CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 27-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2007 |
27-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9775 |
1.9873 |
0.0098 |
0.5% |
2.0092 |
| High |
1.9802 |
1.9930 |
0.0128 |
0.6% |
2.0175 |
| Low |
1.9775 |
1.9837 |
0.0062 |
0.3% |
1.9760 |
| Close |
1.9798 |
1.9918 |
0.0120 |
0.6% |
1.9793 |
| Range |
0.0027 |
0.0093 |
0.0066 |
244.4% |
0.0415 |
| ATR |
0.0124 |
0.0124 |
0.0001 |
0.5% |
0.0000 |
| Volume |
9,666 |
11,505 |
1,839 |
19.0% |
271,858 |
|
| Daily Pivots for day following 27-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0174 |
2.0139 |
1.9969 |
|
| R3 |
2.0081 |
2.0046 |
1.9944 |
|
| R2 |
1.9988 |
1.9988 |
1.9935 |
|
| R1 |
1.9953 |
1.9953 |
1.9927 |
1.9971 |
| PP |
1.9895 |
1.9895 |
1.9895 |
1.9904 |
| S1 |
1.9860 |
1.9860 |
1.9909 |
1.9878 |
| S2 |
1.9802 |
1.9802 |
1.9901 |
|
| S3 |
1.9709 |
1.9767 |
1.9892 |
|
| S4 |
1.9616 |
1.9674 |
1.9867 |
|
|
| 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 |
1.9930 |
1.9715 |
0.0215 |
1.1% |
0.0067 |
0.3% |
94% |
True |
False |
35,391 |
| 10 |
2.0350 |
1.9715 |
0.0635 |
3.2% |
0.0087 |
0.4% |
32% |
False |
False |
46,228 |
| 20 |
2.0601 |
1.9715 |
0.0886 |
4.4% |
0.0085 |
0.4% |
23% |
False |
False |
29,370 |
| 40 |
2.1002 |
1.9715 |
0.1287 |
6.5% |
0.0050 |
0.3% |
16% |
False |
False |
14,893 |
| 60 |
2.1002 |
1.9715 |
0.1287 |
6.5% |
0.0034 |
0.2% |
16% |
False |
False |
9,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0325 |
|
2.618 |
2.0173 |
|
1.618 |
2.0080 |
|
1.000 |
2.0023 |
|
0.618 |
1.9987 |
|
HIGH |
1.9930 |
|
0.618 |
1.9894 |
|
0.500 |
1.9884 |
|
0.382 |
1.9873 |
|
LOW |
1.9837 |
|
0.618 |
1.9780 |
|
1.000 |
1.9744 |
|
1.618 |
1.9687 |
|
2.618 |
1.9594 |
|
4.250 |
1.9442 |
|
|
| Fisher Pivots for day following 27-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9907 |
1.9886 |
| PP |
1.9895 |
1.9854 |
| S1 |
1.9884 |
1.9823 |
|