CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 18-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2008 |
18-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9892 |
1.9663 |
-0.0229 |
-1.2% |
1.9868 |
| High |
1.9892 |
1.9887 |
-0.0005 |
0.0% |
2.0000 |
| Low |
1.9657 |
1.9663 |
0.0006 |
0.0% |
1.9750 |
| Close |
1.9694 |
1.9866 |
0.0172 |
0.9% |
1.9890 |
| Range |
0.0235 |
0.0224 |
-0.0011 |
-4.7% |
0.0250 |
| ATR |
0.0084 |
0.0094 |
0.0010 |
11.9% |
0.0000 |
| Volume |
8 |
56 |
48 |
600.0% |
47 |
|
| Daily Pivots for day following 18-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0477 |
2.0396 |
1.9989 |
|
| R3 |
2.0253 |
2.0172 |
1.9928 |
|
| R2 |
2.0029 |
2.0029 |
1.9907 |
|
| R1 |
1.9948 |
1.9948 |
1.9887 |
1.9989 |
| PP |
1.9805 |
1.9805 |
1.9805 |
1.9826 |
| S1 |
1.9724 |
1.9724 |
1.9845 |
1.9765 |
| S2 |
1.9581 |
1.9581 |
1.9825 |
|
| S3 |
1.9357 |
1.9500 |
1.9804 |
|
| S4 |
1.9133 |
1.9276 |
1.9743 |
|
|
| 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 |
2.0839 |
|
2.618 |
2.0473 |
|
1.618 |
2.0249 |
|
1.000 |
2.0111 |
|
0.618 |
2.0025 |
|
HIGH |
1.9887 |
|
0.618 |
1.9801 |
|
0.500 |
1.9775 |
|
0.382 |
1.9749 |
|
LOW |
1.9663 |
|
0.618 |
1.9525 |
|
1.000 |
1.9439 |
|
1.618 |
1.9301 |
|
2.618 |
1.9077 |
|
4.250 |
1.8711 |
|
|
| Fisher Pivots for day following 18-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9836 |
1.9854 |
| PP |
1.9805 |
1.9841 |
| S1 |
1.9775 |
1.9829 |
|