CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 03-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2008 |
03-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9585 |
1.9547 |
-0.0038 |
-0.2% |
1.9556 |
| High |
1.9585 |
1.9717 |
0.0132 |
0.7% |
1.9903 |
| Low |
1.9585 |
1.9547 |
-0.0038 |
-0.2% |
1.9556 |
| Close |
1.9625 |
1.9701 |
0.0076 |
0.4% |
1.9636 |
| Range |
0.0000 |
0.0170 |
0.0170 |
|
0.0347 |
| ATR |
0.0096 |
0.0101 |
0.0005 |
5.6% |
0.0000 |
| Volume |
35 |
1 |
-34 |
-97.1% |
1,006 |
|
| Daily Pivots for day following 03-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0165 |
2.0103 |
1.9795 |
|
| R3 |
1.9995 |
1.9933 |
1.9748 |
|
| R2 |
1.9825 |
1.9825 |
1.9732 |
|
| R1 |
1.9763 |
1.9763 |
1.9717 |
1.9794 |
| PP |
1.9655 |
1.9655 |
1.9655 |
1.9671 |
| S1 |
1.9593 |
1.9593 |
1.9685 |
1.9624 |
| S2 |
1.9485 |
1.9485 |
1.9670 |
|
| S3 |
1.9315 |
1.9423 |
1.9654 |
|
| S4 |
1.9145 |
1.9253 |
1.9608 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0739 |
2.0535 |
1.9827 |
|
| R3 |
2.0392 |
2.0188 |
1.9731 |
|
| R2 |
2.0045 |
2.0045 |
1.9700 |
|
| R1 |
1.9841 |
1.9841 |
1.9668 |
1.9943 |
| PP |
1.9698 |
1.9698 |
1.9698 |
1.9750 |
| S1 |
1.9494 |
1.9494 |
1.9604 |
1.9596 |
| S2 |
1.9351 |
1.9351 |
1.9572 |
|
| S3 |
1.9004 |
1.9147 |
1.9541 |
|
| S4 |
1.8657 |
1.8800 |
1.9445 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0440 |
|
2.618 |
2.0162 |
|
1.618 |
1.9992 |
|
1.000 |
1.9887 |
|
0.618 |
1.9822 |
|
HIGH |
1.9717 |
|
0.618 |
1.9652 |
|
0.500 |
1.9632 |
|
0.382 |
1.9612 |
|
LOW |
1.9547 |
|
0.618 |
1.9442 |
|
1.000 |
1.9377 |
|
1.618 |
1.9272 |
|
2.618 |
1.9102 |
|
4.250 |
1.8825 |
|
|
| Fisher Pivots for day following 03-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9678 |
1.9670 |
| PP |
1.9655 |
1.9640 |
| S1 |
1.9632 |
1.9609 |
|