CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 17-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2008 |
17-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
2.0000 |
1.9892 |
-0.0108 |
-0.5% |
1.9868 |
| High |
2.0000 |
1.9892 |
-0.0108 |
-0.5% |
2.0000 |
| Low |
1.9951 |
1.9657 |
-0.0294 |
-1.5% |
1.9750 |
| Close |
1.9890 |
1.9694 |
-0.0196 |
-1.0% |
1.9890 |
| Range |
0.0049 |
0.0235 |
0.0186 |
379.6% |
0.0250 |
| ATR |
0.0072 |
0.0084 |
0.0012 |
16.1% |
0.0000 |
| Volume |
1 |
8 |
7 |
700.0% |
47 |
|
| Daily Pivots for day following 17-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0453 |
2.0308 |
1.9823 |
|
| R3 |
2.0218 |
2.0073 |
1.9759 |
|
| R2 |
1.9983 |
1.9983 |
1.9737 |
|
| R1 |
1.9838 |
1.9838 |
1.9716 |
1.9793 |
| PP |
1.9748 |
1.9748 |
1.9748 |
1.9725 |
| S1 |
1.9603 |
1.9603 |
1.9672 |
1.9558 |
| S2 |
1.9513 |
1.9513 |
1.9651 |
|
| S3 |
1.9278 |
1.9368 |
1.9629 |
|
| S4 |
1.9043 |
1.9133 |
1.9565 |
|
|
| 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 |
2.0891 |
|
2.618 |
2.0507 |
|
1.618 |
2.0272 |
|
1.000 |
2.0127 |
|
0.618 |
2.0037 |
|
HIGH |
1.9892 |
|
0.618 |
1.9802 |
|
0.500 |
1.9775 |
|
0.382 |
1.9747 |
|
LOW |
1.9657 |
|
0.618 |
1.9512 |
|
1.000 |
1.9422 |
|
1.618 |
1.9277 |
|
2.618 |
1.9042 |
|
4.250 |
1.8658 |
|
|
| Fisher Pivots for day following 17-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9775 |
1.9829 |
| PP |
1.9748 |
1.9784 |
| S1 |
1.9721 |
1.9739 |
|