CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 31-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2008 |
31-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9844 |
1.9832 |
-0.0012 |
-0.1% |
1.9464 |
| High |
1.9892 |
1.9865 |
-0.0027 |
-0.1% |
1.9795 |
| Low |
1.9780 |
1.9798 |
0.0018 |
0.1% |
1.9400 |
| Close |
1.9886 |
1.9848 |
-0.0038 |
-0.2% |
1.9757 |
| Range |
0.0112 |
0.0067 |
-0.0045 |
-40.2% |
0.0395 |
| ATR |
0.0127 |
0.0124 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
50,924 |
57,956 |
7,032 |
13.8% |
384,364 |
|
| Daily Pivots for day following 31-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0038 |
2.0010 |
1.9885 |
|
| R3 |
1.9971 |
1.9943 |
1.9866 |
|
| R2 |
1.9904 |
1.9904 |
1.9860 |
|
| R1 |
1.9876 |
1.9876 |
1.9854 |
1.9890 |
| PP |
1.9837 |
1.9837 |
1.9837 |
1.9844 |
| S1 |
1.9809 |
1.9809 |
1.9842 |
1.9823 |
| S2 |
1.9770 |
1.9770 |
1.9836 |
|
| S3 |
1.9703 |
1.9742 |
1.9830 |
|
| S4 |
1.9636 |
1.9675 |
1.9811 |
|
|
| 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 |
1.9717 |
0.0175 |
0.9% |
0.0076 |
0.4% |
75% |
False |
False |
60,047 |
| 10 |
1.9892 |
1.9400 |
0.0492 |
2.5% |
0.0101 |
0.5% |
91% |
False |
False |
79,856 |
| 20 |
1.9892 |
1.9400 |
0.0492 |
2.5% |
0.0098 |
0.5% |
91% |
False |
False |
73,554 |
| 40 |
2.0580 |
1.9400 |
0.1180 |
5.9% |
0.0098 |
0.5% |
38% |
False |
False |
54,149 |
| 60 |
2.1002 |
1.9400 |
0.1602 |
8.1% |
0.0073 |
0.4% |
28% |
False |
False |
36,299 |
| 80 |
2.1002 |
1.9400 |
0.1602 |
8.1% |
0.0055 |
0.3% |
28% |
False |
False |
27,241 |
| 100 |
2.1002 |
1.9400 |
0.1602 |
8.1% |
0.0044 |
0.2% |
28% |
False |
False |
21,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0150 |
|
2.618 |
2.0040 |
|
1.618 |
1.9973 |
|
1.000 |
1.9932 |
|
0.618 |
1.9906 |
|
HIGH |
1.9865 |
|
0.618 |
1.9839 |
|
0.500 |
1.9832 |
|
0.382 |
1.9824 |
|
LOW |
1.9798 |
|
0.618 |
1.9757 |
|
1.000 |
1.9731 |
|
1.618 |
1.9690 |
|
2.618 |
1.9623 |
|
4.250 |
1.9513 |
|
|
| Fisher Pivots for day following 31-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9843 |
1.9844 |
| PP |
1.9837 |
1.9840 |
| S1 |
1.9832 |
1.9836 |
|