CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 01-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2008 |
01-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9729 |
1.9544 |
-0.0185 |
-0.9% |
1.9692 |
| High |
1.9729 |
1.9544 |
-0.0185 |
-0.9% |
1.9768 |
| Low |
1.9729 |
1.9505 |
-0.0224 |
-1.1% |
1.9505 |
| Close |
1.9729 |
1.9510 |
-0.0219 |
-1.1% |
1.9510 |
| Range |
0.0000 |
0.0039 |
0.0039 |
|
0.0263 |
| ATR |
0.0069 |
0.0080 |
0.0011 |
16.2% |
0.0000 |
| Volume |
68 |
80 |
12 |
17.6% |
724 |
|
| Daily Pivots for day following 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9637 |
1.9612 |
1.9531 |
|
| R3 |
1.9598 |
1.9573 |
1.9521 |
|
| R2 |
1.9559 |
1.9559 |
1.9517 |
|
| R1 |
1.9534 |
1.9534 |
1.9514 |
1.9527 |
| PP |
1.9520 |
1.9520 |
1.9520 |
1.9516 |
| S1 |
1.9495 |
1.9495 |
1.9506 |
1.9488 |
| S2 |
1.9481 |
1.9481 |
1.9503 |
|
| S3 |
1.9442 |
1.9456 |
1.9499 |
|
| S4 |
1.9403 |
1.9417 |
1.9489 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0383 |
2.0210 |
1.9655 |
|
| R3 |
2.0120 |
1.9947 |
1.9582 |
|
| R2 |
1.9857 |
1.9857 |
1.9558 |
|
| R1 |
1.9684 |
1.9684 |
1.9534 |
1.9639 |
| PP |
1.9594 |
1.9594 |
1.9594 |
1.9572 |
| S1 |
1.9421 |
1.9421 |
1.9486 |
1.9376 |
| S2 |
1.9331 |
1.9331 |
1.9462 |
|
| S3 |
1.9068 |
1.9158 |
1.9438 |
|
| S4 |
1.8805 |
1.8895 |
1.9365 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9710 |
|
2.618 |
1.9646 |
|
1.618 |
1.9607 |
|
1.000 |
1.9583 |
|
0.618 |
1.9568 |
|
HIGH |
1.9544 |
|
0.618 |
1.9529 |
|
0.500 |
1.9525 |
|
0.382 |
1.9520 |
|
LOW |
1.9505 |
|
0.618 |
1.9481 |
|
1.000 |
1.9466 |
|
1.618 |
1.9442 |
|
2.618 |
1.9403 |
|
4.250 |
1.9339 |
|
|
| Fisher Pivots for day following 01-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9525 |
1.9637 |
| PP |
1.9520 |
1.9594 |
| S1 |
1.9515 |
1.9552 |
|