CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 28-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2008 |
28-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
2.0043 |
1.9868 |
-0.0175 |
-0.9% |
1.9665 |
| High |
2.0060 |
1.9870 |
-0.0190 |
-0.9% |
2.0060 |
| Low |
1.9900 |
1.9760 |
-0.0140 |
-0.7% |
1.9640 |
| Close |
1.9908 |
1.9790 |
-0.0118 |
-0.6% |
1.9790 |
| Range |
0.0160 |
0.0110 |
-0.0050 |
-31.3% |
0.0420 |
| ATR |
0.0146 |
0.0146 |
0.0000 |
0.1% |
0.0000 |
| Volume |
83,881 |
91,615 |
7,734 |
9.2% |
351,940 |
|
| Daily Pivots for day following 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0137 |
2.0073 |
1.9851 |
|
| R3 |
2.0027 |
1.9963 |
1.9820 |
|
| R2 |
1.9917 |
1.9917 |
1.9810 |
|
| R1 |
1.9853 |
1.9853 |
1.9800 |
1.9830 |
| PP |
1.9807 |
1.9807 |
1.9807 |
1.9795 |
| S1 |
1.9743 |
1.9743 |
1.9780 |
1.9720 |
| S2 |
1.9697 |
1.9697 |
1.9770 |
|
| S3 |
1.9587 |
1.9633 |
1.9760 |
|
| S4 |
1.9477 |
1.9523 |
1.9730 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1090 |
2.0860 |
2.0021 |
|
| R3 |
2.0670 |
2.0440 |
1.9906 |
|
| R2 |
2.0250 |
2.0250 |
1.9867 |
|
| R1 |
2.0020 |
2.0020 |
1.9829 |
2.0135 |
| PP |
1.9830 |
1.9830 |
1.9830 |
1.9888 |
| S1 |
1.9600 |
1.9600 |
1.9752 |
1.9715 |
| S2 |
1.9410 |
1.9410 |
1.9713 |
|
| S3 |
1.8990 |
1.9180 |
1.9675 |
|
| S4 |
1.8570 |
1.8760 |
1.9559 |
|
|
| 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% |
0.0125 |
0.6% |
36% |
False |
False |
70,388 |
| 10 |
2.0230 |
1.9640 |
0.0590 |
3.0% |
0.0131 |
0.7% |
25% |
False |
False |
85,973 |
| 20 |
2.0230 |
1.9619 |
0.0611 |
3.1% |
0.0117 |
0.6% |
28% |
False |
False |
48,390 |
| 40 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0063 |
0.3% |
56% |
False |
False |
24,373 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0043 |
0.2% |
56% |
False |
False |
16,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0338 |
|
2.618 |
2.0158 |
|
1.618 |
2.0048 |
|
1.000 |
1.9980 |
|
0.618 |
1.9938 |
|
HIGH |
1.9870 |
|
0.618 |
1.9828 |
|
0.500 |
1.9815 |
|
0.382 |
1.9802 |
|
LOW |
1.9760 |
|
0.618 |
1.9692 |
|
1.000 |
1.9650 |
|
1.618 |
1.9582 |
|
2.618 |
1.9472 |
|
4.250 |
1.9293 |
|
|
| Fisher Pivots for day following 28-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9815 |
1.9910 |
| PP |
1.9807 |
1.9870 |
| S1 |
1.9798 |
1.9830 |
|