CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 21-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2008 |
21-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9402 |
1.9570 |
0.0168 |
0.9% |
1.9434 |
| High |
1.9415 |
1.9607 |
0.0192 |
1.0% |
1.9700 |
| Low |
1.9330 |
1.9520 |
0.0190 |
1.0% |
1.9395 |
| Close |
1.9402 |
1.9588 |
0.0186 |
1.0% |
1.9551 |
| Range |
0.0085 |
0.0087 |
0.0002 |
2.4% |
0.0305 |
| ATR |
0.0118 |
0.0124 |
0.0006 |
5.3% |
0.0000 |
| Volume |
89,327 |
79,821 |
-9,506 |
-10.6% |
280,247 |
|
| Daily Pivots for day following 21-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9833 |
1.9797 |
1.9636 |
|
| R3 |
1.9746 |
1.9710 |
1.9612 |
|
| R2 |
1.9659 |
1.9659 |
1.9604 |
|
| R1 |
1.9623 |
1.9623 |
1.9596 |
1.9641 |
| PP |
1.9572 |
1.9572 |
1.9572 |
1.9581 |
| S1 |
1.9536 |
1.9536 |
1.9580 |
1.9554 |
| S2 |
1.9485 |
1.9485 |
1.9572 |
|
| S3 |
1.9398 |
1.9449 |
1.9564 |
|
| S4 |
1.9311 |
1.9362 |
1.9540 |
|
|
| 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 |
1.9330 |
0.0370 |
1.9% |
0.0073 |
0.4% |
70% |
False |
False |
69,965 |
| 10 |
1.9700 |
1.9330 |
0.0370 |
1.9% |
0.0076 |
0.4% |
70% |
False |
False |
65,320 |
| 20 |
1.9892 |
1.9330 |
0.0562 |
2.9% |
0.0088 |
0.5% |
46% |
False |
False |
68,030 |
| 40 |
2.0055 |
1.9330 |
0.0725 |
3.7% |
0.0095 |
0.5% |
36% |
False |
False |
65,651 |
| 60 |
2.0650 |
1.9330 |
0.1320 |
6.7% |
0.0091 |
0.5% |
20% |
False |
False |
52,499 |
| 80 |
2.1002 |
1.9330 |
0.1672 |
8.5% |
0.0071 |
0.4% |
15% |
False |
False |
39,464 |
| 100 |
2.1002 |
1.9330 |
0.1672 |
8.5% |
0.0057 |
0.3% |
15% |
False |
False |
31,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9977 |
|
2.618 |
1.9835 |
|
1.618 |
1.9748 |
|
1.000 |
1.9694 |
|
0.618 |
1.9661 |
|
HIGH |
1.9607 |
|
0.618 |
1.9574 |
|
0.500 |
1.9564 |
|
0.382 |
1.9553 |
|
LOW |
1.9520 |
|
0.618 |
1.9466 |
|
1.000 |
1.9433 |
|
1.618 |
1.9379 |
|
2.618 |
1.9292 |
|
4.250 |
1.9150 |
|
|
| Fisher Pivots for day following 21-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9580 |
1.9548 |
| PP |
1.9572 |
1.9508 |
| S1 |
1.9564 |
1.9469 |
|