CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 09-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2008 |
09-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9712 |
1.9553 |
-0.0159 |
-0.8% |
2.0037 |
| High |
1.9740 |
1.9595 |
-0.0145 |
-0.7% |
2.0055 |
| Low |
1.9670 |
1.9507 |
-0.0163 |
-0.8% |
1.9665 |
| Close |
1.9670 |
1.9528 |
-0.0142 |
-0.7% |
1.9686 |
| Range |
0.0070 |
0.0088 |
0.0018 |
25.7% |
0.0390 |
| ATR |
0.0121 |
0.0124 |
0.0003 |
2.5% |
0.0000 |
| Volume |
46,948 |
51,884 |
4,936 |
10.5% |
185,331 |
|
| Daily Pivots for day following 09-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9807 |
1.9756 |
1.9576 |
|
| R3 |
1.9719 |
1.9668 |
1.9552 |
|
| R2 |
1.9631 |
1.9631 |
1.9544 |
|
| R1 |
1.9580 |
1.9580 |
1.9536 |
1.9562 |
| PP |
1.9543 |
1.9543 |
1.9543 |
1.9534 |
| S1 |
1.9492 |
1.9492 |
1.9520 |
1.9474 |
| S2 |
1.9455 |
1.9455 |
1.9512 |
|
| S3 |
1.9367 |
1.9404 |
1.9504 |
|
| S4 |
1.9279 |
1.9316 |
1.9480 |
|
|
| 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 |
1.9815 |
1.9507 |
0.0308 |
1.6% |
0.0097 |
0.5% |
7% |
False |
True |
58,866 |
| 10 |
2.0055 |
1.9507 |
0.0548 |
2.8% |
0.0103 |
0.5% |
4% |
False |
True |
42,707 |
| 20 |
2.0580 |
1.9507 |
0.1073 |
5.5% |
0.0110 |
0.6% |
2% |
False |
True |
48,156 |
| 40 |
2.0813 |
1.9507 |
0.1306 |
6.7% |
0.0072 |
0.4% |
2% |
False |
True |
24,989 |
| 60 |
2.1002 |
1.9507 |
0.1495 |
7.7% |
0.0049 |
0.3% |
1% |
False |
True |
16,705 |
| 80 |
2.1002 |
1.9507 |
0.1495 |
7.7% |
0.0037 |
0.2% |
1% |
False |
True |
12,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9969 |
|
2.618 |
1.9825 |
|
1.618 |
1.9737 |
|
1.000 |
1.9683 |
|
0.618 |
1.9649 |
|
HIGH |
1.9595 |
|
0.618 |
1.9561 |
|
0.500 |
1.9551 |
|
0.382 |
1.9541 |
|
LOW |
1.9507 |
|
0.618 |
1.9453 |
|
1.000 |
1.9419 |
|
1.618 |
1.9365 |
|
2.618 |
1.9277 |
|
4.250 |
1.9133 |
|
|
| Fisher Pivots for day following 09-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9551 |
1.9624 |
| PP |
1.9543 |
1.9592 |
| S1 |
1.9536 |
1.9560 |
|