CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 07-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2008 |
07-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9728 |
1.9697 |
-0.0031 |
-0.2% |
2.0037 |
| High |
1.9815 |
1.9712 |
-0.0103 |
-0.5% |
2.0055 |
| Low |
1.9670 |
1.9640 |
-0.0030 |
-0.2% |
1.9665 |
| Close |
1.9686 |
1.9655 |
-0.0031 |
-0.2% |
1.9686 |
| Range |
0.0145 |
0.0072 |
-0.0073 |
-50.3% |
0.0390 |
| ATR |
0.0128 |
0.0124 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
67,990 |
77,313 |
9,323 |
13.7% |
185,331 |
|
| Daily Pivots for day following 07-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9885 |
1.9842 |
1.9695 |
|
| R3 |
1.9813 |
1.9770 |
1.9675 |
|
| R2 |
1.9741 |
1.9741 |
1.9668 |
|
| R1 |
1.9698 |
1.9698 |
1.9662 |
1.9684 |
| PP |
1.9669 |
1.9669 |
1.9669 |
1.9662 |
| S1 |
1.9626 |
1.9626 |
1.9648 |
1.9612 |
| S2 |
1.9597 |
1.9597 |
1.9642 |
|
| S3 |
1.9525 |
1.9554 |
1.9635 |
|
| S4 |
1.9453 |
1.9482 |
1.9615 |
|
|
| Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0972 |
2.0719 |
1.9901 |
|
| R3 |
2.0582 |
2.0329 |
1.9793 |
|
| R2 |
2.0192 |
2.0192 |
1.9758 |
|
| R1 |
1.9939 |
1.9939 |
1.9722 |
1.9871 |
| PP |
1.9802 |
1.9802 |
1.9802 |
1.9768 |
| S1 |
1.9549 |
1.9549 |
1.9650 |
1.9481 |
| S2 |
1.9412 |
1.9412 |
1.9615 |
|
| S3 |
1.9022 |
1.9159 |
1.9579 |
|
| S4 |
1.8632 |
1.8769 |
1.9472 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0055 |
1.9640 |
0.0415 |
2.1% |
0.0136 |
0.7% |
4% |
False |
True |
52,528 |
| 10 |
2.0055 |
1.9640 |
0.0415 |
2.1% |
0.0099 |
0.5% |
4% |
False |
True |
42,345 |
| 20 |
2.0580 |
1.9640 |
0.0940 |
4.8% |
0.0108 |
0.5% |
2% |
False |
True |
43,979 |
| 40 |
2.1002 |
1.9640 |
0.1362 |
6.9% |
0.0068 |
0.3% |
1% |
False |
True |
22,544 |
| 60 |
2.1002 |
1.9640 |
0.1362 |
6.9% |
0.0046 |
0.2% |
1% |
False |
True |
15,061 |
| 80 |
2.1002 |
1.9640 |
0.1362 |
6.9% |
0.0035 |
0.2% |
1% |
False |
True |
11,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0018 |
|
2.618 |
1.9900 |
|
1.618 |
1.9828 |
|
1.000 |
1.9784 |
|
0.618 |
1.9756 |
|
HIGH |
1.9712 |
|
0.618 |
1.9684 |
|
0.500 |
1.9676 |
|
0.382 |
1.9668 |
|
LOW |
1.9640 |
|
0.618 |
1.9596 |
|
1.000 |
1.9568 |
|
1.618 |
1.9524 |
|
2.618 |
1.9452 |
|
4.250 |
1.9334 |
|
|
| Fisher Pivots for day following 07-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9676 |
1.9728 |
| PP |
1.9669 |
1.9703 |
| S1 |
1.9662 |
1.9679 |
|