CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 24-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2008 |
24-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9431 |
1.9576 |
0.0145 |
0.7% |
1.9530 |
| High |
1.9478 |
1.9700 |
0.0222 |
1.1% |
1.9750 |
| Low |
1.9400 |
1.9545 |
0.0145 |
0.7% |
1.9465 |
| Close |
1.9463 |
1.9691 |
0.0228 |
1.2% |
1.9503 |
| Range |
0.0078 |
0.0155 |
0.0077 |
98.7% |
0.0285 |
| ATR |
0.0133 |
0.0140 |
0.0007 |
5.6% |
0.0000 |
| Volume |
134,093 |
81,898 |
-52,195 |
-38.9% |
404,198 |
|
| Daily Pivots for day following 24-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0110 |
2.0056 |
1.9776 |
|
| R3 |
1.9955 |
1.9901 |
1.9734 |
|
| R2 |
1.9800 |
1.9800 |
1.9719 |
|
| R1 |
1.9746 |
1.9746 |
1.9705 |
1.9773 |
| PP |
1.9645 |
1.9645 |
1.9645 |
1.9659 |
| S1 |
1.9591 |
1.9591 |
1.9677 |
1.9618 |
| S2 |
1.9490 |
1.9490 |
1.9663 |
|
| S3 |
1.9335 |
1.9436 |
1.9648 |
|
| S4 |
1.9180 |
1.9281 |
1.9606 |
|
|
| 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 |
1.9400 |
0.0350 |
1.8% |
0.0125 |
0.6% |
83% |
False |
False |
99,665 |
| 10 |
1.9750 |
1.9400 |
0.0350 |
1.8% |
0.0110 |
0.6% |
83% |
False |
False |
87,651 |
| 20 |
2.0055 |
1.9400 |
0.0655 |
3.3% |
0.0106 |
0.5% |
44% |
False |
False |
65,179 |
| 40 |
2.0650 |
1.9400 |
0.1250 |
6.3% |
0.0095 |
0.5% |
23% |
False |
False |
46,777 |
| 60 |
2.1002 |
1.9400 |
0.1602 |
8.1% |
0.0067 |
0.3% |
18% |
False |
False |
31,305 |
| 80 |
2.1002 |
1.9400 |
0.1602 |
8.1% |
0.0051 |
0.3% |
18% |
False |
False |
23,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0359 |
|
2.618 |
2.0106 |
|
1.618 |
1.9951 |
|
1.000 |
1.9855 |
|
0.618 |
1.9796 |
|
HIGH |
1.9700 |
|
0.618 |
1.9641 |
|
0.500 |
1.9623 |
|
0.382 |
1.9604 |
|
LOW |
1.9545 |
|
0.618 |
1.9449 |
|
1.000 |
1.9390 |
|
1.618 |
1.9294 |
|
2.618 |
1.9139 |
|
4.250 |
1.8886 |
|
|
| Fisher Pivots for day following 24-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9668 |
1.9644 |
| PP |
1.9645 |
1.9597 |
| S1 |
1.9623 |
1.9550 |
|