CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 13-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2008 |
13-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
2.0178 |
2.0354 |
0.0176 |
0.9% |
1.9840 |
| High |
2.0245 |
2.0375 |
0.0130 |
0.6% |
2.0200 |
| Low |
2.0145 |
2.0277 |
0.0132 |
0.7% |
1.9755 |
| Close |
2.0233 |
2.0288 |
0.0055 |
0.3% |
2.0137 |
| Range |
0.0100 |
0.0098 |
-0.0002 |
-2.0% |
0.0445 |
| ATR |
0.0135 |
0.0136 |
0.0000 |
0.4% |
0.0000 |
| Volume |
96,170 |
95,213 |
-957 |
-1.0% |
395,271 |
|
| Daily Pivots for day following 13-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0607 |
2.0546 |
2.0342 |
|
| R3 |
2.0509 |
2.0448 |
2.0315 |
|
| R2 |
2.0411 |
2.0411 |
2.0306 |
|
| R1 |
2.0350 |
2.0350 |
2.0297 |
2.0332 |
| PP |
2.0313 |
2.0313 |
2.0313 |
2.0304 |
| S1 |
2.0252 |
2.0252 |
2.0279 |
2.0234 |
| S2 |
2.0215 |
2.0215 |
2.0270 |
|
| S3 |
2.0117 |
2.0154 |
2.0261 |
|
| S4 |
2.0019 |
2.0056 |
2.0234 |
|
|
| 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 |
2.0375 |
1.9995 |
0.0380 |
1.9% |
0.0112 |
0.6% |
77% |
True |
False |
87,965 |
| 10 |
2.0375 |
1.9755 |
0.0620 |
3.1% |
0.0114 |
0.6% |
86% |
True |
False |
81,857 |
| 20 |
2.0375 |
1.9330 |
0.1045 |
5.2% |
0.0099 |
0.5% |
92% |
True |
False |
77,263 |
| 40 |
2.0375 |
1.9330 |
0.1045 |
5.2% |
0.0100 |
0.5% |
92% |
True |
False |
76,693 |
| 60 |
2.0375 |
1.9330 |
0.1045 |
5.2% |
0.0098 |
0.5% |
92% |
True |
False |
68,222 |
| 80 |
2.0650 |
1.9330 |
0.1320 |
6.5% |
0.0089 |
0.4% |
73% |
False |
False |
54,355 |
| 100 |
2.1002 |
1.9330 |
0.1672 |
8.2% |
0.0073 |
0.4% |
57% |
False |
False |
43,528 |
| 120 |
2.1002 |
1.9330 |
0.1672 |
8.2% |
0.0061 |
0.3% |
57% |
False |
False |
36,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0792 |
|
2.618 |
2.0632 |
|
1.618 |
2.0534 |
|
1.000 |
2.0473 |
|
0.618 |
2.0436 |
|
HIGH |
2.0375 |
|
0.618 |
2.0338 |
|
0.500 |
2.0326 |
|
0.382 |
2.0314 |
|
LOW |
2.0277 |
|
0.618 |
2.0216 |
|
1.000 |
2.0179 |
|
1.618 |
2.0118 |
|
2.618 |
2.0020 |
|
4.250 |
1.9861 |
|
|
| Fisher Pivots for day following 13-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2.0326 |
2.0254 |
| PP |
2.0313 |
2.0219 |
| S1 |
2.0301 |
2.0185 |
|