CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 18-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2008 |
18-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9894 |
1.9999 |
0.0105 |
0.5% |
2.0038 |
| High |
1.9950 |
2.0120 |
0.0170 |
0.9% |
2.0230 |
| Low |
1.9845 |
1.9999 |
0.0154 |
0.8% |
1.9847 |
| Close |
1.9863 |
2.0030 |
0.0167 |
0.8% |
2.0059 |
| Range |
0.0105 |
0.0121 |
0.0016 |
15.2% |
0.0383 |
| ATR |
0.0126 |
0.0136 |
0.0009 |
7.4% |
0.0000 |
| Volume |
115,602 |
85,698 |
-29,904 |
-25.9% |
176,342 |
|
| Daily Pivots for day following 18-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0413 |
2.0342 |
2.0097 |
|
| R3 |
2.0292 |
2.0221 |
2.0063 |
|
| R2 |
2.0171 |
2.0171 |
2.0052 |
|
| R1 |
2.0100 |
2.0100 |
2.0041 |
2.0136 |
| PP |
2.0050 |
2.0050 |
2.0050 |
2.0067 |
| S1 |
1.9979 |
1.9979 |
2.0019 |
2.0015 |
| S2 |
1.9929 |
1.9929 |
2.0008 |
|
| S3 |
1.9808 |
1.9858 |
1.9997 |
|
| S4 |
1.9687 |
1.9737 |
1.9963 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1194 |
2.1010 |
2.0270 |
|
| R3 |
2.0811 |
2.0627 |
2.0164 |
|
| R2 |
2.0428 |
2.0428 |
2.0129 |
|
| R1 |
2.0244 |
2.0244 |
2.0094 |
2.0336 |
| PP |
2.0045 |
2.0045 |
2.0045 |
2.0092 |
| S1 |
1.9861 |
1.9861 |
2.0024 |
1.9953 |
| S2 |
1.9662 |
1.9662 |
1.9989 |
|
| S3 |
1.9279 |
1.9478 |
1.9954 |
|
| S4 |
1.8896 |
1.9095 |
1.9848 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0230 |
1.9845 |
0.0385 |
1.9% |
0.0125 |
0.6% |
48% |
False |
False |
69,044 |
| 10 |
2.0230 |
1.9619 |
0.0611 |
3.1% |
0.0122 |
0.6% |
67% |
False |
False |
38,465 |
| 20 |
2.0230 |
1.9275 |
0.0955 |
4.8% |
0.0075 |
0.4% |
79% |
False |
False |
19,610 |
| 40 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0041 |
0.2% |
80% |
False |
False |
9,924 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0028 |
0.1% |
80% |
False |
False |
6,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0634 |
|
2.618 |
2.0437 |
|
1.618 |
2.0316 |
|
1.000 |
2.0241 |
|
0.618 |
2.0195 |
|
HIGH |
2.0120 |
|
0.618 |
2.0074 |
|
0.500 |
2.0060 |
|
0.382 |
2.0045 |
|
LOW |
1.9999 |
|
0.618 |
1.9924 |
|
1.000 |
1.9878 |
|
1.618 |
1.9803 |
|
2.618 |
1.9682 |
|
4.250 |
1.9485 |
|
|
| Fisher Pivots for day following 18-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2.0060 |
2.0038 |
| PP |
2.0050 |
2.0035 |
| S1 |
2.0040 |
2.0033 |
|