CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 27-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2008 |
27-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9713 |
1.9844 |
0.0131 |
0.7% |
1.9483 |
| High |
1.9845 |
1.9915 |
0.0070 |
0.4% |
1.9685 |
| Low |
1.9692 |
1.9800 |
0.0108 |
0.5% |
1.9330 |
| Close |
1.9839 |
1.9819 |
-0.0020 |
-0.1% |
1.9660 |
| Range |
0.0153 |
0.0115 |
-0.0038 |
-24.8% |
0.0355 |
| ATR |
0.0122 |
0.0122 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
53,056 |
80,872 |
27,816 |
52.4% |
332,453 |
|
| Daily Pivots for day following 27-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0190 |
2.0119 |
1.9882 |
|
| R3 |
2.0075 |
2.0004 |
1.9851 |
|
| R2 |
1.9960 |
1.9960 |
1.9840 |
|
| R1 |
1.9889 |
1.9889 |
1.9830 |
1.9867 |
| PP |
1.9845 |
1.9845 |
1.9845 |
1.9834 |
| S1 |
1.9774 |
1.9774 |
1.9808 |
1.9752 |
| S2 |
1.9730 |
1.9730 |
1.9798 |
|
| S3 |
1.9615 |
1.9659 |
1.9787 |
|
| S4 |
1.9500 |
1.9544 |
1.9756 |
|
|
| 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 |
1.9915 |
1.9520 |
0.0395 |
2.0% |
0.0091 |
0.5% |
76% |
True |
False |
73,970 |
| 10 |
1.9915 |
1.9330 |
0.0585 |
3.0% |
0.0079 |
0.4% |
84% |
True |
False |
70,790 |
| 20 |
1.9915 |
1.9330 |
0.0585 |
3.0% |
0.0089 |
0.4% |
84% |
True |
False |
68,869 |
| 40 |
2.0055 |
1.9330 |
0.0725 |
3.7% |
0.0098 |
0.5% |
67% |
False |
False |
70,168 |
| 60 |
2.0601 |
1.9330 |
0.1271 |
6.4% |
0.0094 |
0.5% |
38% |
False |
False |
57,300 |
| 80 |
2.1002 |
1.9330 |
0.1672 |
8.4% |
0.0075 |
0.4% |
29% |
False |
False |
43,085 |
| 100 |
2.1002 |
1.9330 |
0.1672 |
8.4% |
0.0060 |
0.3% |
29% |
False |
False |
34,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0404 |
|
2.618 |
2.0216 |
|
1.618 |
2.0101 |
|
1.000 |
2.0030 |
|
0.618 |
1.9986 |
|
HIGH |
1.9915 |
|
0.618 |
1.9871 |
|
0.500 |
1.9858 |
|
0.382 |
1.9844 |
|
LOW |
1.9800 |
|
0.618 |
1.9729 |
|
1.000 |
1.9685 |
|
1.618 |
1.9614 |
|
2.618 |
1.9499 |
|
4.250 |
1.9311 |
|
|
| Fisher Pivots for day following 27-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9858 |
1.9805 |
| PP |
1.9845 |
1.9790 |
| S1 |
1.9832 |
1.9776 |
|