CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 29-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2008 |
29-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9835 |
1.9808 |
-0.0027 |
-0.1% |
1.9638 |
| High |
1.9932 |
1.9890 |
-0.0042 |
-0.2% |
1.9932 |
| Low |
1.9820 |
1.9808 |
-0.0012 |
-0.1% |
1.9637 |
| Close |
1.9907 |
1.9863 |
-0.0044 |
-0.2% |
1.9863 |
| Range |
0.0112 |
0.0082 |
-0.0030 |
-26.8% |
0.0295 |
| ATR |
0.0121 |
0.0120 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
86,829 |
69,473 |
-17,356 |
-20.0% |
345,799 |
|
| Daily Pivots for day following 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0100 |
2.0063 |
1.9908 |
|
| R3 |
2.0018 |
1.9981 |
1.9886 |
|
| R2 |
1.9936 |
1.9936 |
1.9878 |
|
| R1 |
1.9899 |
1.9899 |
1.9871 |
1.9918 |
| PP |
1.9854 |
1.9854 |
1.9854 |
1.9863 |
| S1 |
1.9817 |
1.9817 |
1.9855 |
1.9836 |
| S2 |
1.9772 |
1.9772 |
1.9848 |
|
| S3 |
1.9690 |
1.9735 |
1.9840 |
|
| S4 |
1.9608 |
1.9653 |
1.9818 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0696 |
2.0574 |
2.0025 |
|
| R3 |
2.0401 |
2.0279 |
1.9944 |
|
| R2 |
2.0106 |
2.0106 |
1.9917 |
|
| R1 |
1.9984 |
1.9984 |
1.9890 |
2.0045 |
| PP |
1.9811 |
1.9811 |
1.9811 |
1.9841 |
| S1 |
1.9689 |
1.9689 |
1.9836 |
1.9750 |
| S2 |
1.9516 |
1.9516 |
1.9809 |
|
| S3 |
1.9221 |
1.9394 |
1.9782 |
|
| S4 |
1.8926 |
1.9099 |
1.9701 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9932 |
1.9637 |
0.0295 |
1.5% |
0.0101 |
0.5% |
77% |
False |
False |
69,159 |
| 10 |
1.9932 |
1.9330 |
0.0602 |
3.0% |
0.0087 |
0.4% |
89% |
False |
False |
73,699 |
| 20 |
1.9932 |
1.9330 |
0.0602 |
3.0% |
0.0090 |
0.5% |
89% |
False |
False |
71,240 |
| 40 |
1.9932 |
1.9330 |
0.0602 |
3.0% |
0.0094 |
0.5% |
89% |
False |
False |
72,397 |
| 60 |
2.0580 |
1.9330 |
0.1250 |
6.3% |
0.0095 |
0.5% |
43% |
False |
False |
59,846 |
| 80 |
2.1002 |
1.9330 |
0.1672 |
8.4% |
0.0077 |
0.4% |
32% |
False |
False |
45,034 |
| 100 |
2.1002 |
1.9330 |
0.1672 |
8.4% |
0.0062 |
0.3% |
32% |
False |
False |
36,041 |
| 120 |
2.1002 |
1.9330 |
0.1672 |
8.4% |
0.0052 |
0.3% |
32% |
False |
False |
30,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0239 |
|
2.618 |
2.0105 |
|
1.618 |
2.0023 |
|
1.000 |
1.9972 |
|
0.618 |
1.9941 |
|
HIGH |
1.9890 |
|
0.618 |
1.9859 |
|
0.500 |
1.9849 |
|
0.382 |
1.9839 |
|
LOW |
1.9808 |
|
0.618 |
1.9757 |
|
1.000 |
1.9726 |
|
1.618 |
1.9675 |
|
2.618 |
1.9593 |
|
4.250 |
1.9460 |
|
|
| Fisher Pivots for day following 29-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9858 |
1.9866 |
| PP |
1.9854 |
1.9865 |
| S1 |
1.9849 |
1.9864 |
|