CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 05-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2008 |
05-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9720 |
1.9619 |
-0.0101 |
-0.5% |
1.9510 |
| High |
1.9730 |
1.9820 |
0.0090 |
0.5% |
1.9778 |
| Low |
1.9660 |
1.9619 |
-0.0041 |
-0.2% |
1.9510 |
| Close |
1.9707 |
1.9770 |
0.0063 |
0.3% |
1.9730 |
| Range |
0.0070 |
0.0201 |
0.0131 |
187.1% |
0.0268 |
| ATR |
0.0084 |
0.0093 |
0.0008 |
9.9% |
0.0000 |
| Volume |
1,161 |
1,207 |
46 |
4.0% |
3,746 |
|
| Daily Pivots for day following 05-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0339 |
2.0256 |
1.9881 |
|
| R3 |
2.0138 |
2.0055 |
1.9825 |
|
| R2 |
1.9937 |
1.9937 |
1.9807 |
|
| R1 |
1.9854 |
1.9854 |
1.9788 |
1.9896 |
| PP |
1.9736 |
1.9736 |
1.9736 |
1.9757 |
| S1 |
1.9653 |
1.9653 |
1.9752 |
1.9695 |
| S2 |
1.9535 |
1.9535 |
1.9733 |
|
| S3 |
1.9334 |
1.9452 |
1.9715 |
|
| S4 |
1.9133 |
1.9251 |
1.9659 |
|
|
| 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 |
2.0674 |
|
2.618 |
2.0346 |
|
1.618 |
2.0145 |
|
1.000 |
2.0021 |
|
0.618 |
1.9944 |
|
HIGH |
1.9820 |
|
0.618 |
1.9743 |
|
0.500 |
1.9720 |
|
0.382 |
1.9696 |
|
LOW |
1.9619 |
|
0.618 |
1.9495 |
|
1.000 |
1.9418 |
|
1.618 |
1.9294 |
|
2.618 |
1.9093 |
|
4.250 |
1.8765 |
|
|
| Fisher Pivots for day following 05-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9753 |
1.9753 |
| PP |
1.9736 |
1.9736 |
| S1 |
1.9720 |
1.9720 |
|