CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 31-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2008 |
31-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9868 |
1.9724 |
-0.0144 |
-0.7% |
1.9665 |
| High |
1.9870 |
1.9825 |
-0.0045 |
-0.2% |
2.0060 |
| Low |
1.9760 |
1.9710 |
-0.0050 |
-0.3% |
1.9640 |
| Close |
1.9790 |
1.9712 |
-0.0078 |
-0.4% |
1.9790 |
| Range |
0.0110 |
0.0115 |
0.0005 |
4.5% |
0.0420 |
| ATR |
0.0146 |
0.0144 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
91,615 |
88,101 |
-3,514 |
-3.8% |
351,940 |
|
| Daily Pivots for day following 31-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0094 |
2.0018 |
1.9775 |
|
| R3 |
1.9979 |
1.9903 |
1.9744 |
|
| R2 |
1.9864 |
1.9864 |
1.9733 |
|
| R1 |
1.9788 |
1.9788 |
1.9723 |
1.9769 |
| PP |
1.9749 |
1.9749 |
1.9749 |
1.9739 |
| S1 |
1.9673 |
1.9673 |
1.9701 |
1.9654 |
| S2 |
1.9634 |
1.9634 |
1.9691 |
|
| S3 |
1.9519 |
1.9558 |
1.9680 |
|
| S4 |
1.9404 |
1.9443 |
1.9649 |
|
|
| 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 |
1.9710 |
0.0350 |
1.8% |
0.0127 |
0.6% |
1% |
False |
True |
74,159 |
| 10 |
2.0120 |
1.9640 |
0.0480 |
2.4% |
0.0124 |
0.6% |
15% |
False |
False |
86,995 |
| 20 |
2.0230 |
1.9619 |
0.0611 |
3.1% |
0.0121 |
0.6% |
15% |
False |
False |
52,777 |
| 40 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0066 |
0.3% |
48% |
False |
False |
26,574 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0045 |
0.2% |
48% |
False |
False |
17,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0314 |
|
2.618 |
2.0126 |
|
1.618 |
2.0011 |
|
1.000 |
1.9940 |
|
0.618 |
1.9896 |
|
HIGH |
1.9825 |
|
0.618 |
1.9781 |
|
0.500 |
1.9768 |
|
0.382 |
1.9754 |
|
LOW |
1.9710 |
|
0.618 |
1.9639 |
|
1.000 |
1.9595 |
|
1.618 |
1.9524 |
|
2.618 |
1.9409 |
|
4.250 |
1.9221 |
|
|
| Fisher Pivots for day following 31-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9768 |
1.9885 |
| PP |
1.9749 |
1.9827 |
| S1 |
1.9731 |
1.9770 |
|