CME British Pound Future June 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 |
2.0230 |
2.0132 |
-0.0098 |
-0.5% |
2.0038 |
| High |
2.0230 |
2.0230 |
0.0000 |
0.0% |
2.0230 |
| Low |
2.0127 |
2.0040 |
-0.0087 |
-0.4% |
1.9847 |
| Close |
2.0137 |
2.0059 |
-0.0078 |
-0.4% |
2.0059 |
| Range |
0.0103 |
0.0190 |
0.0087 |
84.5% |
0.0383 |
| ATR |
0.0114 |
0.0119 |
0.0005 |
4.8% |
0.0000 |
| Volume |
46,180 |
77,881 |
31,701 |
68.6% |
176,342 |
|
| Daily Pivots for day following 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0680 |
2.0559 |
2.0164 |
|
| R3 |
2.0490 |
2.0369 |
2.0111 |
|
| R2 |
2.0300 |
2.0300 |
2.0094 |
|
| R1 |
2.0179 |
2.0179 |
2.0076 |
2.0145 |
| PP |
2.0110 |
2.0110 |
2.0110 |
2.0092 |
| S1 |
1.9989 |
1.9989 |
2.0042 |
1.9955 |
| S2 |
1.9920 |
1.9920 |
2.0024 |
|
| S3 |
1.9730 |
1.9799 |
2.0007 |
|
| S4 |
1.9540 |
1.9609 |
1.9955 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1194 |
2.1010 |
2.0270 |
|
| R3 |
2.0811 |
2.0627 |
2.0164 |
|
| R2 |
2.0428 |
2.0428 |
2.0129 |
|
| R1 |
2.0244 |
2.0244 |
2.0094 |
2.0336 |
| PP |
2.0045 |
2.0045 |
2.0045 |
2.0092 |
| S1 |
1.9861 |
1.9861 |
2.0024 |
1.9953 |
| S2 |
1.9662 |
1.9662 |
1.9989 |
|
| S3 |
1.9279 |
1.9478 |
1.9954 |
|
| S4 |
1.8896 |
1.9095 |
1.9848 |
|
|
| 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% |
0.0133 |
0.7% |
55% |
True |
False |
35,268 |
| 10 |
2.0230 |
1.9619 |
0.0611 |
3.0% |
0.0119 |
0.6% |
72% |
True |
False |
18,559 |
| 20 |
2.0230 |
1.9275 |
0.0955 |
4.8% |
0.0064 |
0.3% |
82% |
True |
False |
9,558 |
| 40 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0035 |
0.2% |
83% |
True |
False |
4,928 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0024 |
0.1% |
83% |
True |
False |
3,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.1038 |
|
2.618 |
2.0727 |
|
1.618 |
2.0537 |
|
1.000 |
2.0420 |
|
0.618 |
2.0347 |
|
HIGH |
2.0230 |
|
0.618 |
2.0157 |
|
0.500 |
2.0135 |
|
0.382 |
2.0113 |
|
LOW |
2.0040 |
|
0.618 |
1.9923 |
|
1.000 |
1.9850 |
|
1.618 |
1.9733 |
|
2.618 |
1.9543 |
|
4.250 |
1.9233 |
|
|
| Fisher Pivots for day following 14-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2.0135 |
2.0113 |
| PP |
2.0110 |
2.0095 |
| S1 |
2.0084 |
2.0077 |
|