CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 26-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2007 |
26-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9754 |
1.9775 |
0.0021 |
0.1% |
2.0092 |
| High |
1.9760 |
1.9802 |
0.0042 |
0.2% |
2.0175 |
| Low |
1.9715 |
1.9775 |
0.0060 |
0.3% |
1.9760 |
| Close |
1.9726 |
1.9798 |
0.0072 |
0.4% |
1.9793 |
| Range |
0.0045 |
0.0027 |
-0.0018 |
-40.0% |
0.0415 |
| ATR |
0.0128 |
0.0124 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
43,769 |
9,666 |
-34,103 |
-77.9% |
271,858 |
|
| Daily Pivots for day following 26-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9873 |
1.9862 |
1.9813 |
|
| R3 |
1.9846 |
1.9835 |
1.9805 |
|
| R2 |
1.9819 |
1.9819 |
1.9803 |
|
| R1 |
1.9808 |
1.9808 |
1.9800 |
1.9814 |
| PP |
1.9792 |
1.9792 |
1.9792 |
1.9794 |
| S1 |
1.9781 |
1.9781 |
1.9796 |
1.9787 |
| S2 |
1.9765 |
1.9765 |
1.9793 |
|
| S3 |
1.9738 |
1.9754 |
1.9791 |
|
| S4 |
1.9711 |
1.9727 |
1.9783 |
|
|
| Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1154 |
2.0889 |
2.0021 |
|
| R3 |
2.0739 |
2.0474 |
1.9907 |
|
| R2 |
2.0324 |
2.0324 |
1.9869 |
|
| R1 |
2.0059 |
2.0059 |
1.9831 |
1.9984 |
| PP |
1.9909 |
1.9909 |
1.9909 |
1.9872 |
| S1 |
1.9644 |
1.9644 |
1.9755 |
1.9569 |
| S2 |
1.9494 |
1.9494 |
1.9717 |
|
| S3 |
1.9079 |
1.9229 |
1.9679 |
|
| S4 |
1.8664 |
1.8814 |
1.9565 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0025 |
1.9715 |
0.0310 |
1.6% |
0.0078 |
0.4% |
27% |
False |
False |
42,097 |
| 10 |
2.0580 |
1.9715 |
0.0865 |
4.4% |
0.0104 |
0.5% |
10% |
False |
False |
52,407 |
| 20 |
2.0630 |
1.9715 |
0.0915 |
4.6% |
0.0082 |
0.4% |
9% |
False |
False |
28,842 |
| 40 |
2.1002 |
1.9715 |
0.1287 |
6.5% |
0.0048 |
0.2% |
6% |
False |
False |
14,607 |
| 60 |
2.1002 |
1.9715 |
0.1287 |
6.5% |
0.0032 |
0.2% |
6% |
False |
False |
9,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9917 |
|
2.618 |
1.9873 |
|
1.618 |
1.9846 |
|
1.000 |
1.9829 |
|
0.618 |
1.9819 |
|
HIGH |
1.9802 |
|
0.618 |
1.9792 |
|
0.500 |
1.9789 |
|
0.382 |
1.9785 |
|
LOW |
1.9775 |
|
0.618 |
1.9758 |
|
1.000 |
1.9748 |
|
1.618 |
1.9731 |
|
2.618 |
1.9704 |
|
4.250 |
1.9660 |
|
|
| Fisher Pivots for day following 26-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9795 |
1.9790 |
| PP |
1.9792 |
1.9782 |
| S1 |
1.9789 |
1.9774 |
|