CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 18-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2008 |
18-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9649 |
1.9541 |
-0.0108 |
-0.5% |
1.9530 |
| High |
1.9750 |
1.9575 |
-0.0175 |
-0.9% |
1.9750 |
| Low |
1.9625 |
1.9465 |
-0.0160 |
-0.8% |
1.9465 |
| Close |
1.9663 |
1.9503 |
-0.0160 |
-0.8% |
1.9503 |
| Range |
0.0125 |
0.0110 |
-0.0015 |
-12.0% |
0.0285 |
| ATR |
0.0123 |
0.0128 |
0.0005 |
4.4% |
0.0000 |
| Volume |
105,922 |
89,738 |
-16,184 |
-15.3% |
404,198 |
|
| Daily Pivots for day following 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9844 |
1.9784 |
1.9564 |
|
| R3 |
1.9734 |
1.9674 |
1.9533 |
|
| R2 |
1.9624 |
1.9624 |
1.9523 |
|
| R1 |
1.9564 |
1.9564 |
1.9513 |
1.9539 |
| PP |
1.9514 |
1.9514 |
1.9514 |
1.9502 |
| S1 |
1.9454 |
1.9454 |
1.9493 |
1.9429 |
| S2 |
1.9404 |
1.9404 |
1.9483 |
|
| S3 |
1.9294 |
1.9344 |
1.9473 |
|
| S4 |
1.9184 |
1.9234 |
1.9443 |
|
|
| Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0428 |
2.0250 |
1.9660 |
|
| R3 |
2.0143 |
1.9965 |
1.9581 |
|
| R2 |
1.9858 |
1.9858 |
1.9555 |
|
| R1 |
1.9680 |
1.9680 |
1.9529 |
1.9627 |
| PP |
1.9573 |
1.9573 |
1.9573 |
1.9546 |
| S1 |
1.9395 |
1.9395 |
1.9477 |
1.9342 |
| S2 |
1.9288 |
1.9288 |
1.9451 |
|
| S3 |
1.9003 |
1.9110 |
1.9425 |
|
| S4 |
1.8718 |
1.8825 |
1.9346 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9750 |
1.9465 |
0.0285 |
1.5% |
0.0114 |
0.6% |
13% |
False |
True |
80,839 |
| 10 |
1.9750 |
1.9465 |
0.0285 |
1.5% |
0.0093 |
0.5% |
13% |
False |
True |
74,999 |
| 20 |
2.0055 |
1.9465 |
0.0590 |
3.0% |
0.0097 |
0.5% |
6% |
False |
True |
57,835 |
| 40 |
2.0650 |
1.9465 |
0.1185 |
6.1% |
0.0088 |
0.5% |
3% |
False |
True |
39,252 |
| 60 |
2.1002 |
1.9465 |
0.1537 |
7.9% |
0.0061 |
0.3% |
2% |
False |
True |
26,265 |
| 80 |
2.1002 |
1.9465 |
0.1537 |
7.9% |
0.0046 |
0.2% |
2% |
False |
True |
19,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0043 |
|
2.618 |
1.9863 |
|
1.618 |
1.9753 |
|
1.000 |
1.9685 |
|
0.618 |
1.9643 |
|
HIGH |
1.9575 |
|
0.618 |
1.9533 |
|
0.500 |
1.9520 |
|
0.382 |
1.9507 |
|
LOW |
1.9465 |
|
0.618 |
1.9397 |
|
1.000 |
1.9355 |
|
1.618 |
1.9287 |
|
2.618 |
1.9177 |
|
4.250 |
1.8998 |
|
|
| Fisher Pivots for day following 18-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9520 |
1.9608 |
| PP |
1.9514 |
1.9573 |
| S1 |
1.9509 |
1.9538 |
|