CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 25-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2008 |
25-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.8442 |
1.8475 |
0.0033 |
0.2% |
1.7899 |
| High |
1.8442 |
1.8480 |
0.0038 |
0.2% |
1.8202 |
| Low |
1.8431 |
1.8214 |
-0.0217 |
-1.2% |
1.7596 |
| Close |
1.8375 |
1.8253 |
-0.0122 |
-0.7% |
1.8164 |
| Range |
0.0011 |
0.0266 |
0.0255 |
2,318.2% |
0.0606 |
| ATR |
0.0148 |
0.0157 |
0.0008 |
5.7% |
0.0000 |
| Volume |
63 |
103 |
40 |
63.5% |
126 |
|
| Daily Pivots for day following 25-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9114 |
1.8949 |
1.8399 |
|
| R3 |
1.8848 |
1.8683 |
1.8326 |
|
| R2 |
1.8582 |
1.8582 |
1.8302 |
|
| R1 |
1.8417 |
1.8417 |
1.8277 |
1.8367 |
| PP |
1.8316 |
1.8316 |
1.8316 |
1.8290 |
| S1 |
1.8151 |
1.8151 |
1.8229 |
1.8101 |
| S2 |
1.8050 |
1.8050 |
1.8204 |
|
| S3 |
1.7784 |
1.7885 |
1.8180 |
|
| S4 |
1.7518 |
1.7619 |
1.8107 |
|
|
| 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 |
1.9611 |
|
2.618 |
1.9176 |
|
1.618 |
1.8910 |
|
1.000 |
1.8746 |
|
0.618 |
1.8644 |
|
HIGH |
1.8480 |
|
0.618 |
1.8378 |
|
0.500 |
1.8347 |
|
0.382 |
1.8316 |
|
LOW |
1.8214 |
|
0.618 |
1.8050 |
|
1.000 |
1.7948 |
|
1.618 |
1.7784 |
|
2.618 |
1.7518 |
|
4.250 |
1.7084 |
|
|
| Fisher Pivots for day following 25-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.8347 |
1.8347 |
| PP |
1.8316 |
1.8316 |
| S1 |
1.8284 |
1.8284 |
|