CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 02-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2008 |
02-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7842 |
1.7574 |
-0.0268 |
-1.5% |
1.8280 |
| High |
1.7842 |
1.7614 |
-0.0228 |
-1.3% |
1.8480 |
| Low |
1.7642 |
1.7500 |
-0.0142 |
-0.8% |
1.8200 |
| Close |
1.7711 |
1.7576 |
-0.0135 |
-0.8% |
1.8292 |
| Range |
0.0200 |
0.0114 |
-0.0086 |
-43.0% |
0.0280 |
| ATR |
0.0177 |
0.0180 |
0.0002 |
1.4% |
0.0000 |
| Volume |
87 |
239 |
152 |
174.7% |
376 |
|
| Daily Pivots for day following 02-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7905 |
1.7855 |
1.7639 |
|
| R3 |
1.7791 |
1.7741 |
1.7607 |
|
| R2 |
1.7677 |
1.7677 |
1.7597 |
|
| R1 |
1.7627 |
1.7627 |
1.7586 |
1.7652 |
| PP |
1.7563 |
1.7563 |
1.7563 |
1.7576 |
| S1 |
1.7513 |
1.7513 |
1.7566 |
1.7538 |
| S2 |
1.7449 |
1.7449 |
1.7555 |
|
| S3 |
1.7335 |
1.7399 |
1.7545 |
|
| S4 |
1.7221 |
1.7285 |
1.7513 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9164 |
1.9008 |
1.8446 |
|
| R3 |
1.8884 |
1.8728 |
1.8369 |
|
| R2 |
1.8604 |
1.8604 |
1.8343 |
|
| R1 |
1.8448 |
1.8448 |
1.8318 |
1.8526 |
| PP |
1.8324 |
1.8324 |
1.8324 |
1.8363 |
| S1 |
1.8168 |
1.8168 |
1.8266 |
1.8246 |
| S2 |
1.8044 |
1.8044 |
1.8241 |
|
| S3 |
1.7764 |
1.7888 |
1.8215 |
|
| S4 |
1.7484 |
1.7608 |
1.8138 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8099 |
|
2.618 |
1.7912 |
|
1.618 |
1.7798 |
|
1.000 |
1.7728 |
|
0.618 |
1.7684 |
|
HIGH |
1.7614 |
|
0.618 |
1.7570 |
|
0.500 |
1.7557 |
|
0.382 |
1.7544 |
|
LOW |
1.7500 |
|
0.618 |
1.7430 |
|
1.000 |
1.7386 |
|
1.618 |
1.7316 |
|
2.618 |
1.7202 |
|
4.250 |
1.7016 |
|
|
| Fisher Pivots for day following 02-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7570 |
1.7775 |
| PP |
1.7563 |
1.7709 |
| S1 |
1.7557 |
1.7642 |
|