CME British Pound Future March 2009
| Trading Metrics calculated at close of trading on 07-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2008 |
07-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.7470 |
1.7344 |
-0.0126 |
-0.7% |
1.8089 |
| High |
1.7470 |
1.7560 |
0.0090 |
0.5% |
1.8089 |
| Low |
1.7270 |
1.7344 |
0.0074 |
0.4% |
1.7500 |
| Close |
1.7296 |
1.7436 |
0.0140 |
0.8% |
1.7661 |
| Range |
0.0200 |
0.0216 |
0.0016 |
8.0% |
0.0589 |
| ATR |
0.0196 |
0.0201 |
0.0005 |
2.5% |
0.0000 |
| Volume |
159 |
186 |
27 |
17.0% |
861 |
|
| Daily Pivots for day following 07-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8095 |
1.7981 |
1.7555 |
|
| R3 |
1.7879 |
1.7765 |
1.7495 |
|
| R2 |
1.7663 |
1.7663 |
1.7476 |
|
| R1 |
1.7549 |
1.7549 |
1.7456 |
1.7606 |
| PP |
1.7447 |
1.7447 |
1.7447 |
1.7475 |
| S1 |
1.7333 |
1.7333 |
1.7416 |
1.7390 |
| S2 |
1.7231 |
1.7231 |
1.7396 |
|
| S3 |
1.7015 |
1.7117 |
1.7377 |
|
| S4 |
1.6799 |
1.6901 |
1.7317 |
|
|
| 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 |
1.8478 |
|
2.618 |
1.8125 |
|
1.618 |
1.7909 |
|
1.000 |
1.7776 |
|
0.618 |
1.7693 |
|
HIGH |
1.7560 |
|
0.618 |
1.7477 |
|
0.500 |
1.7452 |
|
0.382 |
1.7427 |
|
LOW |
1.7344 |
|
0.618 |
1.7211 |
|
1.000 |
1.7128 |
|
1.618 |
1.6995 |
|
2.618 |
1.6779 |
|
4.250 |
1.6426 |
|
|
| Fisher Pivots for day following 07-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.7452 |
1.7488 |
| PP |
1.7447 |
1.7471 |
| S1 |
1.7441 |
1.7453 |
|