CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 22-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2008 |
22-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9541 |
1.9464 |
-0.0077 |
-0.4% |
1.9530 |
| High |
1.9575 |
1.9575 |
0.0000 |
0.0% |
1.9750 |
| Low |
1.9465 |
1.9417 |
-0.0048 |
-0.2% |
1.9465 |
| Close |
1.9503 |
1.9565 |
0.0062 |
0.3% |
1.9503 |
| Range |
0.0110 |
0.0158 |
0.0048 |
43.6% |
0.0285 |
| ATR |
0.0128 |
0.0130 |
0.0002 |
1.7% |
0.0000 |
| Volume |
89,738 |
86,675 |
-3,063 |
-3.4% |
404,198 |
|
| Daily Pivots for day following 22-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9993 |
1.9937 |
1.9652 |
|
| R3 |
1.9835 |
1.9779 |
1.9608 |
|
| R2 |
1.9677 |
1.9677 |
1.9594 |
|
| R1 |
1.9621 |
1.9621 |
1.9579 |
1.9649 |
| PP |
1.9519 |
1.9519 |
1.9519 |
1.9533 |
| S1 |
1.9463 |
1.9463 |
1.9551 |
1.9491 |
| S2 |
1.9361 |
1.9361 |
1.9536 |
|
| S3 |
1.9203 |
1.9305 |
1.9522 |
|
| S4 |
1.9045 |
1.9147 |
1.9478 |
|
|
| 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 |
1.9417 |
0.0333 |
1.7% |
0.0127 |
0.7% |
44% |
False |
True |
86,349 |
| 10 |
1.9750 |
1.9417 |
0.0333 |
1.7% |
0.0102 |
0.5% |
44% |
False |
True |
75,935 |
| 20 |
2.0055 |
1.9417 |
0.0638 |
3.3% |
0.0100 |
0.5% |
23% |
False |
True |
59,140 |
| 40 |
2.0650 |
1.9417 |
0.1233 |
6.3% |
0.0092 |
0.5% |
12% |
False |
True |
41,394 |
| 60 |
2.1002 |
1.9417 |
0.1585 |
8.1% |
0.0063 |
0.3% |
9% |
False |
True |
27,708 |
| 80 |
2.1002 |
1.9417 |
0.1585 |
8.1% |
0.0048 |
0.2% |
9% |
False |
True |
20,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0247 |
|
2.618 |
1.9989 |
|
1.618 |
1.9831 |
|
1.000 |
1.9733 |
|
0.618 |
1.9673 |
|
HIGH |
1.9575 |
|
0.618 |
1.9515 |
|
0.500 |
1.9496 |
|
0.382 |
1.9477 |
|
LOW |
1.9417 |
|
0.618 |
1.9319 |
|
1.000 |
1.9259 |
|
1.618 |
1.9161 |
|
2.618 |
1.9003 |
|
4.250 |
1.8746 |
|
|
| Fisher Pivots for day following 22-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9542 |
1.9584 |
| PP |
1.9519 |
1.9577 |
| S1 |
1.9496 |
1.9571 |
|