CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 25-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2008 |
25-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9556 |
1.9685 |
0.0129 |
0.7% |
1.9892 |
| High |
1.9556 |
1.9703 |
0.0147 |
0.8% |
1.9892 |
| Low |
1.9556 |
1.9685 |
0.0129 |
0.7% |
1.9444 |
| Close |
1.9556 |
1.9710 |
0.0154 |
0.8% |
1.9534 |
| Range |
0.0000 |
0.0018 |
0.0018 |
|
0.0448 |
| ATR |
0.0088 |
0.0092 |
0.0004 |
4.8% |
0.0000 |
| Volume |
46 |
480 |
434 |
943.5% |
76 |
|
| Daily Pivots for day following 25-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9753 |
1.9750 |
1.9720 |
|
| R3 |
1.9735 |
1.9732 |
1.9715 |
|
| R2 |
1.9717 |
1.9717 |
1.9713 |
|
| R1 |
1.9714 |
1.9714 |
1.9712 |
1.9716 |
| PP |
1.9699 |
1.9699 |
1.9699 |
1.9700 |
| S1 |
1.9696 |
1.9696 |
1.9708 |
1.9698 |
| S2 |
1.9681 |
1.9681 |
1.9707 |
|
| S3 |
1.9663 |
1.9678 |
1.9705 |
|
| S4 |
1.9645 |
1.9660 |
1.9700 |
|
|
| Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0967 |
2.0699 |
1.9780 |
|
| R3 |
2.0519 |
2.0251 |
1.9657 |
|
| R2 |
2.0071 |
2.0071 |
1.9616 |
|
| R1 |
1.9803 |
1.9803 |
1.9575 |
1.9713 |
| PP |
1.9623 |
1.9623 |
1.9623 |
1.9579 |
| S1 |
1.9355 |
1.9355 |
1.9493 |
1.9265 |
| S2 |
1.9175 |
1.9175 |
1.9452 |
|
| S3 |
1.8727 |
1.8907 |
1.9411 |
|
| S4 |
1.8279 |
1.8459 |
1.9288 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9780 |
|
2.618 |
1.9750 |
|
1.618 |
1.9732 |
|
1.000 |
1.9721 |
|
0.618 |
1.9714 |
|
HIGH |
1.9703 |
|
0.618 |
1.9696 |
|
0.500 |
1.9694 |
|
0.382 |
1.9692 |
|
LOW |
1.9685 |
|
0.618 |
1.9674 |
|
1.000 |
1.9667 |
|
1.618 |
1.9656 |
|
2.618 |
1.9638 |
|
4.250 |
1.9609 |
|
|
| Fisher Pivots for day following 25-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9705 |
1.9665 |
| PP |
1.9699 |
1.9619 |
| S1 |
1.9694 |
1.9574 |
|