CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 27-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2008 |
27-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9860 |
2.0043 |
0.0183 |
0.9% |
1.9894 |
| High |
1.9950 |
2.0060 |
0.0110 |
0.6% |
2.0120 |
| Low |
1.9795 |
1.9900 |
0.0105 |
0.5% |
1.9642 |
| Close |
1.9929 |
1.9908 |
-0.0021 |
-0.1% |
1.9691 |
| Range |
0.0155 |
0.0160 |
0.0005 |
3.2% |
0.0478 |
| ATR |
0.0145 |
0.0146 |
0.0001 |
0.7% |
0.0000 |
| Volume |
76,567 |
83,881 |
7,314 |
9.6% |
429,910 |
|
| Daily Pivots for day following 27-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0436 |
2.0332 |
1.9996 |
|
| R3 |
2.0276 |
2.0172 |
1.9952 |
|
| R2 |
2.0116 |
2.0116 |
1.9937 |
|
| R1 |
2.0012 |
2.0012 |
1.9923 |
1.9984 |
| PP |
1.9956 |
1.9956 |
1.9956 |
1.9942 |
| S1 |
1.9852 |
1.9852 |
1.9893 |
1.9824 |
| S2 |
1.9796 |
1.9796 |
1.9879 |
|
| S3 |
1.9636 |
1.9692 |
1.9864 |
|
| S4 |
1.9476 |
1.9532 |
1.9820 |
|
|
| Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1252 |
2.0949 |
1.9954 |
|
| R3 |
2.0774 |
2.0471 |
1.9822 |
|
| R2 |
2.0296 |
2.0296 |
1.9779 |
|
| R1 |
1.9993 |
1.9993 |
1.9735 |
1.9906 |
| PP |
1.9818 |
1.9818 |
1.9818 |
1.9774 |
| S1 |
1.9515 |
1.9515 |
1.9647 |
1.9428 |
| S2 |
1.9340 |
1.9340 |
1.9603 |
|
| S3 |
1.8862 |
1.9037 |
1.9560 |
|
| S4 |
1.8384 |
1.8559 |
1.9428 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0060 |
1.9640 |
0.0420 |
2.1% |
0.0115 |
0.6% |
64% |
True |
False |
74,888 |
| 10 |
2.0230 |
1.9640 |
0.0590 |
3.0% |
0.0131 |
0.7% |
45% |
False |
False |
81,429 |
| 20 |
2.0230 |
1.9619 |
0.0611 |
3.1% |
0.0111 |
0.6% |
47% |
False |
False |
43,844 |
| 40 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0060 |
0.3% |
68% |
False |
False |
22,087 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0041 |
0.2% |
68% |
False |
False |
14,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0740 |
|
2.618 |
2.0479 |
|
1.618 |
2.0319 |
|
1.000 |
2.0220 |
|
0.618 |
2.0159 |
|
HIGH |
2.0060 |
|
0.618 |
1.9999 |
|
0.500 |
1.9980 |
|
0.382 |
1.9961 |
|
LOW |
1.9900 |
|
0.618 |
1.9801 |
|
1.000 |
1.9740 |
|
1.618 |
1.9641 |
|
2.618 |
1.9481 |
|
4.250 |
1.9220 |
|
|
| Fisher Pivots for day following 27-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9980 |
1.9923 |
| PP |
1.9956 |
1.9918 |
| S1 |
1.9932 |
1.9913 |
|