CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 28-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2008 |
28-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9844 |
1.9835 |
-0.0009 |
0.0% |
1.9483 |
| High |
1.9915 |
1.9932 |
0.0017 |
0.1% |
1.9685 |
| Low |
1.9800 |
1.9820 |
0.0020 |
0.1% |
1.9330 |
| Close |
1.9819 |
1.9907 |
0.0088 |
0.4% |
1.9660 |
| Range |
0.0115 |
0.0112 |
-0.0003 |
-2.6% |
0.0355 |
| ATR |
0.0122 |
0.0121 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
80,872 |
86,829 |
5,957 |
7.4% |
332,453 |
|
| Daily Pivots for day following 28-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0222 |
2.0177 |
1.9969 |
|
| R3 |
2.0110 |
2.0065 |
1.9938 |
|
| R2 |
1.9998 |
1.9998 |
1.9928 |
|
| R1 |
1.9953 |
1.9953 |
1.9917 |
1.9976 |
| PP |
1.9886 |
1.9886 |
1.9886 |
1.9898 |
| S1 |
1.9841 |
1.9841 |
1.9897 |
1.9864 |
| S2 |
1.9774 |
1.9774 |
1.9886 |
|
| S3 |
1.9662 |
1.9729 |
1.9876 |
|
| S4 |
1.9550 |
1.9617 |
1.9845 |
|
|
| Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0623 |
2.0497 |
1.9855 |
|
| R3 |
2.0268 |
2.0142 |
1.9758 |
|
| R2 |
1.9913 |
1.9913 |
1.9725 |
|
| R1 |
1.9787 |
1.9787 |
1.9693 |
1.9850 |
| PP |
1.9558 |
1.9558 |
1.9558 |
1.9590 |
| S1 |
1.9432 |
1.9432 |
1.9627 |
1.9495 |
| S2 |
1.9203 |
1.9203 |
1.9595 |
|
| S3 |
1.8848 |
1.9077 |
1.9562 |
|
| S4 |
1.8493 |
1.8722 |
1.9465 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9932 |
1.9627 |
0.0305 |
1.5% |
0.0096 |
0.5% |
92% |
True |
False |
75,372 |
| 10 |
1.9932 |
1.9330 |
0.0602 |
3.0% |
0.0084 |
0.4% |
96% |
True |
False |
72,668 |
| 20 |
1.9932 |
1.9330 |
0.0602 |
3.0% |
0.0089 |
0.4% |
96% |
True |
False |
70,664 |
| 40 |
1.9932 |
1.9330 |
0.0602 |
3.0% |
0.0093 |
0.5% |
96% |
True |
False |
71,416 |
| 60 |
2.0601 |
1.9330 |
0.1271 |
6.4% |
0.0094 |
0.5% |
45% |
False |
False |
58,715 |
| 80 |
2.1002 |
1.9330 |
0.1672 |
8.4% |
0.0076 |
0.4% |
35% |
False |
False |
44,167 |
| 100 |
2.1002 |
1.9330 |
0.1672 |
8.4% |
0.0061 |
0.3% |
35% |
False |
False |
35,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0408 |
|
2.618 |
2.0225 |
|
1.618 |
2.0113 |
|
1.000 |
2.0044 |
|
0.618 |
2.0001 |
|
HIGH |
1.9932 |
|
0.618 |
1.9889 |
|
0.500 |
1.9876 |
|
0.382 |
1.9863 |
|
LOW |
1.9820 |
|
0.618 |
1.9751 |
|
1.000 |
1.9708 |
|
1.618 |
1.9639 |
|
2.618 |
1.9527 |
|
4.250 |
1.9344 |
|
|
| Fisher Pivots for day following 28-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9897 |
1.9875 |
| PP |
1.9886 |
1.9844 |
| S1 |
1.9876 |
1.9812 |
|