CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 29-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2008 |
29-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9778 |
1.9727 |
-0.0051 |
-0.3% |
1.9510 |
| High |
1.9778 |
1.9727 |
-0.0051 |
-0.3% |
1.9778 |
| Low |
1.9778 |
1.9700 |
-0.0078 |
-0.4% |
1.9510 |
| Close |
1.9778 |
1.9730 |
-0.0048 |
-0.2% |
1.9730 |
| Range |
0.0000 |
0.0027 |
0.0027 |
|
0.0268 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
697 |
372 |
-325 |
-46.6% |
3,746 |
|
| Daily Pivots for day following 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9800 |
1.9792 |
1.9745 |
|
| R3 |
1.9773 |
1.9765 |
1.9737 |
|
| R2 |
1.9746 |
1.9746 |
1.9735 |
|
| R1 |
1.9738 |
1.9738 |
1.9732 |
1.9742 |
| PP |
1.9719 |
1.9719 |
1.9719 |
1.9721 |
| S1 |
1.9711 |
1.9711 |
1.9728 |
1.9715 |
| S2 |
1.9692 |
1.9692 |
1.9725 |
|
| S3 |
1.9665 |
1.9684 |
1.9723 |
|
| S4 |
1.9638 |
1.9657 |
1.9715 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0477 |
2.0371 |
1.9877 |
|
| R3 |
2.0209 |
2.0103 |
1.9804 |
|
| R2 |
1.9941 |
1.9941 |
1.9779 |
|
| R1 |
1.9835 |
1.9835 |
1.9755 |
1.9888 |
| PP |
1.9673 |
1.9673 |
1.9673 |
1.9699 |
| S1 |
1.9567 |
1.9567 |
1.9705 |
1.9620 |
| S2 |
1.9405 |
1.9405 |
1.9681 |
|
| S3 |
1.9137 |
1.9299 |
1.9656 |
|
| S4 |
1.8869 |
1.9031 |
1.9583 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9842 |
|
2.618 |
1.9798 |
|
1.618 |
1.9771 |
|
1.000 |
1.9754 |
|
0.618 |
1.9744 |
|
HIGH |
1.9727 |
|
0.618 |
1.9717 |
|
0.500 |
1.9714 |
|
0.382 |
1.9710 |
|
LOW |
1.9700 |
|
0.618 |
1.9683 |
|
1.000 |
1.9673 |
|
1.618 |
1.9656 |
|
2.618 |
1.9629 |
|
4.250 |
1.9585 |
|
|
| Fisher Pivots for day following 29-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9725 |
1.9736 |
| PP |
1.9719 |
1.9734 |
| S1 |
1.9714 |
1.9732 |
|