CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 01-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2008 |
01-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9832 |
1.9795 |
-0.0037 |
-0.2% |
1.9800 |
| High |
1.9865 |
1.9850 |
-0.0015 |
-0.1% |
1.9892 |
| Low |
1.9798 |
1.9600 |
-0.0198 |
-1.0% |
1.9600 |
| Close |
1.9848 |
1.9627 |
-0.0221 |
-1.1% |
1.9627 |
| Range |
0.0067 |
0.0250 |
0.0183 |
273.1% |
0.0292 |
| ATR |
0.0124 |
0.0133 |
0.0009 |
7.3% |
0.0000 |
| Volume |
57,956 |
64,307 |
6,351 |
11.0% |
282,846 |
|
| Daily Pivots for day following 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0442 |
2.0285 |
1.9765 |
|
| R3 |
2.0192 |
2.0035 |
1.9696 |
|
| R2 |
1.9942 |
1.9942 |
1.9673 |
|
| R1 |
1.9785 |
1.9785 |
1.9650 |
1.9739 |
| PP |
1.9692 |
1.9692 |
1.9692 |
1.9669 |
| S1 |
1.9535 |
1.9535 |
1.9604 |
1.9489 |
| S2 |
1.9442 |
1.9442 |
1.9581 |
|
| S3 |
1.9192 |
1.9285 |
1.9558 |
|
| S4 |
1.8942 |
1.9035 |
1.9490 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0582 |
2.0397 |
1.9788 |
|
| R3 |
2.0290 |
2.0105 |
1.9707 |
|
| R2 |
1.9998 |
1.9998 |
1.9681 |
|
| R1 |
1.9813 |
1.9813 |
1.9654 |
1.9760 |
| PP |
1.9706 |
1.9706 |
1.9706 |
1.9680 |
| S1 |
1.9521 |
1.9521 |
1.9600 |
1.9468 |
| S2 |
1.9414 |
1.9414 |
1.9573 |
|
| S3 |
1.9122 |
1.9229 |
1.9547 |
|
| S4 |
1.8830 |
1.8937 |
1.9466 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9892 |
1.9600 |
0.0292 |
1.5% |
0.0110 |
0.6% |
9% |
False |
True |
56,569 |
| 10 |
1.9892 |
1.9400 |
0.0492 |
2.5% |
0.0113 |
0.6% |
46% |
False |
False |
75,694 |
| 20 |
1.9892 |
1.9400 |
0.0492 |
2.5% |
0.0105 |
0.5% |
46% |
False |
False |
74,259 |
| 40 |
2.0580 |
1.9400 |
0.1180 |
6.0% |
0.0104 |
0.5% |
19% |
False |
False |
55,703 |
| 60 |
2.1002 |
1.9400 |
0.1602 |
8.2% |
0.0077 |
0.4% |
14% |
False |
False |
37,366 |
| 80 |
2.1002 |
1.9400 |
0.1602 |
8.2% |
0.0058 |
0.3% |
14% |
False |
False |
28,045 |
| 100 |
2.1002 |
1.9400 |
0.1602 |
8.2% |
0.0047 |
0.2% |
14% |
False |
False |
22,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0913 |
|
2.618 |
2.0505 |
|
1.618 |
2.0255 |
|
1.000 |
2.0100 |
|
0.618 |
2.0005 |
|
HIGH |
1.9850 |
|
0.618 |
1.9755 |
|
0.500 |
1.9725 |
|
0.382 |
1.9696 |
|
LOW |
1.9600 |
|
0.618 |
1.9446 |
|
1.000 |
1.9350 |
|
1.618 |
1.9196 |
|
2.618 |
1.8946 |
|
4.250 |
1.8538 |
|
|
| Fisher Pivots for day following 01-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9725 |
1.9746 |
| PP |
1.9692 |
1.9706 |
| S1 |
1.9660 |
1.9667 |
|