CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 03-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2008 |
03-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9774 |
1.9773 |
-0.0001 |
0.0% |
1.9754 |
| High |
1.9800 |
1.9773 |
-0.0027 |
-0.1% |
1.9935 |
| Low |
1.9730 |
1.9665 |
-0.0065 |
-0.3% |
1.9715 |
| Close |
1.9763 |
1.9694 |
-0.0069 |
-0.3% |
1.9885 |
| Range |
0.0070 |
0.0108 |
0.0038 |
54.3% |
0.0220 |
| ATR |
0.0128 |
0.0127 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
30,262 |
50,197 |
19,935 |
65.9% |
109,372 |
|
| Daily Pivots for day following 03-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0035 |
1.9972 |
1.9753 |
|
| R3 |
1.9927 |
1.9864 |
1.9724 |
|
| R2 |
1.9819 |
1.9819 |
1.9714 |
|
| R1 |
1.9756 |
1.9756 |
1.9704 |
1.9734 |
| PP |
1.9711 |
1.9711 |
1.9711 |
1.9699 |
| S1 |
1.9648 |
1.9648 |
1.9684 |
1.9626 |
| S2 |
1.9603 |
1.9603 |
1.9674 |
|
| S3 |
1.9495 |
1.9540 |
1.9664 |
|
| S4 |
1.9387 |
1.9432 |
1.9635 |
|
|
| 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 |
1.9665 |
0.0390 |
2.0% |
0.0126 |
0.6% |
7% |
False |
True |
34,655 |
| 10 |
2.0055 |
1.9665 |
0.0390 |
2.0% |
0.0102 |
0.5% |
7% |
False |
True |
38,376 |
| 20 |
2.0580 |
1.9665 |
0.0915 |
4.6% |
0.0103 |
0.5% |
3% |
False |
True |
37,146 |
| 40 |
2.1002 |
1.9665 |
0.1337 |
6.8% |
0.0064 |
0.3% |
2% |
False |
True |
18,919 |
| 60 |
2.1002 |
1.9665 |
0.1337 |
6.8% |
0.0043 |
0.2% |
2% |
False |
True |
12,640 |
| 80 |
2.1002 |
1.9665 |
0.1337 |
6.8% |
0.0032 |
0.2% |
2% |
False |
True |
9,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0232 |
|
2.618 |
2.0056 |
|
1.618 |
1.9948 |
|
1.000 |
1.9881 |
|
0.618 |
1.9840 |
|
HIGH |
1.9773 |
|
0.618 |
1.9732 |
|
0.500 |
1.9719 |
|
0.382 |
1.9706 |
|
LOW |
1.9665 |
|
0.618 |
1.9598 |
|
1.000 |
1.9557 |
|
1.618 |
1.9490 |
|
2.618 |
1.9382 |
|
4.250 |
1.9206 |
|
|
| Fisher Pivots for day following 03-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9719 |
1.9860 |
| PP |
1.9711 |
1.9805 |
| S1 |
1.9702 |
1.9749 |
|