CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 20-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2008 |
20-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9848 |
1.9663 |
-0.0185 |
-0.9% |
2.0038 |
| High |
1.9885 |
1.9705 |
-0.0180 |
-0.9% |
2.0230 |
| Low |
1.9675 |
1.9642 |
-0.0033 |
-0.2% |
1.9847 |
| Close |
1.9707 |
1.9691 |
-0.0016 |
-0.1% |
2.0059 |
| Range |
0.0210 |
0.0063 |
-0.0147 |
-70.0% |
0.0383 |
| ATR |
0.0151 |
0.0145 |
-0.0006 |
-4.1% |
0.0000 |
| Volume |
114,492 |
114,118 |
-374 |
-0.3% |
176,342 |
|
| Daily Pivots for day following 20-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9868 |
1.9843 |
1.9726 |
|
| R3 |
1.9805 |
1.9780 |
1.9708 |
|
| R2 |
1.9742 |
1.9742 |
1.9703 |
|
| R1 |
1.9717 |
1.9717 |
1.9697 |
1.9730 |
| PP |
1.9679 |
1.9679 |
1.9679 |
1.9686 |
| S1 |
1.9654 |
1.9654 |
1.9685 |
1.9667 |
| S2 |
1.9616 |
1.9616 |
1.9679 |
|
| S3 |
1.9553 |
1.9591 |
1.9674 |
|
| S4 |
1.9490 |
1.9528 |
1.9656 |
|
|
| 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 |
1.9642 |
0.0588 |
3.0% |
0.0138 |
0.7% |
8% |
False |
True |
101,558 |
| 10 |
2.0230 |
1.9642 |
0.0588 |
3.0% |
0.0124 |
0.6% |
8% |
False |
True |
60,997 |
| 20 |
2.0230 |
1.9510 |
0.0720 |
3.7% |
0.0086 |
0.4% |
25% |
False |
False |
30,976 |
| 40 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0048 |
0.2% |
46% |
False |
False |
15,628 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
5.1% |
0.0032 |
0.2% |
46% |
False |
False |
10,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9973 |
|
2.618 |
1.9870 |
|
1.618 |
1.9807 |
|
1.000 |
1.9768 |
|
0.618 |
1.9744 |
|
HIGH |
1.9705 |
|
0.618 |
1.9681 |
|
0.500 |
1.9674 |
|
0.382 |
1.9666 |
|
LOW |
1.9642 |
|
0.618 |
1.9603 |
|
1.000 |
1.9579 |
|
1.618 |
1.9540 |
|
2.618 |
1.9477 |
|
4.250 |
1.9374 |
|
|
| Fisher Pivots for day following 20-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9685 |
1.9881 |
| PP |
1.9679 |
1.9818 |
| S1 |
1.9674 |
1.9754 |
|