CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 19-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2008 |
19-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9999 |
1.9848 |
-0.0151 |
-0.8% |
2.0038 |
| High |
2.0120 |
1.9885 |
-0.0235 |
-1.2% |
2.0230 |
| Low |
1.9999 |
1.9675 |
-0.0324 |
-1.6% |
1.9847 |
| Close |
2.0030 |
1.9707 |
-0.0323 |
-1.6% |
2.0059 |
| Range |
0.0121 |
0.0210 |
0.0089 |
73.6% |
0.0383 |
| ATR |
0.0136 |
0.0151 |
0.0016 |
11.6% |
0.0000 |
| Volume |
85,698 |
114,492 |
28,794 |
33.6% |
176,342 |
|
| Daily Pivots for day following 19-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0386 |
2.0256 |
1.9823 |
|
| R3 |
2.0176 |
2.0046 |
1.9765 |
|
| R2 |
1.9966 |
1.9966 |
1.9746 |
|
| R1 |
1.9836 |
1.9836 |
1.9726 |
1.9796 |
| PP |
1.9756 |
1.9756 |
1.9756 |
1.9736 |
| S1 |
1.9626 |
1.9626 |
1.9688 |
1.9586 |
| S2 |
1.9546 |
1.9546 |
1.9669 |
|
| S3 |
1.9336 |
1.9416 |
1.9649 |
|
| S4 |
1.9126 |
1.9206 |
1.9592 |
|
|
| 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 |
1.9675 |
0.0555 |
2.8% |
0.0146 |
0.7% |
6% |
False |
True |
87,970 |
| 10 |
2.0230 |
1.9675 |
0.0555 |
2.8% |
0.0123 |
0.6% |
6% |
False |
True |
49,793 |
| 20 |
2.0230 |
1.9425 |
0.0805 |
4.1% |
0.0086 |
0.4% |
35% |
False |
False |
25,306 |
| 40 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0046 |
0.2% |
47% |
False |
False |
12,785 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0031 |
0.2% |
47% |
False |
False |
8,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0778 |
|
2.618 |
2.0435 |
|
1.618 |
2.0225 |
|
1.000 |
2.0095 |
|
0.618 |
2.0015 |
|
HIGH |
1.9885 |
|
0.618 |
1.9805 |
|
0.500 |
1.9780 |
|
0.382 |
1.9755 |
|
LOW |
1.9675 |
|
0.618 |
1.9545 |
|
1.000 |
1.9465 |
|
1.618 |
1.9335 |
|
2.618 |
1.9125 |
|
4.250 |
1.8783 |
|
|
| Fisher Pivots for day following 19-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9780 |
1.9898 |
| PP |
1.9756 |
1.9834 |
| S1 |
1.9731 |
1.9771 |
|