CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 11-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2008 |
11-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9428 |
1.9434 |
0.0006 |
0.0% |
1.9725 |
| High |
1.9455 |
1.9475 |
0.0020 |
0.1% |
1.9742 |
| Low |
1.9400 |
1.9395 |
-0.0005 |
0.0% |
1.9355 |
| Close |
1.9411 |
1.9458 |
0.0047 |
0.2% |
1.9411 |
| Range |
0.0055 |
0.0080 |
0.0025 |
45.5% |
0.0387 |
| ATR |
0.0129 |
0.0125 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
96,708 |
43,511 |
-53,197 |
-55.0% |
401,998 |
|
| Daily Pivots for day following 11-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9683 |
1.9650 |
1.9502 |
|
| R3 |
1.9603 |
1.9570 |
1.9480 |
|
| R2 |
1.9523 |
1.9523 |
1.9473 |
|
| R1 |
1.9490 |
1.9490 |
1.9465 |
1.9507 |
| PP |
1.9443 |
1.9443 |
1.9443 |
1.9451 |
| S1 |
1.9410 |
1.9410 |
1.9451 |
1.9427 |
| S2 |
1.9363 |
1.9363 |
1.9443 |
|
| S3 |
1.9283 |
1.9330 |
1.9436 |
|
| S4 |
1.9203 |
1.9250 |
1.9414 |
|
|
| Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0664 |
2.0424 |
1.9624 |
|
| R3 |
2.0277 |
2.0037 |
1.9517 |
|
| R2 |
1.9890 |
1.9890 |
1.9482 |
|
| R1 |
1.9650 |
1.9650 |
1.9446 |
1.9577 |
| PP |
1.9503 |
1.9503 |
1.9503 |
1.9466 |
| S1 |
1.9263 |
1.9263 |
1.9376 |
1.9190 |
| S2 |
1.9116 |
1.9116 |
1.9340 |
|
| S3 |
1.8729 |
1.8876 |
1.9305 |
|
| S4 |
1.8342 |
1.8489 |
1.9198 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9655 |
1.9355 |
0.0300 |
1.5% |
0.0073 |
0.4% |
34% |
False |
False |
64,126 |
| 10 |
1.9892 |
1.9355 |
0.0537 |
2.8% |
0.0091 |
0.5% |
19% |
False |
False |
66,729 |
| 20 |
1.9892 |
1.9355 |
0.0537 |
2.8% |
0.0101 |
0.5% |
19% |
False |
False |
75,845 |
| 40 |
2.0350 |
1.9355 |
0.0995 |
5.1% |
0.0098 |
0.5% |
10% |
False |
False |
63,869 |
| 60 |
2.0650 |
1.9355 |
0.1295 |
6.7% |
0.0084 |
0.4% |
8% |
False |
False |
44,759 |
| 80 |
2.1002 |
1.9355 |
0.1647 |
8.5% |
0.0064 |
0.3% |
6% |
False |
False |
33,610 |
| 100 |
2.1002 |
1.9355 |
0.1647 |
8.5% |
0.0051 |
0.3% |
6% |
False |
False |
26,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9815 |
|
2.618 |
1.9684 |
|
1.618 |
1.9604 |
|
1.000 |
1.9555 |
|
0.618 |
1.9524 |
|
HIGH |
1.9475 |
|
0.618 |
1.9444 |
|
0.500 |
1.9435 |
|
0.382 |
1.9426 |
|
LOW |
1.9395 |
|
0.618 |
1.9346 |
|
1.000 |
1.9315 |
|
1.618 |
1.9266 |
|
2.618 |
1.9186 |
|
4.250 |
1.9055 |
|
|
| Fisher Pivots for day following 11-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9450 |
1.9444 |
| PP |
1.9443 |
1.9429 |
| S1 |
1.9435 |
1.9415 |
|