CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 30-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2008 |
30-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9822 |
1.9844 |
0.0022 |
0.1% |
1.9464 |
| High |
1.9842 |
1.9892 |
0.0050 |
0.3% |
1.9795 |
| Low |
1.9785 |
1.9780 |
-0.0005 |
0.0% |
1.9400 |
| Close |
1.9842 |
1.9886 |
0.0044 |
0.2% |
1.9757 |
| Range |
0.0057 |
0.0112 |
0.0055 |
96.5% |
0.0395 |
| ATR |
0.0128 |
0.0127 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
48,594 |
50,924 |
2,330 |
4.8% |
384,364 |
|
| Daily Pivots for day following 30-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0189 |
2.0149 |
1.9948 |
|
| R3 |
2.0077 |
2.0037 |
1.9917 |
|
| R2 |
1.9965 |
1.9965 |
1.9907 |
|
| R1 |
1.9925 |
1.9925 |
1.9896 |
1.9945 |
| PP |
1.9853 |
1.9853 |
1.9853 |
1.9863 |
| S1 |
1.9813 |
1.9813 |
1.9876 |
1.9833 |
| S2 |
1.9741 |
1.9741 |
1.9865 |
|
| S3 |
1.9629 |
1.9701 |
1.9855 |
|
| S4 |
1.9517 |
1.9589 |
1.9824 |
|
|
| Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0836 |
2.0691 |
1.9974 |
|
| R3 |
2.0441 |
2.0296 |
1.9866 |
|
| R2 |
2.0046 |
2.0046 |
1.9829 |
|
| R1 |
1.9901 |
1.9901 |
1.9793 |
1.9974 |
| PP |
1.9651 |
1.9651 |
1.9651 |
1.9687 |
| S1 |
1.9506 |
1.9506 |
1.9721 |
1.9579 |
| S2 |
1.9256 |
1.9256 |
1.9685 |
|
| S3 |
1.8861 |
1.9111 |
1.9648 |
|
| S4 |
1.8466 |
1.8716 |
1.9540 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9892 |
1.9545 |
0.0347 |
1.7% |
0.0094 |
0.5% |
98% |
True |
False |
64,835 |
| 10 |
1.9892 |
1.9400 |
0.0492 |
2.5% |
0.0107 |
0.5% |
99% |
True |
False |
83,586 |
| 20 |
1.9892 |
1.9400 |
0.0492 |
2.5% |
0.0098 |
0.5% |
99% |
True |
False |
72,169 |
| 40 |
2.0601 |
1.9400 |
0.1201 |
6.0% |
0.0097 |
0.5% |
40% |
False |
False |
52,741 |
| 60 |
2.1002 |
1.9400 |
0.1602 |
8.1% |
0.0072 |
0.4% |
30% |
False |
False |
35,335 |
| 80 |
2.1002 |
1.9400 |
0.1602 |
8.1% |
0.0054 |
0.3% |
30% |
False |
False |
26,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0368 |
|
2.618 |
2.0185 |
|
1.618 |
2.0073 |
|
1.000 |
2.0004 |
|
0.618 |
1.9961 |
|
HIGH |
1.9892 |
|
0.618 |
1.9849 |
|
0.500 |
1.9836 |
|
0.382 |
1.9823 |
|
LOW |
1.9780 |
|
0.618 |
1.9711 |
|
1.000 |
1.9668 |
|
1.618 |
1.9599 |
|
2.618 |
1.9487 |
|
4.250 |
1.9304 |
|
|
| Fisher Pivots for day following 30-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9869 |
1.9867 |
| PP |
1.9853 |
1.9848 |
| S1 |
1.9836 |
1.9829 |
|