CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 25-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2008 |
25-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9665 |
1.9786 |
0.0121 |
0.6% |
1.9894 |
| High |
1.9742 |
1.9883 |
0.0141 |
0.7% |
2.0120 |
| Low |
1.9640 |
1.9786 |
0.0146 |
0.7% |
1.9642 |
| Close |
1.9706 |
1.9865 |
0.0159 |
0.8% |
1.9691 |
| Range |
0.0102 |
0.0097 |
-0.0005 |
-4.9% |
0.0478 |
| ATR |
0.0142 |
0.0144 |
0.0003 |
1.8% |
0.0000 |
| Volume |
69,246 |
30,631 |
-38,615 |
-55.8% |
429,910 |
|
| Daily Pivots for day following 25-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0136 |
2.0097 |
1.9918 |
|
| R3 |
2.0039 |
2.0000 |
1.9892 |
|
| R2 |
1.9942 |
1.9942 |
1.9883 |
|
| R1 |
1.9903 |
1.9903 |
1.9874 |
1.9923 |
| PP |
1.9845 |
1.9845 |
1.9845 |
1.9854 |
| S1 |
1.9806 |
1.9806 |
1.9856 |
1.9826 |
| S2 |
1.9748 |
1.9748 |
1.9847 |
|
| S3 |
1.9651 |
1.9709 |
1.9838 |
|
| S4 |
1.9554 |
1.9612 |
1.9812 |
|
|
| 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% |
0.0119 |
0.6% |
47% |
False |
False |
82,837 |
| 10 |
2.0230 |
1.9640 |
0.0590 |
3.0% |
0.0126 |
0.6% |
38% |
False |
False |
69,695 |
| 20 |
2.0230 |
1.9619 |
0.0611 |
3.1% |
0.0096 |
0.5% |
40% |
False |
False |
35,910 |
| 40 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0052 |
0.3% |
63% |
False |
False |
18,086 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0036 |
0.2% |
63% |
False |
False |
12,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0295 |
|
2.618 |
2.0137 |
|
1.618 |
2.0040 |
|
1.000 |
1.9980 |
|
0.618 |
1.9943 |
|
HIGH |
1.9883 |
|
0.618 |
1.9846 |
|
0.500 |
1.9835 |
|
0.382 |
1.9823 |
|
LOW |
1.9786 |
|
0.618 |
1.9726 |
|
1.000 |
1.9689 |
|
1.618 |
1.9629 |
|
2.618 |
1.9532 |
|
4.250 |
1.9374 |
|
|
| Fisher Pivots for day following 25-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9855 |
1.9831 |
| PP |
1.9845 |
1.9796 |
| S1 |
1.9835 |
1.9762 |
|