% |
0.0082 |
0.4% |
56% |
False |
False |
67,655 |
| 40 |
2.0055 |
1.9330 |
0.0725 |
3.7% |
0.0095 |
0.5% |
43% |
False |
False |
68,218 |
| 60 |
2.0630 |
1.9330 |
0.1300 |
6.6% |
0.0091 |
0.5% |
24% |
False |
False |
55,093 |
| 80 |
2.1002 |
1.9330 |
0.1672 |
8.5% |
0.0072 |
0.4% |
19% |
False |
False |
41,412 |
| 100 |
2.1002 |
1.9330 |
0.1672 |
8.5% |
0.0058 |
0.3% |
19% |
False |
False |
33,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9852 |
|
2.618 |
1.9785 |
|
1.618 |
1.9744 |
|
1.000 |
1.9719 |
|
0.618 |
1.9703 |
|
HIGH |
1.9678 |
|
0.618 |
1.9662 |
|
0.500 |
1.9658 |
|
0.382 |
1.9653 |
|
LOW |
1.9637 |
|
0.618 |
1.9612 |
|
1.000 |
1.9596 |
|
1.618 |
1.9571 |
|
2.618 |
1.9530 |
|
4.250 |
1.9463 |
|
|
| Fisher Pivots for day following 25-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9658 |
1.9631 |
| PP |
1.9653 |
1.9617 |
| S1 |
1.9649 |
1.9603 |
|