CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 16-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2008 |
16-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9645 |
1.9575 |
-0.0070 |
-0.4% |
1.9697 |
| High |
1.9697 |
1.9670 |
-0.0027 |
-0.1% |
1.9740 |
| Low |
1.9583 |
1.9541 |
-0.0042 |
-0.2% |
1.9505 |
| Close |
1.9596 |
1.9594 |
-0.0002 |
0.0% |
1.9523 |
| Range |
0.0114 |
0.0129 |
0.0015 |
13.2% |
0.0235 |
| ATR |
0.0119 |
0.0120 |
0.0001 |
0.6% |
0.0000 |
| Volume |
54,155 |
95,257 |
41,102 |
75.9% |
345,795 |
|
| Daily Pivots for day following 16-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9989 |
1.9920 |
1.9665 |
|
| R3 |
1.9860 |
1.9791 |
1.9629 |
|
| R2 |
1.9731 |
1.9731 |
1.9618 |
|
| R1 |
1.9662 |
1.9662 |
1.9606 |
1.9697 |
| PP |
1.9602 |
1.9602 |
1.9602 |
1.9619 |
| S1 |
1.9533 |
1.9533 |
1.9582 |
1.9568 |
| S2 |
1.9473 |
1.9473 |
1.9570 |
|
| S3 |
1.9344 |
1.9404 |
1.9559 |
|
| S4 |
1.9215 |
1.9275 |
1.9523 |
|
|
| 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 |
1.9697 |
1.9505 |
0.0192 |
1.0% |
0.0094 |
0.5% |
46% |
False |
False |
75,637 |
| 10 |
1.9815 |
1.9505 |
0.0310 |
1.6% |
0.0095 |
0.5% |
29% |
False |
False |
67,252 |
| 20 |
2.0145 |
1.9505 |
0.0640 |
3.3% |
0.0098 |
0.5% |
14% |
False |
False |
52,709 |
| 40 |
2.0650 |
1.9505 |
0.1145 |
5.8% |
0.0082 |
0.4% |
8% |
False |
False |
34,379 |
| 60 |
2.1002 |
1.9505 |
0.1497 |
7.6% |
0.0057 |
0.3% |
6% |
False |
False |
23,006 |
| 80 |
2.1002 |
1.9505 |
0.1497 |
7.6% |
0.0043 |
0.2% |
6% |
False |
False |
17,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0218 |
|
2.618 |
2.0008 |
|
1.618 |
1.9879 |
|
1.000 |
1.9799 |
|
0.618 |
1.9750 |
|
HIGH |
1.9670 |
|
0.618 |
1.9621 |
|
0.500 |
1.9606 |
|
0.382 |
1.9590 |
|
LOW |
1.9541 |
|
0.618 |
1.9461 |
|
1.000 |
1.9412 |
|
1.618 |
1.9332 |
|
2.618 |
1.9203 |
|
4.250 |
1.8993 |
|
|
| Fisher Pivots for day following 16-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9606 |
1.9602 |
| PP |
1.9602 |
1.9599 |
| S1 |
1.9598 |
1.9597 |
|