CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 13-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2008 |
13-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9945 |
1.9990 |
0.0045 |
0.2% |
1.9521 |
| High |
1.9945 |
1.9990 |
0.0045 |
0.2% |
1.9852 |
| Low |
1.9945 |
1.9990 |
0.0045 |
0.2% |
1.9521 |
| Close |
1.9945 |
1.9991 |
0.0046 |
0.2% |
1.9852 |
| Range |
|
|
|
|
|
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
7 |
2 |
-5 |
-71.4% |
79 |
|
| Daily Pivots for day following 13-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9990 |
1.9991 |
1.9991 |
|
| R3 |
1.9990 |
1.9991 |
1.9991 |
|
| R2 |
1.9990 |
1.9990 |
1.9991 |
|
| R1 |
1.9991 |
1.9991 |
1.9991 |
1.9991 |
| PP |
1.9990 |
1.9990 |
1.9990 |
1.9990 |
| S1 |
1.9991 |
1.9991 |
1.9991 |
1.9991 |
| S2 |
1.9990 |
1.9990 |
1.9991 |
|
| S3 |
1.9990 |
1.9991 |
1.9991 |
|
| S4 |
1.9990 |
1.9991 |
1.9991 |
|
|
| 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 |
1.9990 |
|
2.618 |
1.9990 |
|
1.618 |
1.9990 |
|
1.000 |
1.9990 |
|
0.618 |
1.9990 |
|
HIGH |
1.9990 |
|
0.618 |
1.9990 |
|
0.500 |
1.9990 |
|
0.382 |
1.9990 |
|
LOW |
1.9990 |
|
0.618 |
1.9990 |
|
1.000 |
1.9990 |
|
1.618 |
1.9990 |
|
2.618 |
1.9990 |
|
4.250 |
1.9990 |
|
|
| Fisher Pivots for day following 13-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9991 |
1.9951 |
| PP |
1.9990 |
1.9910 |
| S1 |
1.9990 |
1.9870 |
|