CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 26-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2008 |
26-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9638 |
1.9713 |
0.0075 |
0.4% |
1.9483 |
| High |
1.9678 |
1.9845 |
0.0167 |
0.8% |
1.9685 |
| Low |
1.9637 |
1.9692 |
0.0055 |
0.3% |
1.9330 |
| Close |
1.9645 |
1.9839 |
0.0194 |
1.0% |
1.9660 |
| Range |
0.0041 |
0.0153 |
0.0112 |
273.2% |
0.0355 |
| ATR |
0.0116 |
0.0122 |
0.0006 |
5.1% |
0.0000 |
| Volume |
55,569 |
53,056 |
-2,513 |
-4.5% |
332,453 |
|
| Daily Pivots for day following 26-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0251 |
2.0198 |
1.9923 |
|
| R3 |
2.0098 |
2.0045 |
1.9881 |
|
| R2 |
1.9945 |
1.9945 |
1.9867 |
|
| R1 |
1.9892 |
1.9892 |
1.9853 |
1.9919 |
| PP |
1.9792 |
1.9792 |
1.9792 |
1.9805 |
| S1 |
1.9739 |
1.9739 |
1.9825 |
1.9766 |
| S2 |
1.9639 |
1.9639 |
1.9811 |
|
| S3 |
1.9486 |
1.9586 |
1.9797 |
|
| S4 |
1.9333 |
1.9433 |
1.9755 |
|
|
| 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 |
1.9845 |
1.9330 |
0.0515 |
2.6% |
0.0085 |
0.4% |
99% |
True |
False |
75,661 |
| 10 |
1.9845 |
1.9330 |
0.0515 |
2.6% |
0.0081 |
0.4% |
99% |
True |
False |
67,781 |
| 20 |
1.9892 |
1.9330 |
0.0562 |
2.8% |
0.0086 |
0.4% |
91% |
False |
False |
67,255 |
| 40 |
2.0055 |
1.9330 |
0.0725 |
3.7% |
0.0097 |
0.5% |
70% |
False |
False |
69,257 |
| 60 |
2.0601 |
1.9330 |
0.1271 |
6.4% |
0.0093 |
0.5% |
40% |
False |
False |
55,961 |
| 80 |
2.1002 |
1.9330 |
0.1672 |
8.4% |
0.0073 |
0.4% |
30% |
False |
False |
42,075 |
| 100 |
2.1002 |
1.9330 |
0.1672 |
8.4% |
0.0059 |
0.3% |
30% |
False |
False |
33,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0495 |
|
2.618 |
2.0246 |
|
1.618 |
2.0093 |
|
1.000 |
1.9998 |
|
0.618 |
1.9940 |
|
HIGH |
1.9845 |
|
0.618 |
1.9787 |
|
0.500 |
1.9769 |
|
0.382 |
1.9750 |
|
LOW |
1.9692 |
|
0.618 |
1.9597 |
|
1.000 |
1.9539 |
|
1.618 |
1.9444 |
|
2.618 |
1.9291 |
|
4.250 |
1.9042 |
|
|
| Fisher Pivots for day following 26-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9816 |
1.9805 |
| PP |
1.9792 |
1.9770 |
| S1 |
1.9769 |
1.9736 |
|