CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 18-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7627 |
1.7980 |
0.0353 |
2.0% |
1.7631 |
| High |
1.8001 |
1.8050 |
0.0049 |
0.3% |
1.7700 |
| Low |
1.7627 |
1.7980 |
0.0353 |
2.0% |
1.7275 |
| Close |
1.8049 |
1.8031 |
-0.0018 |
-0.1% |
1.7709 |
| Range |
0.0374 |
0.0070 |
-0.0304 |
-81.3% |
0.0425 |
| ATR |
|
|
|
|
|
| Volume |
11 |
19 |
8 |
72.7% |
41 |
|
| Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8230 |
1.8201 |
1.8070 |
|
| R3 |
1.8160 |
1.8131 |
1.8050 |
|
| R2 |
1.8090 |
1.8090 |
1.8044 |
|
| R1 |
1.8061 |
1.8061 |
1.8037 |
1.8076 |
| PP |
1.8020 |
1.8020 |
1.8020 |
1.8028 |
| S1 |
1.7991 |
1.7991 |
1.8025 |
1.8006 |
| S2 |
1.7950 |
1.7950 |
1.8018 |
|
| S3 |
1.7880 |
1.7921 |
1.8012 |
|
| S4 |
1.7810 |
1.7851 |
1.7993 |
|
|
| 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 |
1.8348 |
|
2.618 |
1.8233 |
|
1.618 |
1.8163 |
|
1.000 |
1.8120 |
|
0.618 |
1.8093 |
|
HIGH |
1.8050 |
|
0.618 |
1.8023 |
|
0.500 |
1.8015 |
|
0.382 |
1.8007 |
|
LOW |
1.7980 |
|
0.618 |
1.7937 |
|
1.000 |
1.7910 |
|
1.618 |
1.7867 |
|
2.618 |
1.7797 |
|
4.250 |
1.7683 |
|
|
| Fisher Pivots for day following 18-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.8026 |
1.7962 |
| PP |
1.8020 |
1.7892 |
| S1 |
1.8015 |
1.7823 |
|