CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 10-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2008 |
10-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
2.0162 |
2.0193 |
0.0031 |
0.2% |
1.9840 |
| High |
2.0200 |
2.0193 |
-0.0007 |
0.0% |
2.0200 |
| Low |
2.0108 |
2.0080 |
-0.0028 |
-0.1% |
1.9755 |
| Close |
2.0137 |
2.0085 |
-0.0052 |
-0.3% |
2.0137 |
| Range |
0.0092 |
0.0113 |
0.0021 |
22.8% |
0.0445 |
| ATR |
0.0127 |
0.0126 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
85,999 |
87,191 |
1,192 |
1.4% |
395,271 |
|
| Daily Pivots for day following 10-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0458 |
2.0385 |
2.0147 |
|
| R3 |
2.0345 |
2.0272 |
2.0116 |
|
| R2 |
2.0232 |
2.0232 |
2.0106 |
|
| R1 |
2.0159 |
2.0159 |
2.0095 |
2.0139 |
| PP |
2.0119 |
2.0119 |
2.0119 |
2.0110 |
| S1 |
2.0046 |
2.0046 |
2.0075 |
2.0026 |
| S2 |
2.0006 |
2.0006 |
2.0064 |
|
| S3 |
1.9893 |
1.9933 |
2.0054 |
|
| S4 |
1.9780 |
1.9820 |
2.0023 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1366 |
2.1196 |
2.0382 |
|
| R3 |
2.0921 |
2.0751 |
2.0259 |
|
| R2 |
2.0476 |
2.0476 |
2.0219 |
|
| R1 |
2.0306 |
2.0306 |
2.0178 |
2.0391 |
| PP |
2.0031 |
2.0031 |
2.0031 |
2.0073 |
| S1 |
1.9861 |
1.9861 |
2.0096 |
1.9946 |
| S2 |
1.9586 |
1.9586 |
2.0055 |
|
| S3 |
1.9141 |
1.9416 |
2.0015 |
|
| S4 |
1.8696 |
1.8971 |
1.9892 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0200 |
1.9755 |
0.0445 |
2.2% |
0.0115 |
0.6% |
74% |
False |
False |
81,804 |
| 10 |
2.0200 |
1.9692 |
0.0508 |
2.5% |
0.0116 |
0.6% |
77% |
False |
False |
77,269 |
| 20 |
2.0200 |
1.9330 |
0.0870 |
4.3% |
0.0095 |
0.5% |
87% |
False |
False |
72,048 |
| 40 |
2.0200 |
1.9330 |
0.0870 |
4.3% |
0.0097 |
0.5% |
87% |
False |
False |
75,475 |
| 60 |
2.0580 |
1.9330 |
0.1250 |
6.2% |
0.0100 |
0.5% |
60% |
False |
False |
67,091 |
| 80 |
2.0650 |
1.9330 |
0.1320 |
6.6% |
0.0085 |
0.4% |
57% |
False |
False |
51,039 |
| 100 |
2.1002 |
1.9330 |
0.1672 |
8.3% |
0.0069 |
0.3% |
45% |
False |
False |
40,862 |
| 120 |
2.1002 |
1.9330 |
0.1672 |
8.3% |
0.0058 |
0.3% |
45% |
False |
False |
34,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0673 |
|
2.618 |
2.0489 |
|
1.618 |
2.0376 |
|
1.000 |
2.0306 |
|
0.618 |
2.0263 |
|
HIGH |
2.0193 |
|
0.618 |
2.0150 |
|
0.500 |
2.0137 |
|
0.382 |
2.0123 |
|
LOW |
2.0080 |
|
0.618 |
2.0010 |
|
1.000 |
1.9967 |
|
1.618 |
1.9897 |
|
2.618 |
1.9784 |
|
4.250 |
1.9600 |
|
|
| Fisher Pivots for day following 10-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2.0137 |
2.0100 |
| PP |
2.0119 |
2.0095 |
| S1 |
2.0102 |
2.0090 |
|