CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 12-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2008 |
12-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
2.0154 |
2.0178 |
0.0024 |
0.1% |
1.9840 |
| High |
2.0154 |
2.0245 |
0.0091 |
0.5% |
2.0200 |
| Low |
1.9995 |
2.0145 |
0.0150 |
0.8% |
1.9755 |
| Close |
2.0021 |
2.0233 |
0.0212 |
1.1% |
2.0137 |
| Range |
0.0159 |
0.0100 |
-0.0059 |
-37.1% |
0.0445 |
| ATR |
0.0129 |
0.0135 |
0.0007 |
5.3% |
0.0000 |
| Volume |
75,255 |
96,170 |
20,915 |
27.8% |
395,271 |
|
| Daily Pivots for day following 12-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0508 |
2.0470 |
2.0288 |
|
| R3 |
2.0408 |
2.0370 |
2.0261 |
|
| R2 |
2.0308 |
2.0308 |
2.0251 |
|
| R1 |
2.0270 |
2.0270 |
2.0242 |
2.0289 |
| PP |
2.0208 |
2.0208 |
2.0208 |
2.0217 |
| S1 |
2.0170 |
2.0170 |
2.0224 |
2.0189 |
| S2 |
2.0108 |
2.0108 |
2.0215 |
|
| S3 |
2.0008 |
2.0070 |
2.0206 |
|
| S4 |
1.9908 |
1.9970 |
2.0178 |
|
|
| 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 |
2.0245 |
1.9995 |
0.0250 |
1.2% |
0.0111 |
0.5% |
95% |
True |
False |
90,919 |
| 10 |
2.0245 |
1.9755 |
0.0490 |
2.4% |
0.0115 |
0.6% |
98% |
True |
False |
81,018 |
| 20 |
2.0245 |
1.9330 |
0.0915 |
4.5% |
0.0097 |
0.5% |
99% |
True |
False |
75,904 |
| 40 |
2.0245 |
1.9330 |
0.0915 |
4.5% |
0.0100 |
0.5% |
99% |
True |
False |
75,666 |
| 60 |
2.0245 |
1.9330 |
0.0915 |
4.5% |
0.0099 |
0.5% |
99% |
True |
False |
67,812 |
| 80 |
2.0650 |
1.9330 |
0.1320 |
6.5% |
0.0089 |
0.4% |
68% |
False |
False |
53,174 |
| 100 |
2.1002 |
1.9330 |
0.1672 |
8.3% |
0.0072 |
0.4% |
54% |
False |
False |
42,576 |
| 120 |
2.1002 |
1.9330 |
0.1672 |
8.3% |
0.0060 |
0.3% |
54% |
False |
False |
35,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0670 |
|
2.618 |
2.0507 |
|
1.618 |
2.0407 |
|
1.000 |
2.0345 |
|
0.618 |
2.0307 |
|
HIGH |
2.0245 |
|
0.618 |
2.0207 |
|
0.500 |
2.0195 |
|
0.382 |
2.0183 |
|
LOW |
2.0145 |
|
0.618 |
2.0083 |
|
1.000 |
2.0045 |
|
1.618 |
1.9983 |
|
2.618 |
1.9883 |
|
4.250 |
1.9720 |
|
|
| Fisher Pivots for day following 12-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2.0220 |
2.0195 |
| PP |
2.0208 |
2.0158 |
| S1 |
2.0195 |
2.0120 |
|