CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 06-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2008 |
06-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7612 |
1.7470 |
-0.0142 |
-0.8% |
1.8089 |
| High |
1.7706 |
1.7470 |
-0.0236 |
-1.3% |
1.8089 |
| Low |
1.7506 |
1.7270 |
-0.0236 |
-1.3% |
1.7500 |
| Close |
1.7661 |
1.7296 |
-0.0365 |
-2.1% |
1.7661 |
| Range |
0.0200 |
0.0200 |
0.0000 |
0.0% |
0.0589 |
| ATR |
0.0181 |
0.0196 |
0.0015 |
8.3% |
0.0000 |
| Volume |
108 |
159 |
51 |
47.2% |
861 |
|
| Daily Pivots for day following 06-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7945 |
1.7821 |
1.7406 |
|
| R3 |
1.7745 |
1.7621 |
1.7351 |
|
| R2 |
1.7545 |
1.7545 |
1.7333 |
|
| R1 |
1.7421 |
1.7421 |
1.7314 |
1.7383 |
| PP |
1.7345 |
1.7345 |
1.7345 |
1.7327 |
| S1 |
1.7221 |
1.7221 |
1.7278 |
1.7183 |
| S2 |
1.7145 |
1.7145 |
1.7259 |
|
| S3 |
1.6945 |
1.7021 |
1.7241 |
|
| S4 |
1.6745 |
1.6821 |
1.7186 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9517 |
1.9178 |
1.7985 |
|
| R3 |
1.8928 |
1.8589 |
1.7823 |
|
| R2 |
1.8339 |
1.8339 |
1.7769 |
|
| R1 |
1.8000 |
1.8000 |
1.7715 |
1.7875 |
| PP |
1.7750 |
1.7750 |
1.7750 |
1.7688 |
| S1 |
1.7411 |
1.7411 |
1.7607 |
1.7286 |
| S2 |
1.7161 |
1.7161 |
1.7553 |
|
| S3 |
1.6572 |
1.6822 |
1.7499 |
|
| S4 |
1.5983 |
1.6233 |
1.7337 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8320 |
|
2.618 |
1.7994 |
|
1.618 |
1.7794 |
|
1.000 |
1.7670 |
|
0.618 |
1.7594 |
|
HIGH |
1.7470 |
|
0.618 |
1.7394 |
|
0.500 |
1.7370 |
|
0.382 |
1.7346 |
|
LOW |
1.7270 |
|
0.618 |
1.7146 |
|
1.000 |
1.7070 |
|
1.618 |
1.6946 |
|
2.618 |
1.6746 |
|
4.250 |
1.6420 |
|
|
| Fisher Pivots for day following 06-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7370 |
1.7488 |
| PP |
1.7345 |
1.7424 |
| S1 |
1.7321 |
1.7360 |
|