CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 11-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2008 |
11-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
2.0193 |
2.0154 |
-0.0039 |
-0.2% |
1.9840 |
| High |
2.0193 |
2.0154 |
-0.0039 |
-0.2% |
2.0200 |
| Low |
2.0080 |
1.9995 |
-0.0085 |
-0.4% |
1.9755 |
| Close |
2.0085 |
2.0021 |
-0.0064 |
-0.3% |
2.0137 |
| Range |
0.0113 |
0.0159 |
0.0046 |
40.7% |
0.0445 |
| ATR |
0.0126 |
0.0129 |
0.0002 |
1.9% |
0.0000 |
| Volume |
87,191 |
75,255 |
-11,936 |
-13.7% |
395,271 |
|
| Daily Pivots for day following 11-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0534 |
2.0436 |
2.0108 |
|
| R3 |
2.0375 |
2.0277 |
2.0065 |
|
| R2 |
2.0216 |
2.0216 |
2.0050 |
|
| R1 |
2.0118 |
2.0118 |
2.0036 |
2.0088 |
| PP |
2.0057 |
2.0057 |
2.0057 |
2.0041 |
| S1 |
1.9959 |
1.9959 |
2.0006 |
1.9929 |
| S2 |
1.9898 |
1.9898 |
1.9992 |
|
| S3 |
1.9739 |
1.9800 |
1.9977 |
|
| S4 |
1.9580 |
1.9641 |
1.9934 |
|
|
| 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% |
0.0133 |
0.7% |
60% |
False |
False |
82,741 |
| 10 |
2.0200 |
1.9755 |
0.0445 |
2.2% |
0.0117 |
0.6% |
60% |
False |
False |
79,489 |
| 20 |
2.0200 |
1.9330 |
0.0870 |
4.3% |
0.0099 |
0.5% |
79% |
False |
False |
73,635 |
| 40 |
2.0200 |
1.9330 |
0.0870 |
4.3% |
0.0100 |
0.5% |
79% |
False |
False |
74,740 |
| 60 |
2.0350 |
1.9330 |
0.1020 |
5.1% |
0.0098 |
0.5% |
68% |
False |
False |
67,124 |
| 80 |
2.0650 |
1.9330 |
0.1320 |
6.6% |
0.0087 |
0.4% |
52% |
False |
False |
51,978 |
| 100 |
2.1002 |
1.9330 |
0.1672 |
8.4% |
0.0071 |
0.4% |
41% |
False |
False |
41,615 |
| 120 |
2.1002 |
1.9330 |
0.1672 |
8.4% |
0.0059 |
0.3% |
41% |
False |
False |
34,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0830 |
|
2.618 |
2.0570 |
|
1.618 |
2.0411 |
|
1.000 |
2.0313 |
|
0.618 |
2.0252 |
|
HIGH |
2.0154 |
|
0.618 |
2.0093 |
|
0.500 |
2.0075 |
|
0.382 |
2.0056 |
|
LOW |
1.9995 |
|
0.618 |
1.9897 |
|
1.000 |
1.9836 |
|
1.618 |
1.9738 |
|
2.618 |
1.9579 |
|
4.250 |
1.9319 |
|
|
| Fisher Pivots for day following 11-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2.0075 |
2.0098 |
| PP |
2.0057 |
2.0072 |
| S1 |
2.0039 |
2.0047 |
|