CME British Pound Future March 2008
Trading Metrics calculated at close of trading on 07-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2008 |
07-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
1.9532 |
1.9390 |
-0.0142 |
-0.7% |
1.9800 |
High |
1.9585 |
1.9430 |
-0.0155 |
-0.8% |
1.9892 |
Low |
1.9532 |
1.9355 |
-0.0177 |
-0.9% |
1.9600 |
Close |
1.9554 |
1.9363 |
-0.0191 |
-1.0% |
1.9627 |
Range |
0.0053 |
0.0075 |
0.0022 |
41.5% |
0.0292 |
ATR |
0.0127 |
0.0132 |
0.0005 |
4.1% |
0.0000 |
Volume |
65,193 |
44,331 |
-20,862 |
-32.0% |
282,846 |
|
Daily Pivots for day following 07-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.9608 |
1.9560 |
1.9404 |
|
R3 |
1.9533 |
1.9485 |
1.9384 |
|
R2 |
1.9458 |
1.9458 |
1.9377 |
|
R1 |
1.9410 |
1.9410 |
1.9370 |
1.9397 |
PP |
1.9383 |
1.9383 |
1.9383 |
1.9376 |
S1 |
1.9335 |
1.9335 |
1.9356 |
1.9322 |
S2 |
1.9308 |
1.9308 |
1.9349 |
|
S3 |
1.9233 |
1.9260 |
1.9342 |
|
S4 |
1.9158 |
1.9185 |
1.9322 |
|
|
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 |
1.9850 |
1.9355 |
0.0495 |
2.6% |
0.0108 |
0.6% |
2% |
False |
True |
73,919 |
10 |
1.9892 |
1.9355 |
0.0537 |
2.8% |
0.0092 |
0.5% |
1% |
False |
True |
66,983 |
20 |
1.9892 |
1.9355 |
0.0537 |
2.8% |
0.0101 |
0.5% |
1% |
False |
True |
77,317 |
40 |
2.0580 |
1.9355 |
0.1225 |
6.3% |
0.0105 |
0.5% |
1% |
False |
True |
62,736 |
60 |
2.0813 |
1.9355 |
0.1458 |
7.5% |
0.0081 |
0.4% |
1% |
False |
True |
42,432 |
80 |
2.1002 |
1.9355 |
0.1647 |
8.5% |
0.0062 |
0.3% |
0% |
False |
True |
31,858 |
100 |
2.1002 |
1.9355 |
0.1647 |
8.5% |
0.0050 |
0.3% |
0% |
False |
True |
25,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.9749 |
2.618 |
1.9626 |
1.618 |
1.9551 |
1.000 |
1.9505 |
0.618 |
1.9476 |
HIGH |
1.9430 |
0.618 |
1.9401 |
0.500 |
1.9393 |
0.382 |
1.9384 |
LOW |
1.9355 |
0.618 |
1.9309 |
1.000 |
1.9280 |
1.618 |
1.9234 |
2.618 |
1.9159 |
4.250 |
1.9036 |
|
|
Fisher Pivots for day following 07-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
1.9393 |
1.9505 |
PP |
1.9383 |
1.9458 |
S1 |
1.9373 |
1.9410 |
|