CME British Pound Future June 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 |
2.0035 |
2.0038 |
0.0003 |
0.0% |
1.9693 |
| High |
2.0050 |
2.0038 |
-0.0012 |
-0.1% |
2.0050 |
| Low |
1.9970 |
1.9935 |
-0.0035 |
-0.2% |
1.9619 |
| Close |
1.9996 |
1.9941 |
-0.0055 |
-0.3% |
1.9996 |
| Range |
0.0080 |
0.0103 |
0.0023 |
28.8% |
0.0431 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
0.3% |
0.0000 |
| Volume |
3,726 |
9,178 |
5,452 |
146.3% |
9,248 |
|
| Daily Pivots for day following 10-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0280 |
2.0214 |
1.9998 |
|
| R3 |
2.0177 |
2.0111 |
1.9969 |
|
| R2 |
2.0074 |
2.0074 |
1.9960 |
|
| R1 |
2.0008 |
2.0008 |
1.9950 |
1.9990 |
| PP |
1.9971 |
1.9971 |
1.9971 |
1.9962 |
| S1 |
1.9905 |
1.9905 |
1.9932 |
1.9887 |
| S2 |
1.9868 |
1.9868 |
1.9922 |
|
| S3 |
1.9765 |
1.9802 |
1.9913 |
|
| S4 |
1.9662 |
1.9699 |
1.9884 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1181 |
2.1020 |
2.0233 |
|
| R3 |
2.0750 |
2.0589 |
2.0115 |
|
| R2 |
2.0319 |
2.0319 |
2.0075 |
|
| R1 |
2.0158 |
2.0158 |
2.0036 |
2.0239 |
| PP |
1.9888 |
1.9888 |
1.9888 |
1.9929 |
| S1 |
1.9727 |
1.9727 |
1.9956 |
1.9808 |
| S2 |
1.9457 |
1.9457 |
1.9917 |
|
| S3 |
1.9026 |
1.9296 |
1.9877 |
|
| S4 |
1.8595 |
1.8865 |
1.9759 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0050 |
1.9619 |
0.0431 |
2.2% |
0.0101 |
0.5% |
75% |
False |
False |
3,469 |
| 10 |
2.0050 |
1.9619 |
0.0431 |
2.2% |
0.0065 |
0.3% |
75% |
False |
False |
2,126 |
| 20 |
2.0050 |
1.9275 |
0.0775 |
3.9% |
0.0037 |
0.2% |
86% |
False |
False |
1,243 |
| 40 |
2.0050 |
1.9235 |
0.0815 |
4.1% |
0.0022 |
0.1% |
87% |
False |
False |
766 |
| 60 |
2.0334 |
1.9235 |
0.1099 |
5.5% |
0.0015 |
0.1% |
64% |
False |
False |
526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0476 |
|
2.618 |
2.0308 |
|
1.618 |
2.0205 |
|
1.000 |
2.0141 |
|
0.618 |
2.0102 |
|
HIGH |
2.0038 |
|
0.618 |
1.9999 |
|
0.500 |
1.9987 |
|
0.382 |
1.9974 |
|
LOW |
1.9935 |
|
0.618 |
1.9871 |
|
1.000 |
1.9832 |
|
1.618 |
1.9768 |
|
2.618 |
1.9665 |
|
4.250 |
1.9497 |
|
|
| Fisher Pivots for day following 10-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9987 |
1.9970 |
| PP |
1.9971 |
1.9960 |
| S1 |
1.9956 |
1.9951 |
|