CME British Pound Future June 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 |
2.0038 |
2.0008 |
-0.0030 |
-0.1% |
1.9693 |
| High |
2.0038 |
2.0010 |
-0.0028 |
-0.1% |
2.0050 |
| Low |
1.9935 |
1.9847 |
-0.0088 |
-0.4% |
1.9619 |
| Close |
1.9941 |
1.9880 |
-0.0061 |
-0.3% |
1.9996 |
| Range |
0.0103 |
0.0163 |
0.0060 |
58.3% |
0.0431 |
| ATR |
0.0099 |
0.0104 |
0.0005 |
4.6% |
0.0000 |
| Volume |
9,178 |
23,240 |
14,062 |
153.2% |
9,248 |
|
| Daily Pivots for day following 11-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0401 |
2.0304 |
1.9970 |
|
| R3 |
2.0238 |
2.0141 |
1.9925 |
|
| R2 |
2.0075 |
2.0075 |
1.9910 |
|
| R1 |
1.9978 |
1.9978 |
1.9895 |
1.9945 |
| PP |
1.9912 |
1.9912 |
1.9912 |
1.9896 |
| S1 |
1.9815 |
1.9815 |
1.9865 |
1.9782 |
| S2 |
1.9749 |
1.9749 |
1.9850 |
|
| S3 |
1.9586 |
1.9652 |
1.9835 |
|
| S4 |
1.9423 |
1.9489 |
1.9790 |
|
|
| 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% |
0.0120 |
0.6% |
61% |
False |
False |
7,885 |
| 10 |
2.0050 |
1.9619 |
0.0431 |
2.2% |
0.0082 |
0.4% |
61% |
False |
False |
4,391 |
| 20 |
2.0050 |
1.9275 |
0.0775 |
3.9% |
0.0044 |
0.2% |
78% |
False |
False |
2,402 |
| 40 |
2.0050 |
1.9235 |
0.0815 |
4.1% |
0.0026 |
0.1% |
79% |
False |
False |
1,345 |
| 60 |
2.0263 |
1.9235 |
0.1028 |
5.2% |
0.0018 |
0.1% |
63% |
False |
False |
913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0703 |
|
2.618 |
2.0437 |
|
1.618 |
2.0274 |
|
1.000 |
2.0173 |
|
0.618 |
2.0111 |
|
HIGH |
2.0010 |
|
0.618 |
1.9948 |
|
0.500 |
1.9929 |
|
0.382 |
1.9909 |
|
LOW |
1.9847 |
|
0.618 |
1.9746 |
|
1.000 |
1.9684 |
|
1.618 |
1.9583 |
|
2.618 |
1.9420 |
|
4.250 |
1.9154 |
|
|
| Fisher Pivots for day following 11-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9929 |
1.9949 |
| PP |
1.9912 |
1.9926 |
| S1 |
1.9896 |
1.9903 |
|