CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 19-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2008 |
19-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7980 |
1.8100 |
0.0120 |
0.7% |
1.7899 |
| High |
1.8050 |
1.8202 |
0.0152 |
0.8% |
1.8202 |
| Low |
1.7980 |
1.8100 |
0.0120 |
0.7% |
1.7596 |
| Close |
1.8031 |
1.8164 |
0.0133 |
0.7% |
1.8164 |
| Range |
0.0070 |
0.0102 |
0.0032 |
45.7% |
0.0606 |
| ATR |
|
|
|
|
|
| Volume |
19 |
4 |
-15 |
-78.9% |
126 |
|
| Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8461 |
1.8415 |
1.8220 |
|
| R3 |
1.8359 |
1.8313 |
1.8192 |
|
| R2 |
1.8257 |
1.8257 |
1.8183 |
|
| R1 |
1.8211 |
1.8211 |
1.8173 |
1.8234 |
| PP |
1.8155 |
1.8155 |
1.8155 |
1.8167 |
| S1 |
1.8109 |
1.8109 |
1.8155 |
1.8132 |
| S2 |
1.8053 |
1.8053 |
1.8145 |
|
| S3 |
1.7951 |
1.8007 |
1.8136 |
|
| S4 |
1.7849 |
1.7905 |
1.8108 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9805 |
1.9591 |
1.8497 |
|
| R3 |
1.9199 |
1.8985 |
1.8331 |
|
| R2 |
1.8593 |
1.8593 |
1.8275 |
|
| R1 |
1.8379 |
1.8379 |
1.8220 |
1.8486 |
| PP |
1.7987 |
1.7987 |
1.7987 |
1.8041 |
| S1 |
1.7773 |
1.7773 |
1.8108 |
1.7880 |
| S2 |
1.7381 |
1.7381 |
1.8053 |
|
| S3 |
1.6775 |
1.7167 |
1.7997 |
|
| S4 |
1.6169 |
1.6561 |
1.7831 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8636 |
|
2.618 |
1.8469 |
|
1.618 |
1.8367 |
|
1.000 |
1.8304 |
|
0.618 |
1.8265 |
|
HIGH |
1.8202 |
|
0.618 |
1.8163 |
|
0.500 |
1.8151 |
|
0.382 |
1.8139 |
|
LOW |
1.8100 |
|
0.618 |
1.8037 |
|
1.000 |
1.7998 |
|
1.618 |
1.7935 |
|
2.618 |
1.7833 |
|
4.250 |
1.7667 |
|
|
| Fisher Pivots for day following 19-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.8160 |
1.8081 |
| PP |
1.8155 |
1.7998 |
| S1 |
1.8151 |
1.7915 |
|