CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 03-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2008 |
03-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7574 |
1.7612 |
0.0038 |
0.2% |
1.8089 |
| High |
1.7614 |
1.7706 |
0.0092 |
0.5% |
1.8089 |
| Low |
1.7500 |
1.7506 |
0.0006 |
0.0% |
1.7500 |
| Close |
1.7576 |
1.7661 |
0.0085 |
0.5% |
1.7661 |
| Range |
0.0114 |
0.0200 |
0.0086 |
75.4% |
0.0589 |
| ATR |
0.0180 |
0.0181 |
0.0001 |
0.8% |
0.0000 |
| Volume |
239 |
108 |
-131 |
-54.8% |
861 |
|
| Daily Pivots for day following 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8224 |
1.8143 |
1.7771 |
|
| R3 |
1.8024 |
1.7943 |
1.7716 |
|
| R2 |
1.7824 |
1.7824 |
1.7698 |
|
| R1 |
1.7743 |
1.7743 |
1.7679 |
1.7784 |
| PP |
1.7624 |
1.7624 |
1.7624 |
1.7645 |
| S1 |
1.7543 |
1.7543 |
1.7643 |
1.7584 |
| S2 |
1.7424 |
1.7424 |
1.7624 |
|
| S3 |
1.7224 |
1.7343 |
1.7606 |
|
| S4 |
1.7024 |
1.7143 |
1.7551 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9517 |
1.9178 |
1.7985 |
|
| R3 |
1.8928 |
1.8589 |
1.7823 |
|
| R2 |
1.8339 |
1.8339 |
1.7769 |
|
| R1 |
1.8000 |
1.8000 |
1.7715 |
1.7875 |
| PP |
1.7750 |
1.7750 |
1.7750 |
1.7688 |
| S1 |
1.7411 |
1.7411 |
1.7607 |
1.7286 |
| S2 |
1.7161 |
1.7161 |
1.7553 |
|
| S3 |
1.6572 |
1.6822 |
1.7499 |
|
| S4 |
1.5983 |
1.6233 |
1.7337 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8556 |
|
2.618 |
1.8230 |
|
1.618 |
1.8030 |
|
1.000 |
1.7906 |
|
0.618 |
1.7830 |
|
HIGH |
1.7706 |
|
0.618 |
1.7630 |
|
0.500 |
1.7606 |
|
0.382 |
1.7582 |
|
LOW |
1.7506 |
|
0.618 |
1.7382 |
|
1.000 |
1.7306 |
|
1.618 |
1.7182 |
|
2.618 |
1.6982 |
|
4.250 |
1.6656 |
|
|
| Fisher Pivots for day following 03-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7643 |
1.7671 |
| PP |
1.7624 |
1.7668 |
| S1 |
1.7606 |
1.7664 |
|