CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 14-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2008 |
14-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
2.0354 |
2.0272 |
-0.0082 |
-0.4% |
2.0193 |
| High |
2.0375 |
2.0385 |
0.0010 |
0.0% |
2.0385 |
| Low |
2.0277 |
2.0200 |
-0.0077 |
-0.4% |
1.9995 |
| Close |
2.0288 |
2.0216 |
-0.0072 |
-0.4% |
2.0216 |
| Range |
0.0098 |
0.0185 |
0.0087 |
88.8% |
0.0390 |
| ATR |
0.0136 |
0.0139 |
0.0004 |
2.6% |
0.0000 |
| Volume |
95,213 |
58,171 |
-37,042 |
-38.9% |
412,000 |
|
| Daily Pivots for day following 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0822 |
2.0704 |
2.0318 |
|
| R3 |
2.0637 |
2.0519 |
2.0267 |
|
| R2 |
2.0452 |
2.0452 |
2.0250 |
|
| R1 |
2.0334 |
2.0334 |
2.0233 |
2.0301 |
| PP |
2.0267 |
2.0267 |
2.0267 |
2.0250 |
| S1 |
2.0149 |
2.0149 |
2.0199 |
2.0116 |
| S2 |
2.0082 |
2.0082 |
2.0182 |
|
| S3 |
1.9897 |
1.9964 |
2.0165 |
|
| S4 |
1.9712 |
1.9779 |
2.0114 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1369 |
2.1182 |
2.0431 |
|
| R3 |
2.0979 |
2.0792 |
2.0323 |
|
| R2 |
2.0589 |
2.0589 |
2.0288 |
|
| R1 |
2.0402 |
2.0402 |
2.0252 |
2.0496 |
| PP |
2.0199 |
2.0199 |
2.0199 |
2.0245 |
| S1 |
2.0012 |
2.0012 |
2.0180 |
2.0106 |
| S2 |
1.9809 |
1.9809 |
2.0145 |
|
| S3 |
1.9419 |
1.9622 |
2.0109 |
|
| S4 |
1.9029 |
1.9232 |
2.0002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0385 |
1.9995 |
0.0390 |
1.9% |
0.0131 |
0.6% |
57% |
True |
False |
82,400 |
| 10 |
2.0385 |
1.9755 |
0.0630 |
3.1% |
0.0124 |
0.6% |
73% |
True |
False |
80,727 |
| 20 |
2.0385 |
1.9330 |
0.1055 |
5.2% |
0.0105 |
0.5% |
84% |
True |
False |
77,213 |
| 40 |
2.0385 |
1.9330 |
0.1055 |
5.2% |
0.0101 |
0.5% |
84% |
True |
False |
75,765 |
| 60 |
2.0385 |
1.9330 |
0.1055 |
5.2% |
0.0100 |
0.5% |
84% |
True |
False |
68,080 |
| 80 |
2.0650 |
1.9330 |
0.1320 |
6.5% |
0.0092 |
0.5% |
67% |
False |
False |
55,072 |
| 100 |
2.1002 |
1.9330 |
0.1672 |
8.3% |
0.0075 |
0.4% |
53% |
False |
False |
44,110 |
| 120 |
2.1002 |
1.9330 |
0.1672 |
8.3% |
0.0062 |
0.3% |
53% |
False |
False |
36,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.1171 |
|
2.618 |
2.0869 |
|
1.618 |
2.0684 |
|
1.000 |
2.0570 |
|
0.618 |
2.0499 |
|
HIGH |
2.0385 |
|
0.618 |
2.0314 |
|
0.500 |
2.0293 |
|
0.382 |
2.0271 |
|
LOW |
2.0200 |
|
0.618 |
2.0086 |
|
1.000 |
2.0015 |
|
1.618 |
1.9901 |
|
2.618 |
1.9716 |
|
4.250 |
1.9414 |
|
|
| Fisher Pivots for day following 14-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2.0293 |
2.0265 |
| PP |
2.0267 |
2.0249 |
| S1 |
2.0242 |
2.0232 |
|