CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 03-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2008 |
03-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9808 |
1.9840 |
0.0032 |
0.2% |
1.9638 |
| High |
1.9890 |
1.9925 |
0.0035 |
0.2% |
1.9932 |
| Low |
1.9808 |
1.9800 |
-0.0008 |
0.0% |
1.9637 |
| Close |
1.9863 |
1.9831 |
-0.0032 |
-0.2% |
1.9863 |
| Range |
0.0082 |
0.0125 |
0.0043 |
52.4% |
0.0295 |
| ATR |
0.0120 |
0.0120 |
0.0000 |
0.3% |
0.0000 |
| Volume |
69,473 |
73,442 |
3,969 |
5.7% |
345,799 |
|
| Daily Pivots for day following 03-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0227 |
2.0154 |
1.9900 |
|
| R3 |
2.0102 |
2.0029 |
1.9865 |
|
| R2 |
1.9977 |
1.9977 |
1.9854 |
|
| R1 |
1.9904 |
1.9904 |
1.9842 |
1.9878 |
| PP |
1.9852 |
1.9852 |
1.9852 |
1.9839 |
| S1 |
1.9779 |
1.9779 |
1.9820 |
1.9753 |
| S2 |
1.9727 |
1.9727 |
1.9808 |
|
| S3 |
1.9602 |
1.9654 |
1.9797 |
|
| S4 |
1.9477 |
1.9529 |
1.9762 |
|
|
| 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 |
1.9692 |
0.0240 |
1.2% |
0.0117 |
0.6% |
58% |
False |
False |
72,734 |
| 10 |
1.9932 |
1.9330 |
0.0602 |
3.0% |
0.0092 |
0.5% |
83% |
False |
False |
75,169 |
| 20 |
1.9932 |
1.9330 |
0.0602 |
3.0% |
0.0083 |
0.4% |
83% |
False |
False |
71,696 |
| 40 |
1.9932 |
1.9330 |
0.0602 |
3.0% |
0.0094 |
0.5% |
83% |
False |
False |
72,978 |
| 60 |
2.0580 |
1.9330 |
0.1250 |
6.3% |
0.0097 |
0.5% |
40% |
False |
False |
61,034 |
| 80 |
2.1002 |
1.9330 |
0.1672 |
8.4% |
0.0079 |
0.4% |
30% |
False |
False |
45,948 |
| 100 |
2.1002 |
1.9330 |
0.1672 |
8.4% |
0.0063 |
0.3% |
30% |
False |
False |
36,775 |
| 120 |
2.1002 |
1.9330 |
0.1672 |
8.4% |
0.0053 |
0.3% |
30% |
False |
False |
30,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0456 |
|
2.618 |
2.0252 |
|
1.618 |
2.0127 |
|
1.000 |
2.0050 |
|
0.618 |
2.0002 |
|
HIGH |
1.9925 |
|
0.618 |
1.9877 |
|
0.500 |
1.9863 |
|
0.382 |
1.9848 |
|
LOW |
1.9800 |
|
0.618 |
1.9723 |
|
1.000 |
1.9675 |
|
1.618 |
1.9598 |
|
2.618 |
1.9473 |
|
4.250 |
1.9269 |
|
|
| Fisher Pivots for day following 03-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9863 |
1.9866 |
| PP |
1.9852 |
1.9854 |
| S1 |
1.9842 |
1.9843 |
|