CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 01-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2008 |
01-May-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9448 |
1.9715 |
0.0267 |
1.4% |
1.9820 |
| High |
1.9696 |
1.9715 |
0.0019 |
0.1% |
1.9820 |
| Low |
1.9448 |
1.9550 |
0.0102 |
0.5% |
1.9486 |
| Close |
1.9704 |
1.9551 |
-0.0153 |
-0.8% |
1.9622 |
| Range |
0.0248 |
0.0165 |
-0.0083 |
-33.5% |
0.0334 |
| ATR |
0.0147 |
0.0148 |
0.0001 |
0.9% |
0.0000 |
| Volume |
47 |
192 |
145 |
308.5% |
201 |
|
| Daily Pivots for day following 01-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0100 |
1.9991 |
1.9642 |
|
| R3 |
1.9935 |
1.9826 |
1.9596 |
|
| R2 |
1.9770 |
1.9770 |
1.9581 |
|
| R1 |
1.9661 |
1.9661 |
1.9566 |
1.9633 |
| PP |
1.9605 |
1.9605 |
1.9605 |
1.9592 |
| S1 |
1.9496 |
1.9496 |
1.9536 |
1.9468 |
| S2 |
1.9440 |
1.9440 |
1.9521 |
|
| S3 |
1.9275 |
1.9331 |
1.9506 |
|
| S4 |
1.9110 |
1.9166 |
1.9460 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0645 |
2.0467 |
1.9806 |
|
| R3 |
2.0311 |
2.0133 |
1.9714 |
|
| R2 |
1.9977 |
1.9977 |
1.9683 |
|
| R1 |
1.9799 |
1.9799 |
1.9653 |
1.9721 |
| PP |
1.9643 |
1.9643 |
1.9643 |
1.9604 |
| S1 |
1.9465 |
1.9465 |
1.9591 |
1.9387 |
| S2 |
1.9309 |
1.9309 |
1.9561 |
|
| S3 |
1.8975 |
1.9131 |
1.9530 |
|
| S4 |
1.8641 |
1.8797 |
1.9438 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0416 |
|
2.618 |
2.0147 |
|
1.618 |
1.9982 |
|
1.000 |
1.9880 |
|
0.618 |
1.9817 |
|
HIGH |
1.9715 |
|
0.618 |
1.9652 |
|
0.500 |
1.9633 |
|
0.382 |
1.9613 |
|
LOW |
1.9550 |
|
0.618 |
1.9448 |
|
1.000 |
1.9385 |
|
1.618 |
1.9283 |
|
2.618 |
1.9118 |
|
4.250 |
1.8849 |
|
|
| Fisher Pivots for day following 01-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9633 |
1.9582 |
| PP |
1.9605 |
1.9571 |
| S1 |
1.9578 |
1.9561 |
|