CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 05-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2008 |
05-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9858 |
1.9757 |
-0.0101 |
-0.5% |
1.9638 |
| High |
1.9872 |
1.9965 |
0.0093 |
0.5% |
1.9932 |
| Low |
1.9804 |
1.9755 |
-0.0049 |
-0.2% |
1.9637 |
| Close |
1.9842 |
1.9903 |
0.0061 |
0.3% |
1.9863 |
| Range |
0.0068 |
0.0210 |
0.0142 |
208.8% |
0.0295 |
| ATR |
0.0116 |
0.0123 |
0.0007 |
5.7% |
0.0000 |
| Volume |
70,570 |
55,278 |
-15,292 |
-21.7% |
345,799 |
|
| Daily Pivots for day following 05-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0504 |
2.0414 |
2.0019 |
|
| R3 |
2.0294 |
2.0204 |
1.9961 |
|
| R2 |
2.0084 |
2.0084 |
1.9942 |
|
| R1 |
1.9994 |
1.9994 |
1.9922 |
2.0039 |
| PP |
1.9874 |
1.9874 |
1.9874 |
1.9897 |
| S1 |
1.9784 |
1.9784 |
1.9884 |
1.9829 |
| S2 |
1.9664 |
1.9664 |
1.9865 |
|
| S3 |
1.9454 |
1.9574 |
1.9845 |
|
| S4 |
1.9244 |
1.9364 |
1.9788 |
|
|
| 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 |
1.9965 |
1.9755 |
0.0210 |
1.1% |
0.0119 |
0.6% |
70% |
True |
True |
71,118 |
| 10 |
1.9965 |
1.9520 |
0.0445 |
2.2% |
0.0105 |
0.5% |
86% |
True |
False |
72,544 |
| 20 |
1.9965 |
1.9330 |
0.0635 |
3.2% |
0.0089 |
0.4% |
90% |
True |
False |
68,201 |
| 40 |
1.9965 |
1.9330 |
0.0635 |
3.2% |
0.0096 |
0.5% |
90% |
True |
False |
72,491 |
| 60 |
2.0580 |
1.9330 |
0.1250 |
6.3% |
0.0100 |
0.5% |
46% |
False |
False |
62,987 |
| 80 |
2.1002 |
1.9330 |
0.1672 |
8.4% |
0.0082 |
0.4% |
34% |
False |
False |
47,518 |
| 100 |
2.1002 |
1.9330 |
0.1672 |
8.4% |
0.0066 |
0.3% |
34% |
False |
False |
38,033 |
| 120 |
2.1002 |
1.9330 |
0.1672 |
8.4% |
0.0055 |
0.3% |
34% |
False |
False |
31,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0858 |
|
2.618 |
2.0515 |
|
1.618 |
2.0305 |
|
1.000 |
2.0175 |
|
0.618 |
2.0095 |
|
HIGH |
1.9965 |
|
0.618 |
1.9885 |
|
0.500 |
1.9860 |
|
0.382 |
1.9835 |
|
LOW |
1.9755 |
|
0.618 |
1.9625 |
|
1.000 |
1.9545 |
|
1.618 |
1.9415 |
|
2.618 |
1.9205 |
|
4.250 |
1.8863 |
|
|
| Fisher Pivots for day following 05-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9889 |
1.9889 |
| PP |
1.9874 |
1.9874 |
| S1 |
1.9860 |
1.9860 |
|