CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 14-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2008 |
14-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9530 |
1.9530 |
0.0000 |
0.0% |
1.9697 |
| High |
1.9565 |
1.9598 |
0.0033 |
0.2% |
1.9740 |
| Low |
1.9505 |
1.9507 |
0.0002 |
0.0% |
1.9505 |
| Close |
1.9523 |
1.9515 |
-0.0008 |
0.0% |
1.9523 |
| Range |
0.0060 |
0.0091 |
0.0031 |
51.7% |
0.0235 |
| ATR |
0.0116 |
0.0114 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
104,650 |
59,126 |
-45,524 |
-43.5% |
345,795 |
|
| Daily Pivots for day following 14-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9813 |
1.9755 |
1.9565 |
|
| R3 |
1.9722 |
1.9664 |
1.9540 |
|
| R2 |
1.9631 |
1.9631 |
1.9532 |
|
| R1 |
1.9573 |
1.9573 |
1.9523 |
1.9557 |
| PP |
1.9540 |
1.9540 |
1.9540 |
1.9532 |
| S1 |
1.9482 |
1.9482 |
1.9507 |
1.9466 |
| S2 |
1.9449 |
1.9449 |
1.9498 |
|
| S3 |
1.9358 |
1.9391 |
1.9490 |
|
| S4 |
1.9267 |
1.9300 |
1.9465 |
|
|
| Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0294 |
2.0144 |
1.9652 |
|
| R3 |
2.0059 |
1.9909 |
1.9588 |
|
| R2 |
1.9824 |
1.9824 |
1.9566 |
|
| R1 |
1.9674 |
1.9674 |
1.9545 |
1.9632 |
| PP |
1.9589 |
1.9589 |
1.9589 |
1.9568 |
| S1 |
1.9439 |
1.9439 |
1.9501 |
1.9397 |
| S2 |
1.9354 |
1.9354 |
1.9480 |
|
| S3 |
1.9119 |
1.9204 |
1.9458 |
|
| S4 |
1.8884 |
1.8969 |
1.9394 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9740 |
1.9505 |
0.0235 |
1.2% |
0.0077 |
0.4% |
4% |
False |
False |
65,521 |
| 10 |
2.0055 |
1.9505 |
0.0550 |
2.8% |
0.0107 |
0.5% |
2% |
False |
False |
59,025 |
| 20 |
2.0225 |
1.9505 |
0.0720 |
3.7% |
0.0096 |
0.5% |
1% |
False |
False |
52,103 |
| 40 |
2.0650 |
1.9505 |
0.1145 |
5.9% |
0.0077 |
0.4% |
1% |
False |
False |
30,682 |
| 60 |
2.1002 |
1.9505 |
0.1497 |
7.7% |
0.0053 |
0.3% |
1% |
False |
False |
20,516 |
| 80 |
2.1002 |
1.9505 |
0.1497 |
7.7% |
0.0040 |
0.2% |
1% |
False |
False |
15,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9985 |
|
2.618 |
1.9836 |
|
1.618 |
1.9745 |
|
1.000 |
1.9689 |
|
0.618 |
1.9654 |
|
HIGH |
1.9598 |
|
0.618 |
1.9563 |
|
0.500 |
1.9553 |
|
0.382 |
1.9542 |
|
LOW |
1.9507 |
|
0.618 |
1.9451 |
|
1.000 |
1.9416 |
|
1.618 |
1.9360 |
|
2.618 |
1.9269 |
|
4.250 |
1.9120 |
|
|
| Fisher Pivots for day following 14-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9553 |
1.9552 |
| PP |
1.9540 |
1.9539 |
| S1 |
1.9528 |
1.9527 |
|