CME British Pound Future June 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 |
2.0008 |
2.0046 |
0.0038 |
0.2% |
1.9693 |
| High |
2.0010 |
2.0100 |
0.0090 |
0.4% |
2.0050 |
| Low |
1.9847 |
1.9995 |
0.0148 |
0.7% |
1.9619 |
| Close |
1.9880 |
2.0091 |
0.0211 |
1.1% |
1.9996 |
| Range |
0.0163 |
0.0105 |
-0.0058 |
-35.6% |
0.0431 |
| ATR |
0.0104 |
0.0112 |
0.0008 |
8.0% |
0.0000 |
| Volume |
23,240 |
19,863 |
-3,377 |
-14.5% |
9,248 |
|
| Daily Pivots for day following 12-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0377 |
2.0339 |
2.0149 |
|
| R3 |
2.0272 |
2.0234 |
2.0120 |
|
| R2 |
2.0167 |
2.0167 |
2.0110 |
|
| R1 |
2.0129 |
2.0129 |
2.0101 |
2.0148 |
| PP |
2.0062 |
2.0062 |
2.0062 |
2.0072 |
| S1 |
2.0024 |
2.0024 |
2.0081 |
2.0043 |
| S2 |
1.9957 |
1.9957 |
2.0072 |
|
| S3 |
1.9852 |
1.9919 |
2.0062 |
|
| S4 |
1.9747 |
1.9814 |
2.0033 |
|
|
| 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 |
2.0100 |
1.9847 |
0.0253 |
1.3% |
0.0101 |
0.5% |
96% |
True |
False |
11,616 |
| 10 |
2.0100 |
1.9619 |
0.0481 |
2.4% |
0.0092 |
0.5% |
98% |
True |
False |
6,259 |
| 20 |
2.0100 |
1.9275 |
0.0825 |
4.1% |
0.0049 |
0.2% |
99% |
True |
False |
3,390 |
| 40 |
2.0100 |
1.9235 |
0.0865 |
4.3% |
0.0029 |
0.1% |
99% |
True |
False |
1,839 |
| 60 |
2.0101 |
1.9235 |
0.0866 |
4.3% |
0.0020 |
0.1% |
99% |
False |
False |
1,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0546 |
|
2.618 |
2.0375 |
|
1.618 |
2.0270 |
|
1.000 |
2.0205 |
|
0.618 |
2.0165 |
|
HIGH |
2.0100 |
|
0.618 |
2.0060 |
|
0.500 |
2.0048 |
|
0.382 |
2.0035 |
|
LOW |
1.9995 |
|
0.618 |
1.9930 |
|
1.000 |
1.9890 |
|
1.618 |
1.9825 |
|
2.618 |
1.9720 |
|
4.250 |
1.9549 |
|
|
| Fisher Pivots for day following 12-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2.0077 |
2.0052 |
| PP |
2.0062 |
2.0013 |
| S1 |
2.0048 |
1.9974 |
|