CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 21-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2007 |
21-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9994 |
2.0096 |
0.0102 |
0.5% |
1.9839 |
| High |
1.9994 |
2.0096 |
0.0102 |
0.5% |
2.0096 |
| Low |
1.9994 |
2.0096 |
0.0102 |
0.5% |
1.9839 |
| Close |
1.9994 |
2.0096 |
0.0102 |
0.5% |
2.0096 |
| Range |
|
|
|
|
|
| ATR |
|
|
|
|
|
| Volume |
150 |
38 |
-112 |
-74.7% |
322 |
|
| Daily Pivots for day following 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0096 |
2.0096 |
2.0096 |
|
| R3 |
2.0096 |
2.0096 |
2.0096 |
|
| R2 |
2.0096 |
2.0096 |
2.0096 |
|
| R1 |
2.0096 |
2.0096 |
2.0096 |
2.0096 |
| PP |
2.0096 |
2.0096 |
2.0096 |
2.0096 |
| S1 |
2.0096 |
2.0096 |
2.0096 |
2.0096 |
| S2 |
2.0096 |
2.0096 |
2.0096 |
|
| S3 |
2.0096 |
2.0096 |
2.0096 |
|
| S4 |
2.0096 |
2.0096 |
2.0096 |
|
|
| Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0781 |
2.0696 |
2.0237 |
|
| R3 |
2.0524 |
2.0439 |
2.0167 |
|
| R2 |
2.0267 |
2.0267 |
2.0143 |
|
| R1 |
2.0182 |
2.0182 |
2.0120 |
2.0225 |
| PP |
2.0010 |
2.0010 |
2.0010 |
2.0032 |
| S1 |
1.9925 |
1.9925 |
2.0072 |
1.9968 |
| S2 |
1.9753 |
1.9753 |
2.0049 |
|
| S3 |
1.9496 |
1.9668 |
2.0025 |
|
| S4 |
1.9239 |
1.9411 |
1.9955 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0096 |
|
2.618 |
2.0096 |
|
1.618 |
2.0096 |
|
1.000 |
2.0096 |
|
0.618 |
2.0096 |
|
HIGH |
2.0096 |
|
0.618 |
2.0096 |
|
0.500 |
2.0096 |
|
0.382 |
2.0096 |
|
LOW |
2.0096 |
|
0.618 |
2.0096 |
|
1.000 |
2.0096 |
|
1.618 |
2.0096 |
|
2.618 |
2.0096 |
|
4.250 |
2.0096 |
|
|
| Fisher Pivots for day following 21-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0096 |
2.0066 |
| PP |
2.0096 |
2.0036 |
| S1 |
2.0096 |
2.0007 |
|