CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 06-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2008 |
06-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9757 |
2.0025 |
0.0268 |
1.4% |
1.9638 |
| High |
1.9965 |
2.0090 |
0.0125 |
0.6% |
1.9932 |
| Low |
1.9755 |
2.0000 |
0.0245 |
1.2% |
1.9637 |
| Close |
1.9903 |
2.0078 |
0.0175 |
0.9% |
1.9863 |
| Range |
0.0210 |
0.0090 |
-0.0120 |
-57.1% |
0.0295 |
| ATR |
0.0123 |
0.0128 |
0.0005 |
3.7% |
0.0000 |
| Volume |
55,278 |
109,982 |
54,704 |
99.0% |
345,799 |
|
| Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0326 |
2.0292 |
2.0128 |
|
| R3 |
2.0236 |
2.0202 |
2.0103 |
|
| R2 |
2.0146 |
2.0146 |
2.0095 |
|
| R1 |
2.0112 |
2.0112 |
2.0086 |
2.0129 |
| PP |
2.0056 |
2.0056 |
2.0056 |
2.0065 |
| S1 |
2.0022 |
2.0022 |
2.0070 |
2.0039 |
| S2 |
1.9966 |
1.9966 |
2.0062 |
|
| S3 |
1.9876 |
1.9932 |
2.0053 |
|
| S4 |
1.9786 |
1.9842 |
2.0029 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0696 |
2.0574 |
2.0025 |
|
| R3 |
2.0401 |
2.0279 |
1.9944 |
|
| R2 |
2.0106 |
2.0106 |
1.9917 |
|
| R1 |
1.9984 |
1.9984 |
1.9890 |
2.0045 |
| PP |
1.9811 |
1.9811 |
1.9811 |
1.9841 |
| S1 |
1.9689 |
1.9689 |
1.9836 |
1.9750 |
| S2 |
1.9516 |
1.9516 |
1.9809 |
|
| S3 |
1.9221 |
1.9394 |
1.9782 |
|
| S4 |
1.8926 |
1.9099 |
1.9701 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0090 |
1.9755 |
0.0335 |
1.7% |
0.0115 |
0.6% |
96% |
True |
False |
75,749 |
| 10 |
2.0090 |
1.9627 |
0.0463 |
2.3% |
0.0105 |
0.5% |
97% |
True |
False |
75,560 |
| 20 |
2.0090 |
1.9330 |
0.0760 |
3.8% |
0.0091 |
0.5% |
98% |
True |
False |
70,440 |
| 40 |
2.0090 |
1.9330 |
0.0760 |
3.8% |
0.0096 |
0.5% |
98% |
True |
False |
74,067 |
| 60 |
2.0580 |
1.9330 |
0.1250 |
6.2% |
0.0100 |
0.5% |
60% |
False |
False |
64,676 |
| 80 |
2.1002 |
1.9330 |
0.1672 |
8.3% |
0.0083 |
0.4% |
45% |
False |
False |
48,888 |
| 100 |
2.1002 |
1.9330 |
0.1672 |
8.3% |
0.0067 |
0.3% |
45% |
False |
False |
39,133 |
| 120 |
2.1002 |
1.9330 |
0.1672 |
8.3% |
0.0056 |
0.3% |
45% |
False |
False |
32,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0473 |
|
2.618 |
2.0326 |
|
1.618 |
2.0236 |
|
1.000 |
2.0180 |
|
0.618 |
2.0146 |
|
HIGH |
2.0090 |
|
0.618 |
2.0056 |
|
0.500 |
2.0045 |
|
0.382 |
2.0034 |
|
LOW |
2.0000 |
|
0.618 |
1.9944 |
|
1.000 |
1.9910 |
|
1.618 |
1.9854 |
|
2.618 |
1.9764 |
|
4.250 |
1.9618 |
|
|
| Fisher Pivots for day following 06-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2.0067 |
2.0026 |
| PP |
2.0056 |
1.9974 |
| S1 |
2.0045 |
1.9923 |
|