CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 26-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2008 |
26-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9786 |
1.9860 |
0.0074 |
0.4% |
1.9894 |
| High |
1.9883 |
1.9950 |
0.0067 |
0.3% |
2.0120 |
| Low |
1.9786 |
1.9795 |
0.0009 |
0.0% |
1.9642 |
| Close |
1.9865 |
1.9929 |
0.0064 |
0.3% |
1.9691 |
| Range |
0.0097 |
0.0155 |
0.0058 |
59.8% |
0.0478 |
| ATR |
0.0144 |
0.0145 |
0.0001 |
0.5% |
0.0000 |
| Volume |
30,631 |
76,567 |
45,936 |
150.0% |
429,910 |
|
| Daily Pivots for day following 26-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0356 |
2.0298 |
2.0014 |
|
| R3 |
2.0201 |
2.0143 |
1.9972 |
|
| R2 |
2.0046 |
2.0046 |
1.9957 |
|
| R1 |
1.9988 |
1.9988 |
1.9943 |
2.0017 |
| PP |
1.9891 |
1.9891 |
1.9891 |
1.9906 |
| S1 |
1.9833 |
1.9833 |
1.9915 |
1.9862 |
| S2 |
1.9736 |
1.9736 |
1.9901 |
|
| S3 |
1.9581 |
1.9678 |
1.9886 |
|
| S4 |
1.9426 |
1.9523 |
1.9844 |
|
|
| 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 |
1.9950 |
1.9640 |
0.0310 |
1.6% |
0.0125 |
0.6% |
93% |
True |
False |
81,010 |
| 10 |
2.0230 |
1.9640 |
0.0590 |
3.0% |
0.0125 |
0.6% |
49% |
False |
False |
75,027 |
| 20 |
2.0230 |
1.9619 |
0.0611 |
3.1% |
0.0103 |
0.5% |
51% |
False |
False |
39,709 |
| 40 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0056 |
0.3% |
70% |
False |
False |
19,994 |
| 60 |
2.0230 |
1.9235 |
0.0995 |
5.0% |
0.0038 |
0.2% |
70% |
False |
False |
13,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0609 |
|
2.618 |
2.0356 |
|
1.618 |
2.0201 |
|
1.000 |
2.0105 |
|
0.618 |
2.0046 |
|
HIGH |
1.9950 |
|
0.618 |
1.9891 |
|
0.500 |
1.9873 |
|
0.382 |
1.9854 |
|
LOW |
1.9795 |
|
0.618 |
1.9699 |
|
1.000 |
1.9640 |
|
1.618 |
1.9544 |
|
2.618 |
1.9389 |
|
4.250 |
1.9136 |
|
|
| Fisher Pivots for day following 26-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9910 |
1.9884 |
| PP |
1.9891 |
1.9840 |
| S1 |
1.9873 |
1.9795 |
|