CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 17-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2008 |
17-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7732 |
1.7627 |
-0.0105 |
-0.6% |
1.7631 |
| High |
1.7732 |
1.8001 |
0.0269 |
1.5% |
1.7700 |
| Low |
1.7596 |
1.7627 |
0.0031 |
0.2% |
1.7275 |
| Close |
1.7640 |
1.8049 |
0.0409 |
2.3% |
1.7709 |
| Range |
0.0136 |
0.0374 |
0.0238 |
175.0% |
0.0425 |
| ATR |
|
|
|
|
|
| Volume |
65 |
11 |
-54 |
-83.1% |
41 |
|
| Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9014 |
1.8906 |
1.8255 |
|
| R3 |
1.8640 |
1.8532 |
1.8152 |
|
| R2 |
1.8266 |
1.8266 |
1.8118 |
|
| R1 |
1.8158 |
1.8158 |
1.8083 |
1.8212 |
| PP |
1.7892 |
1.7892 |
1.7892 |
1.7920 |
| S1 |
1.7784 |
1.7784 |
1.8015 |
1.7838 |
| S2 |
1.7518 |
1.7518 |
1.7980 |
|
| S3 |
1.7144 |
1.7410 |
1.7946 |
|
| S4 |
1.6770 |
1.7036 |
1.7843 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8836 |
1.8698 |
1.7943 |
|
| R3 |
1.8411 |
1.8273 |
1.7826 |
|
| R2 |
1.7986 |
1.7986 |
1.7787 |
|
| R1 |
1.7848 |
1.7848 |
1.7748 |
1.7917 |
| PP |
1.7561 |
1.7561 |
1.7561 |
1.7596 |
| S1 |
1.7423 |
1.7423 |
1.7670 |
1.7492 |
| S2 |
1.7136 |
1.7136 |
1.7631 |
|
| S3 |
1.6711 |
1.6998 |
1.7592 |
|
| S4 |
1.6286 |
1.6573 |
1.7475 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9591 |
|
2.618 |
1.8980 |
|
1.618 |
1.8606 |
|
1.000 |
1.8375 |
|
0.618 |
1.8232 |
|
HIGH |
1.8001 |
|
0.618 |
1.7858 |
|
0.500 |
1.7814 |
|
0.382 |
1.7770 |
|
LOW |
1.7627 |
|
0.618 |
1.7396 |
|
1.000 |
1.7253 |
|
1.618 |
1.7022 |
|
2.618 |
1.6648 |
|
4.250 |
1.6038 |
|
|
| Fisher Pivots for day following 17-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7971 |
1.7966 |
| PP |
1.7892 |
1.7882 |
| S1 |
1.7814 |
1.7799 |
|