CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 17-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2008 |
17-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
2.0272 |
2.0040 |
-0.0232 |
-1.1% |
2.0193 |
| High |
2.0385 |
2.0056 |
-0.0329 |
-1.6% |
2.0385 |
| Low |
2.0200 |
2.0040 |
-0.0160 |
-0.8% |
1.9995 |
| Close |
2.0216 |
2.0056 |
-0.0160 |
-0.8% |
2.0216 |
| Range |
0.0185 |
0.0016 |
-0.0169 |
-91.4% |
0.0390 |
| ATR |
0.0139 |
0.0142 |
0.0003 |
1.9% |
0.0000 |
| Volume |
58,171 |
21,258 |
-36,913 |
-63.5% |
412,000 |
|
| Daily Pivots for day following 17-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0099 |
2.0093 |
2.0065 |
|
| R3 |
2.0083 |
2.0077 |
2.0060 |
|
| R2 |
2.0067 |
2.0067 |
2.0059 |
|
| R1 |
2.0061 |
2.0061 |
2.0057 |
2.0064 |
| PP |
2.0051 |
2.0051 |
2.0051 |
2.0052 |
| S1 |
2.0045 |
2.0045 |
2.0055 |
2.0048 |
| S2 |
2.0035 |
2.0035 |
2.0053 |
|
| S3 |
2.0019 |
2.0029 |
2.0052 |
|
| S4 |
2.0003 |
2.0013 |
2.0047 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1369 |
2.1182 |
2.0431 |
|
| R3 |
2.0979 |
2.0792 |
2.0323 |
|
| R2 |
2.0589 |
2.0589 |
2.0288 |
|
| R1 |
2.0402 |
2.0402 |
2.0252 |
2.0496 |
| PP |
2.0199 |
2.0199 |
2.0199 |
2.0245 |
| S1 |
2.0012 |
2.0012 |
2.0180 |
2.0106 |
| S2 |
1.9809 |
1.9809 |
2.0145 |
|
| S3 |
1.9419 |
1.9622 |
2.0109 |
|
| S4 |
1.9029 |
1.9232 |
2.0002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0385 |
1.9995 |
0.0390 |
1.9% |
0.0112 |
0.6% |
16% |
False |
False |
69,213 |
| 10 |
2.0385 |
1.9755 |
0.0630 |
3.1% |
0.0113 |
0.6% |
48% |
False |
False |
75,508 |
| 20 |
2.0385 |
1.9330 |
0.1055 |
5.3% |
0.0102 |
0.5% |
69% |
False |
False |
75,339 |
| 40 |
2.0385 |
1.9330 |
0.1055 |
5.3% |
0.0098 |
0.5% |
69% |
False |
False |
73,649 |
| 60 |
2.0385 |
1.9330 |
0.1055 |
5.3% |
0.0099 |
0.5% |
69% |
False |
False |
67,633 |
| 80 |
2.0650 |
1.9330 |
0.1320 |
6.6% |
0.0092 |
0.5% |
55% |
False |
False |
55,332 |
| 100 |
2.1002 |
1.9330 |
0.1672 |
8.3% |
0.0075 |
0.4% |
43% |
False |
False |
44,322 |
| 120 |
2.1002 |
1.9330 |
0.1672 |
8.3% |
0.0062 |
0.3% |
43% |
False |
False |
36,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0124 |
|
2.618 |
2.0098 |
|
1.618 |
2.0082 |
|
1.000 |
2.0072 |
|
0.618 |
2.0066 |
|
HIGH |
2.0056 |
|
0.618 |
2.0050 |
|
0.500 |
2.0048 |
|
0.382 |
2.0046 |
|
LOW |
2.0040 |
|
0.618 |
2.0030 |
|
1.000 |
2.0024 |
|
1.618 |
2.0014 |
|
2.618 |
1.9998 |
|
4.250 |
1.9972 |
|
|
| Fisher Pivots for day following 17-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2.0053 |
2.0213 |
| PP |
2.0051 |
2.0160 |
| S1 |
2.0048 |
2.0108 |
|