CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 24-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2008 |
24-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9663 |
1.9665 |
0.0002 |
0.0% |
1.9894 |
| High |
1.9705 |
1.9742 |
0.0037 |
0.2% |
2.0120 |
| Low |
1.9642 |
1.9640 |
-0.0002 |
0.0% |
1.9642 |
| Close |
1.9691 |
1.9706 |
0.0015 |
0.1% |
1.9691 |
| Range |
0.0063 |
0.0102 |
0.0039 |
61.9% |
0.0478 |
| ATR |
0.0145 |
0.0142 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
114,118 |
69,246 |
-44,872 |
-39.3% |
429,910 |
|
| Daily Pivots for day following 24-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0002 |
1.9956 |
1.9762 |
|
| R3 |
1.9900 |
1.9854 |
1.9734 |
|
| R2 |
1.9798 |
1.9798 |
1.9725 |
|
| R1 |
1.9752 |
1.9752 |
1.9715 |
1.9775 |
| PP |
1.9696 |
1.9696 |
1.9696 |
1.9708 |
| S1 |
1.9650 |
1.9650 |
1.9697 |
1.9673 |
| S2 |
1.9594 |
1.9594 |
1.9687 |
|
| S3 |
1.9492 |
1.9548 |
1.9678 |
|
| S4 |
1.9390 |
1.9446 |
1.9650 |
|
|
| Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1252 |
2.0949 |
1.9954 |
|
| R3 |
2.0774 |
2.0471 |
1.9822 |
|
| R2 |
2.0296 |
2.0296 |
1.9779 |
|
| R1 |
1.9993 |
1.9993 |
1.9735 |
1.9906 |
| PP |
1.9818 |
1.9818 |
1.9818 |
1.9774 |
| S1 |
1.9515 |
1.9515 |
1.9647 |
1.9428 |
| S2 |
1.9340 |
1.9340 |
1.9603 |
|
| S3 |
1.8862 |
1.9037 |
1.9560 |
|
| S4 |
1.8384 |
1.8559 |
1.9428 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0120 |
1.9640 |
0.0480 |
2.4% |
0.0120 |
0.6% |
14% |
False |
True |
99,831 |
| 10 |
2.0230 |
1.9640 |
0.0590 |
3.0% |
0.0127 |
0.6% |
11% |
False |
True |
67,549 |
| 20 |
2.0230 |
1.9510 |
0.0720 |
3.7% |
0.0091 |
0.5% |
27% |
False |
False |
34,424 |
| 40 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0050 |
0.3% |
47% |
False |
False |
17,334 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0034 |
0.2% |
47% |
False |
False |
11,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0176 |
|
2.618 |
2.0009 |
|
1.618 |
1.9907 |
|
1.000 |
1.9844 |
|
0.618 |
1.9805 |
|
HIGH |
1.9742 |
|
0.618 |
1.9703 |
|
0.500 |
1.9691 |
|
0.382 |
1.9679 |
|
LOW |
1.9640 |
|
0.618 |
1.9577 |
|
1.000 |
1.9538 |
|
1.618 |
1.9475 |
|
2.618 |
1.9373 |
|
4.250 |
1.9207 |
|
|
| Fisher Pivots for day following 24-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9701 |
1.9763 |
| PP |
1.9696 |
1.9744 |
| S1 |
1.9691 |
1.9725 |
|