CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 02-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2007 |
02-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
2.0037 |
1.9774 |
-0.0263 |
-1.3% |
1.9754 |
| High |
2.0055 |
1.9800 |
-0.0255 |
-1.3% |
1.9935 |
| Low |
1.9768 |
1.9730 |
-0.0038 |
-0.2% |
1.9715 |
| Close |
1.9785 |
1.9763 |
-0.0022 |
-0.1% |
1.9885 |
| Range |
0.0287 |
0.0070 |
-0.0217 |
-75.6% |
0.0220 |
| ATR |
0.0132 |
0.0128 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
36,882 |
30,262 |
-6,620 |
-17.9% |
109,372 |
|
| Daily Pivots for day following 02-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9974 |
1.9939 |
1.9802 |
|
| R3 |
1.9904 |
1.9869 |
1.9782 |
|
| R2 |
1.9834 |
1.9834 |
1.9776 |
|
| R1 |
1.9799 |
1.9799 |
1.9769 |
1.9782 |
| PP |
1.9764 |
1.9764 |
1.9764 |
1.9756 |
| S1 |
1.9729 |
1.9729 |
1.9757 |
1.9712 |
| S2 |
1.9694 |
1.9694 |
1.9750 |
|
| S3 |
1.9624 |
1.9659 |
1.9744 |
|
| S4 |
1.9554 |
1.9589 |
1.9725 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0505 |
2.0415 |
2.0006 |
|
| R3 |
2.0285 |
2.0195 |
1.9946 |
|
| R2 |
2.0065 |
2.0065 |
1.9925 |
|
| R1 |
1.9975 |
1.9975 |
1.9905 |
2.0020 |
| PP |
1.9845 |
1.9845 |
1.9845 |
1.9868 |
| S1 |
1.9755 |
1.9755 |
1.9865 |
1.9800 |
| S2 |
1.9625 |
1.9625 |
1.9845 |
|
| S3 |
1.9405 |
1.9535 |
1.9825 |
|
| S4 |
1.9185 |
1.9315 |
1.9764 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0055 |
1.9730 |
0.0325 |
1.6% |
0.0109 |
0.6% |
10% |
False |
True |
26,549 |
| 10 |
2.0145 |
1.9715 |
0.0430 |
2.2% |
0.0100 |
0.5% |
11% |
False |
False |
38,166 |
| 20 |
2.0580 |
1.9715 |
0.0865 |
4.4% |
0.0098 |
0.5% |
6% |
False |
False |
34,744 |
| 40 |
2.1002 |
1.9715 |
0.1287 |
6.5% |
0.0061 |
0.3% |
4% |
False |
False |
17,671 |
| 60 |
2.1002 |
1.9715 |
0.1287 |
6.5% |
0.0041 |
0.2% |
4% |
False |
False |
11,803 |
| 80 |
2.1002 |
1.9715 |
0.1287 |
6.5% |
0.0031 |
0.2% |
4% |
False |
False |
8,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0098 |
|
2.618 |
1.9983 |
|
1.618 |
1.9913 |
|
1.000 |
1.9870 |
|
0.618 |
1.9843 |
|
HIGH |
1.9800 |
|
0.618 |
1.9773 |
|
0.500 |
1.9765 |
|
0.382 |
1.9757 |
|
LOW |
1.9730 |
|
0.618 |
1.9687 |
|
1.000 |
1.9660 |
|
1.618 |
1.9617 |
|
2.618 |
1.9547 |
|
4.250 |
1.9433 |
|
|
| Fisher Pivots for day following 02-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9765 |
1.9893 |
| PP |
1.9764 |
1.9849 |
| S1 |
1.9764 |
1.9806 |
|