CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 27-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2008 |
27-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9671 |
1.9767 |
0.0096 |
0.5% |
1.9892 |
| High |
1.9800 |
1.9903 |
0.0103 |
0.5% |
1.9892 |
| Low |
1.9671 |
1.9767 |
0.0096 |
0.5% |
1.9444 |
| Close |
1.9774 |
1.9753 |
-0.0021 |
-0.1% |
1.9534 |
| Range |
0.0129 |
0.0136 |
0.0007 |
5.4% |
0.0448 |
| ATR |
0.0095 |
0.0098 |
0.0003 |
3.1% |
0.0000 |
| Volume |
22 |
442 |
420 |
1,909.1% |
76 |
|
| Daily Pivots for day following 27-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0216 |
2.0120 |
1.9828 |
|
| R3 |
2.0080 |
1.9984 |
1.9790 |
|
| R2 |
1.9944 |
1.9944 |
1.9778 |
|
| R1 |
1.9848 |
1.9848 |
1.9765 |
1.9828 |
| PP |
1.9808 |
1.9808 |
1.9808 |
1.9798 |
| S1 |
1.9712 |
1.9712 |
1.9741 |
1.9692 |
| S2 |
1.9672 |
1.9672 |
1.9728 |
|
| S3 |
1.9536 |
1.9576 |
1.9716 |
|
| S4 |
1.9400 |
1.9440 |
1.9678 |
|
|
| 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 |
2.0481 |
|
2.618 |
2.0259 |
|
1.618 |
2.0123 |
|
1.000 |
2.0039 |
|
0.618 |
1.9987 |
|
HIGH |
1.9903 |
|
0.618 |
1.9851 |
|
0.500 |
1.9835 |
|
0.382 |
1.9819 |
|
LOW |
1.9767 |
|
0.618 |
1.9683 |
|
1.000 |
1.9631 |
|
1.618 |
1.9547 |
|
2.618 |
1.9411 |
|
4.250 |
1.9189 |
|
|
| Fisher Pivots for day following 27-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9835 |
1.9787 |
| PP |
1.9808 |
1.9776 |
| S1 |
1.9780 |
1.9764 |
|