CME British Pound Future June 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 |
2.0046 |
2.0230 |
0.0184 |
0.9% |
1.9693 |
| High |
2.0100 |
2.0230 |
0.0130 |
0.6% |
2.0050 |
| Low |
1.9995 |
2.0127 |
0.0132 |
0.7% |
1.9619 |
| Close |
2.0091 |
2.0137 |
0.0046 |
0.2% |
1.9996 |
| Range |
0.0105 |
0.0103 |
-0.0002 |
-1.9% |
0.0431 |
| ATR |
0.0112 |
0.0114 |
0.0002 |
1.7% |
0.0000 |
| Volume |
19,863 |
46,180 |
26,317 |
132.5% |
9,248 |
|
| Daily Pivots for day following 13-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0474 |
2.0408 |
2.0194 |
|
| R3 |
2.0371 |
2.0305 |
2.0165 |
|
| R2 |
2.0268 |
2.0268 |
2.0156 |
|
| R1 |
2.0202 |
2.0202 |
2.0146 |
2.0184 |
| PP |
2.0165 |
2.0165 |
2.0165 |
2.0155 |
| S1 |
2.0099 |
2.0099 |
2.0128 |
2.0081 |
| S2 |
2.0062 |
2.0062 |
2.0118 |
|
| S3 |
1.9959 |
1.9996 |
2.0109 |
|
| S4 |
1.9856 |
1.9893 |
2.0080 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1181 |
2.1020 |
2.0233 |
|
| R3 |
2.0750 |
2.0589 |
2.0115 |
|
| R2 |
2.0319 |
2.0319 |
2.0075 |
|
| R1 |
2.0158 |
2.0158 |
2.0036 |
2.0239 |
| PP |
1.9888 |
1.9888 |
1.9888 |
1.9929 |
| S1 |
1.9727 |
1.9727 |
1.9956 |
1.9808 |
| S2 |
1.9457 |
1.9457 |
1.9917 |
|
| S3 |
1.9026 |
1.9296 |
1.9877 |
|
| S4 |
1.8595 |
1.8865 |
1.9759 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0230 |
1.9847 |
0.0383 |
1.9% |
0.0111 |
0.6% |
76% |
True |
False |
20,437 |
| 10 |
2.0230 |
1.9619 |
0.0611 |
3.0% |
0.0102 |
0.5% |
85% |
True |
False |
10,808 |
| 20 |
2.0230 |
1.9275 |
0.0955 |
4.7% |
0.0055 |
0.3% |
90% |
True |
False |
5,686 |
| 40 |
2.0230 |
1.9235 |
0.0995 |
4.9% |
0.0031 |
0.2% |
91% |
True |
False |
2,988 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
4.9% |
0.0021 |
0.1% |
91% |
True |
False |
2,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0668 |
|
2.618 |
2.0500 |
|
1.618 |
2.0397 |
|
1.000 |
2.0333 |
|
0.618 |
2.0294 |
|
HIGH |
2.0230 |
|
0.618 |
2.0191 |
|
0.500 |
2.0179 |
|
0.382 |
2.0166 |
|
LOW |
2.0127 |
|
0.618 |
2.0063 |
|
1.000 |
2.0024 |
|
1.618 |
1.9960 |
|
2.618 |
1.9857 |
|
4.250 |
1.9689 |
|
|
| Fisher Pivots for day following 13-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2.0179 |
2.0104 |
| PP |
2.0165 |
2.0071 |
| S1 |
2.0151 |
2.0039 |
|