CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 14-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2008 |
14-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9990 |
2.0000 |
0.0010 |
0.1% |
1.9868 |
| High |
1.9990 |
2.0000 |
0.0010 |
0.1% |
2.0000 |
| Low |
1.9990 |
1.9951 |
-0.0039 |
-0.2% |
1.9750 |
| Close |
1.9991 |
1.9890 |
-0.0101 |
-0.5% |
1.9890 |
| Range |
0.0000 |
0.0049 |
0.0049 |
|
0.0250 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
47 |
|
| Daily Pivots for day following 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0094 |
2.0041 |
1.9917 |
|
| R3 |
2.0045 |
1.9992 |
1.9903 |
|
| R2 |
1.9996 |
1.9996 |
1.9899 |
|
| R1 |
1.9943 |
1.9943 |
1.9894 |
1.9945 |
| PP |
1.9947 |
1.9947 |
1.9947 |
1.9948 |
| S1 |
1.9894 |
1.9894 |
1.9886 |
1.9896 |
| S2 |
1.9898 |
1.9898 |
1.9881 |
|
| S3 |
1.9849 |
1.9845 |
1.9877 |
|
| S4 |
1.9800 |
1.9796 |
1.9863 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0630 |
2.0510 |
2.0028 |
|
| R3 |
2.0380 |
2.0260 |
1.9959 |
|
| R2 |
2.0130 |
2.0130 |
1.9936 |
|
| R1 |
2.0010 |
2.0010 |
1.9913 |
2.0070 |
| PP |
1.9880 |
1.9880 |
1.9880 |
1.9910 |
| S1 |
1.9760 |
1.9760 |
1.9867 |
1.9820 |
| S2 |
1.9630 |
1.9630 |
1.9844 |
|
| S3 |
1.9380 |
1.9510 |
1.9821 |
|
| S4 |
1.9130 |
1.9260 |
1.9753 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0208 |
|
2.618 |
2.0128 |
|
1.618 |
2.0079 |
|
1.000 |
2.0049 |
|
0.618 |
2.0030 |
|
HIGH |
2.0000 |
|
0.618 |
1.9981 |
|
0.500 |
1.9976 |
|
0.382 |
1.9970 |
|
LOW |
1.9951 |
|
0.618 |
1.9921 |
|
1.000 |
1.9902 |
|
1.618 |
1.9872 |
|
2.618 |
1.9823 |
|
4.250 |
1.9743 |
|
|
| Fisher Pivots for day following 14-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9976 |
1.9973 |
| PP |
1.9947 |
1.9945 |
| S1 |
1.9919 |
1.9918 |
|