CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 19-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2008 |
19-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9663 |
1.9876 |
0.0213 |
1.1% |
1.9868 |
| High |
1.9887 |
1.9876 |
-0.0011 |
-0.1% |
2.0000 |
| Low |
1.9663 |
1.9811 |
0.0148 |
0.8% |
1.9750 |
| Close |
1.9866 |
1.9550 |
-0.0316 |
-1.6% |
1.9890 |
| Range |
0.0224 |
0.0065 |
-0.0159 |
-71.0% |
0.0250 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
56 |
6 |
-50 |
-89.3% |
47 |
|
| Daily Pivots for day following 19-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9941 |
1.9810 |
1.9586 |
|
| R3 |
1.9876 |
1.9745 |
1.9568 |
|
| R2 |
1.9811 |
1.9811 |
1.9562 |
|
| R1 |
1.9680 |
1.9680 |
1.9556 |
1.9713 |
| PP |
1.9746 |
1.9746 |
1.9746 |
1.9762 |
| S1 |
1.9615 |
1.9615 |
1.9544 |
1.9648 |
| S2 |
1.9681 |
1.9681 |
1.9538 |
|
| S3 |
1.9616 |
1.9550 |
1.9532 |
|
| S4 |
1.9551 |
1.9485 |
1.9514 |
|
|
| 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 |
2.0152 |
|
2.618 |
2.0046 |
|
1.618 |
1.9981 |
|
1.000 |
1.9941 |
|
0.618 |
1.9916 |
|
HIGH |
1.9876 |
|
0.618 |
1.9851 |
|
0.500 |
1.9844 |
|
0.382 |
1.9836 |
|
LOW |
1.9811 |
|
0.618 |
1.9771 |
|
1.000 |
1.9746 |
|
1.618 |
1.9706 |
|
2.618 |
1.9641 |
|
4.250 |
1.9535 |
|
|
| Fisher Pivots for day following 19-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9844 |
1.9775 |
| PP |
1.9746 |
1.9700 |
| S1 |
1.9648 |
1.9625 |
|