CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 10-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2008 |
10-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9852 |
1.9868 |
0.0016 |
0.1% |
1.9521 |
| High |
1.9852 |
1.9890 |
0.0038 |
0.2% |
1.9852 |
| Low |
1.9852 |
1.9868 |
0.0016 |
0.1% |
1.9521 |
| Close |
1.9852 |
1.9799 |
-0.0053 |
-0.3% |
1.9852 |
| Range |
0.0000 |
0.0022 |
0.0022 |
|
0.0331 |
| ATR |
|
|
|
|
|
| Volume |
22 |
0 |
-22 |
-100.0% |
79 |
|
| Daily Pivots for day following 10-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9918 |
1.9881 |
1.9811 |
|
| R3 |
1.9896 |
1.9859 |
1.9805 |
|
| R2 |
1.9874 |
1.9874 |
1.9803 |
|
| R1 |
1.9837 |
1.9837 |
1.9801 |
1.9845 |
| PP |
1.9852 |
1.9852 |
1.9852 |
1.9856 |
| S1 |
1.9815 |
1.9815 |
1.9797 |
1.9823 |
| S2 |
1.9830 |
1.9830 |
1.9795 |
|
| S3 |
1.9808 |
1.9793 |
1.9793 |
|
| S4 |
1.9786 |
1.9771 |
1.9787 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0735 |
2.0624 |
2.0034 |
|
| R3 |
2.0404 |
2.0293 |
1.9943 |
|
| R2 |
2.0073 |
2.0073 |
1.9913 |
|
| R1 |
1.9962 |
1.9962 |
1.9882 |
2.0018 |
| PP |
1.9742 |
1.9742 |
1.9742 |
1.9769 |
| S1 |
1.9631 |
1.9631 |
1.9822 |
1.9687 |
| S2 |
1.9411 |
1.9411 |
1.9791 |
|
| S3 |
1.9080 |
1.9300 |
1.9761 |
|
| S4 |
1.8749 |
1.8969 |
1.9670 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9984 |
|
2.618 |
1.9948 |
|
1.618 |
1.9926 |
|
1.000 |
1.9912 |
|
0.618 |
1.9904 |
|
HIGH |
1.9890 |
|
0.618 |
1.9882 |
|
0.500 |
1.9879 |
|
0.382 |
1.9876 |
|
LOW |
1.9868 |
|
0.618 |
1.9854 |
|
1.000 |
1.9846 |
|
1.618 |
1.9832 |
|
2.618 |
1.9810 |
|
4.250 |
1.9775 |
|
|
| Fisher Pivots for day following 10-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9879 |
1.9837 |
| PP |
1.9852 |
1.9824 |
| S1 |
1.9826 |
1.9812 |
|