CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 14-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2008 |
14-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9580 |
1.9683 |
0.0103 |
0.5% |
1.9725 |
| High |
1.9610 |
1.9700 |
0.0090 |
0.5% |
1.9742 |
| Low |
1.9555 |
1.9640 |
0.0085 |
0.4% |
1.9355 |
| Close |
1.9609 |
1.9655 |
0.0046 |
0.2% |
1.9411 |
| Range |
0.0055 |
0.0060 |
0.0005 |
9.1% |
0.0387 |
| ATR |
0.0121 |
0.0119 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
68,042 |
59,163 |
-8,879 |
-13.0% |
401,998 |
|
| Daily Pivots for day following 14-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9845 |
1.9810 |
1.9688 |
|
| R3 |
1.9785 |
1.9750 |
1.9672 |
|
| R2 |
1.9725 |
1.9725 |
1.9666 |
|
| R1 |
1.9690 |
1.9690 |
1.9661 |
1.9678 |
| PP |
1.9665 |
1.9665 |
1.9665 |
1.9659 |
| S1 |
1.9630 |
1.9630 |
1.9650 |
1.9618 |
| S2 |
1.9605 |
1.9605 |
1.9644 |
|
| S3 |
1.9545 |
1.9570 |
1.9639 |
|
| S4 |
1.9485 |
1.9510 |
1.9622 |
|
|
| 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 |
1.9700 |
1.9395 |
0.0305 |
1.6% |
0.0077 |
0.4% |
85% |
True |
False |
63,641 |
| 10 |
1.9850 |
1.9355 |
0.0495 |
2.5% |
0.0093 |
0.5% |
61% |
False |
False |
68,780 |
| 20 |
1.9892 |
1.9355 |
0.0537 |
2.7% |
0.0097 |
0.5% |
56% |
False |
False |
74,318 |
| 40 |
2.0145 |
1.9355 |
0.0790 |
4.0% |
0.0097 |
0.5% |
38% |
False |
False |
63,513 |
| 60 |
2.0650 |
1.9355 |
0.1295 |
6.6% |
0.0087 |
0.4% |
23% |
False |
False |
47,692 |
| 80 |
2.1002 |
1.9355 |
0.1647 |
8.4% |
0.0067 |
0.3% |
18% |
False |
False |
35,834 |
| 100 |
2.1002 |
1.9355 |
0.1647 |
8.4% |
0.0053 |
0.3% |
18% |
False |
False |
28,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9955 |
|
2.618 |
1.9857 |
|
1.618 |
1.9797 |
|
1.000 |
1.9760 |
|
0.618 |
1.9737 |
|
HIGH |
1.9700 |
|
0.618 |
1.9677 |
|
0.500 |
1.9670 |
|
0.382 |
1.9663 |
|
LOW |
1.9640 |
|
0.618 |
1.9603 |
|
1.000 |
1.9580 |
|
1.618 |
1.9543 |
|
2.618 |
1.9483 |
|
4.250 |
1.9385 |
|
|
| Fisher Pivots for day following 14-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9670 |
1.9631 |
| PP |
1.9665 |
1.9606 |
| S1 |
1.9660 |
1.9582 |
|