CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 24-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2008 |
24-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.8336 |
1.8442 |
0.0106 |
0.6% |
1.7899 |
| High |
1.8422 |
1.8442 |
0.0020 |
0.1% |
1.8202 |
| Low |
1.8336 |
1.8431 |
0.0095 |
0.5% |
1.7596 |
| Close |
1.8426 |
1.8375 |
-0.0051 |
-0.3% |
1.8164 |
| Range |
0.0086 |
0.0011 |
-0.0075 |
-87.2% |
0.0606 |
| ATR |
0.0159 |
0.0148 |
-0.0010 |
-6.4% |
0.0000 |
| Volume |
5 |
63 |
58 |
1,160.0% |
126 |
|
| Daily Pivots for day following 24-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8449 |
1.8423 |
1.8381 |
|
| R3 |
1.8438 |
1.8412 |
1.8378 |
|
| R2 |
1.8427 |
1.8427 |
1.8377 |
|
| R1 |
1.8401 |
1.8401 |
1.8376 |
1.8409 |
| PP |
1.8416 |
1.8416 |
1.8416 |
1.8420 |
| S1 |
1.8390 |
1.8390 |
1.8374 |
1.8398 |
| S2 |
1.8405 |
1.8405 |
1.8373 |
|
| S3 |
1.8394 |
1.8379 |
1.8372 |
|
| S4 |
1.8383 |
1.8368 |
1.8369 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9805 |
1.9591 |
1.8497 |
|
| R3 |
1.9199 |
1.8985 |
1.8331 |
|
| R2 |
1.8593 |
1.8593 |
1.8275 |
|
| R1 |
1.8379 |
1.8379 |
1.8220 |
1.8486 |
| PP |
1.7987 |
1.7987 |
1.7987 |
1.8041 |
| S1 |
1.7773 |
1.7773 |
1.8108 |
1.7880 |
| S2 |
1.7381 |
1.7381 |
1.8053 |
|
| S3 |
1.6775 |
1.7167 |
1.7997 |
|
| S4 |
1.6169 |
1.6561 |
1.7831 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8489 |
|
2.618 |
1.8471 |
|
1.618 |
1.8460 |
|
1.000 |
1.8453 |
|
0.618 |
1.8449 |
|
HIGH |
1.8442 |
|
0.618 |
1.8438 |
|
0.500 |
1.8437 |
|
0.382 |
1.8435 |
|
LOW |
1.8431 |
|
0.618 |
1.8424 |
|
1.000 |
1.8420 |
|
1.618 |
1.8413 |
|
2.618 |
1.8402 |
|
4.250 |
1.8384 |
|
|
| Fisher Pivots for day following 24-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.8437 |
1.8357 |
| PP |
1.8416 |
1.8339 |
| S1 |
1.8396 |
1.8321 |
|