CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 04-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2008 |
04-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9840 |
1.9858 |
0.0018 |
0.1% |
1.9638 |
| High |
1.9925 |
1.9872 |
-0.0053 |
-0.3% |
1.9932 |
| Low |
1.9800 |
1.9804 |
0.0004 |
0.0% |
1.9637 |
| Close |
1.9831 |
1.9842 |
0.0011 |
0.1% |
1.9863 |
| Range |
0.0125 |
0.0068 |
-0.0057 |
-45.6% |
0.0295 |
| ATR |
0.0120 |
0.0116 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
73,442 |
70,570 |
-2,872 |
-3.9% |
345,799 |
|
| Daily Pivots for day following 04-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0043 |
2.0011 |
1.9879 |
|
| R3 |
1.9975 |
1.9943 |
1.9861 |
|
| R2 |
1.9907 |
1.9907 |
1.9854 |
|
| R1 |
1.9875 |
1.9875 |
1.9848 |
1.9857 |
| PP |
1.9839 |
1.9839 |
1.9839 |
1.9831 |
| S1 |
1.9807 |
1.9807 |
1.9836 |
1.9789 |
| S2 |
1.9771 |
1.9771 |
1.9830 |
|
| S3 |
1.9703 |
1.9739 |
1.9823 |
|
| S4 |
1.9635 |
1.9671 |
1.9805 |
|
|
| 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 |
1.9800 |
0.0132 |
0.7% |
0.0100 |
0.5% |
32% |
False |
False |
76,237 |
| 10 |
1.9932 |
1.9330 |
0.0602 |
3.0% |
0.0093 |
0.5% |
85% |
False |
False |
75,949 |
| 20 |
1.9932 |
1.9330 |
0.0602 |
3.0% |
0.0084 |
0.4% |
85% |
False |
False |
68,981 |
| 40 |
1.9932 |
1.9330 |
0.0602 |
3.0% |
0.0092 |
0.5% |
85% |
False |
False |
73,042 |
| 60 |
2.0580 |
1.9330 |
0.1250 |
6.3% |
0.0097 |
0.5% |
41% |
False |
False |
62,197 |
| 80 |
2.1002 |
1.9330 |
0.1672 |
8.4% |
0.0079 |
0.4% |
31% |
False |
False |
46,829 |
| 100 |
2.1002 |
1.9330 |
0.1672 |
8.4% |
0.0064 |
0.3% |
31% |
False |
False |
37,481 |
| 120 |
2.1002 |
1.9330 |
0.1672 |
8.4% |
0.0053 |
0.3% |
31% |
False |
False |
31,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0161 |
|
2.618 |
2.0050 |
|
1.618 |
1.9982 |
|
1.000 |
1.9940 |
|
0.618 |
1.9914 |
|
HIGH |
1.9872 |
|
0.618 |
1.9846 |
|
0.500 |
1.9838 |
|
0.382 |
1.9830 |
|
LOW |
1.9804 |
|
0.618 |
1.9762 |
|
1.000 |
1.9736 |
|
1.618 |
1.9694 |
|
2.618 |
1.9626 |
|
4.250 |
1.9515 |
|
|
| Fisher Pivots for day following 04-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9841 |
1.9863 |
| PP |
1.9839 |
1.9856 |
| S1 |
1.9838 |
1.9849 |
|