CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 07-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2008 |
07-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
2.0025 |
2.0162 |
0.0137 |
0.7% |
1.9840 |
| High |
2.0090 |
2.0200 |
0.0110 |
0.5% |
2.0200 |
| Low |
2.0000 |
2.0108 |
0.0108 |
0.5% |
1.9755 |
| Close |
2.0078 |
2.0137 |
0.0059 |
0.3% |
2.0137 |
| Range |
0.0090 |
0.0092 |
0.0002 |
2.2% |
0.0445 |
| ATR |
0.0128 |
0.0127 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
109,982 |
85,999 |
-23,983 |
-21.8% |
395,271 |
|
| Daily Pivots for day following 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0424 |
2.0373 |
2.0188 |
|
| R3 |
2.0332 |
2.0281 |
2.0162 |
|
| R2 |
2.0240 |
2.0240 |
2.0154 |
|
| R1 |
2.0189 |
2.0189 |
2.0145 |
2.0169 |
| PP |
2.0148 |
2.0148 |
2.0148 |
2.0138 |
| S1 |
2.0097 |
2.0097 |
2.0129 |
2.0077 |
| S2 |
2.0056 |
2.0056 |
2.0120 |
|
| S3 |
1.9964 |
2.0005 |
2.0112 |
|
| S4 |
1.9872 |
1.9913 |
2.0086 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1366 |
2.1196 |
2.0382 |
|
| R3 |
2.0921 |
2.0751 |
2.0259 |
|
| R2 |
2.0476 |
2.0476 |
2.0219 |
|
| R1 |
2.0306 |
2.0306 |
2.0178 |
2.0391 |
| PP |
2.0031 |
2.0031 |
2.0031 |
2.0073 |
| S1 |
1.9861 |
1.9861 |
2.0096 |
1.9946 |
| S2 |
1.9586 |
1.9586 |
2.0055 |
|
| S3 |
1.9141 |
1.9416 |
2.0015 |
|
| S4 |
1.8696 |
1.8971 |
1.9892 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0200 |
1.9755 |
0.0445 |
2.2% |
0.0117 |
0.6% |
86% |
True |
False |
79,054 |
| 10 |
2.0200 |
1.9637 |
0.0563 |
2.8% |
0.0109 |
0.5% |
89% |
True |
False |
74,107 |
| 20 |
2.0200 |
1.9330 |
0.0870 |
4.3% |
0.0092 |
0.5% |
93% |
True |
False |
72,523 |
| 40 |
2.0200 |
1.9330 |
0.0870 |
4.3% |
0.0096 |
0.5% |
93% |
True |
False |
74,920 |
| 60 |
2.0580 |
1.9330 |
0.1250 |
6.2% |
0.0101 |
0.5% |
65% |
False |
False |
65,999 |
| 80 |
2.0813 |
1.9330 |
0.1483 |
7.4% |
0.0084 |
0.4% |
54% |
False |
False |
49,955 |
| 100 |
2.1002 |
1.9330 |
0.1672 |
8.3% |
0.0068 |
0.3% |
48% |
False |
False |
39,991 |
| 120 |
2.1002 |
1.9330 |
0.1672 |
8.3% |
0.0057 |
0.3% |
48% |
False |
False |
33,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0591 |
|
2.618 |
2.0441 |
|
1.618 |
2.0349 |
|
1.000 |
2.0292 |
|
0.618 |
2.0257 |
|
HIGH |
2.0200 |
|
0.618 |
2.0165 |
|
0.500 |
2.0154 |
|
0.382 |
2.0143 |
|
LOW |
2.0108 |
|
0.618 |
2.0051 |
|
1.000 |
2.0016 |
|
1.618 |
1.9959 |
|
2.618 |
1.9867 |
|
4.250 |
1.9717 |
|
|
| Fisher Pivots for day following 07-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2.0154 |
2.0084 |
| PP |
2.0148 |
2.0031 |
| S1 |
2.0143 |
1.9978 |
|