CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 15-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2008 |
15-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9683 |
1.9586 |
-0.0097 |
-0.5% |
1.9434 |
| High |
1.9700 |
1.9622 |
-0.0078 |
-0.4% |
1.9700 |
| Low |
1.9640 |
1.9546 |
-0.0094 |
-0.5% |
1.9395 |
| Close |
1.9655 |
1.9551 |
-0.0104 |
-0.5% |
1.9551 |
| Range |
0.0060 |
0.0076 |
0.0016 |
26.7% |
0.0305 |
| ATR |
0.0119 |
0.0119 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
59,163 |
58,746 |
-417 |
-0.7% |
280,247 |
|
| Daily Pivots for day following 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9801 |
1.9752 |
1.9593 |
|
| R3 |
1.9725 |
1.9676 |
1.9572 |
|
| R2 |
1.9649 |
1.9649 |
1.9565 |
|
| R1 |
1.9600 |
1.9600 |
1.9558 |
1.9587 |
| PP |
1.9573 |
1.9573 |
1.9573 |
1.9566 |
| S1 |
1.9524 |
1.9524 |
1.9544 |
1.9511 |
| S2 |
1.9497 |
1.9497 |
1.9537 |
|
| S3 |
1.9421 |
1.9448 |
1.9530 |
|
| S4 |
1.9345 |
1.9372 |
1.9509 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0464 |
2.0312 |
1.9719 |
|
| R3 |
2.0159 |
2.0007 |
1.9635 |
|
| R2 |
1.9854 |
1.9854 |
1.9607 |
|
| R1 |
1.9702 |
1.9702 |
1.9579 |
1.9778 |
| PP |
1.9549 |
1.9549 |
1.9549 |
1.9587 |
| S1 |
1.9397 |
1.9397 |
1.9523 |
1.9473 |
| S2 |
1.9244 |
1.9244 |
1.9495 |
|
| S3 |
1.8939 |
1.9092 |
1.9467 |
|
| S4 |
1.8634 |
1.8787 |
1.9383 |
|
|
| 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% |
0.0081 |
0.4% |
51% |
False |
False |
56,049 |
| 10 |
1.9742 |
1.9355 |
0.0387 |
2.0% |
0.0075 |
0.4% |
51% |
False |
False |
68,224 |
| 20 |
1.9892 |
1.9355 |
0.0537 |
2.7% |
0.0094 |
0.5% |
36% |
False |
False |
71,959 |
| 40 |
2.0055 |
1.9355 |
0.0700 |
3.6% |
0.0097 |
0.5% |
28% |
False |
False |
63,780 |
| 60 |
2.0650 |
1.9355 |
0.1295 |
6.6% |
0.0088 |
0.5% |
15% |
False |
False |
48,663 |
| 80 |
2.1002 |
1.9355 |
0.1647 |
8.4% |
0.0068 |
0.3% |
12% |
False |
False |
36,568 |
| 100 |
2.1002 |
1.9355 |
0.1647 |
8.4% |
0.0054 |
0.3% |
12% |
False |
False |
29,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9945 |
|
2.618 |
1.9821 |
|
1.618 |
1.9745 |
|
1.000 |
1.9698 |
|
0.618 |
1.9669 |
|
HIGH |
1.9622 |
|
0.618 |
1.9593 |
|
0.500 |
1.9584 |
|
0.382 |
1.9575 |
|
LOW |
1.9546 |
|
0.618 |
1.9499 |
|
1.000 |
1.9470 |
|
1.618 |
1.9423 |
|
2.618 |
1.9347 |
|
4.250 |
1.9223 |
|
|
| Fisher Pivots for day following 15-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9584 |
1.9623 |
| PP |
1.9573 |
1.9599 |
| S1 |
1.9562 |
1.9575 |
|