CME British Pound Future March 2008
Trading Metrics calculated at close of trading on 27-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2007 |
27-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
2.0057 |
2.0172 |
0.0115 |
0.6% |
1.9839 |
High |
2.0057 |
2.0172 |
0.0115 |
0.6% |
2.0096 |
Low |
2.0057 |
2.0172 |
0.0115 |
0.6% |
1.9839 |
Close |
2.0057 |
2.0172 |
0.0115 |
0.6% |
2.0096 |
Range |
|
|
|
|
|
ATR |
0.0068 |
0.0071 |
0.0003 |
5.0% |
0.0000 |
Volume |
19 |
40 |
21 |
110.5% |
322 |
|
Daily Pivots for day following 27-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.0172 |
2.0172 |
2.0172 |
|
R3 |
2.0172 |
2.0172 |
2.0172 |
|
R2 |
2.0172 |
2.0172 |
2.0172 |
|
R1 |
2.0172 |
2.0172 |
2.0172 |
2.0172 |
PP |
2.0172 |
2.0172 |
2.0172 |
2.0172 |
S1 |
2.0172 |
2.0172 |
2.0172 |
2.0172 |
S2 |
2.0172 |
2.0172 |
2.0172 |
|
S3 |
2.0172 |
2.0172 |
2.0172 |
|
S4 |
2.0172 |
2.0172 |
2.0172 |
|
|
Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.0781 |
2.0696 |
2.0237 |
|
R3 |
2.0524 |
2.0439 |
2.0167 |
|
R2 |
2.0267 |
2.0267 |
2.0143 |
|
R1 |
2.0182 |
2.0182 |
2.0120 |
2.0225 |
PP |
2.0010 |
2.0010 |
2.0010 |
2.0032 |
S1 |
1.9925 |
1.9925 |
2.0072 |
1.9968 |
S2 |
1.9753 |
1.9753 |
2.0049 |
|
S3 |
1.9496 |
1.9668 |
2.0025 |
|
S4 |
1.9239 |
1.9411 |
1.9955 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.0172 |
2.618 |
2.0172 |
1.618 |
2.0172 |
1.000 |
2.0172 |
0.618 |
2.0172 |
HIGH |
2.0172 |
0.618 |
2.0172 |
0.500 |
2.0172 |
0.382 |
2.0172 |
LOW |
2.0172 |
0.618 |
2.0172 |
1.000 |
2.0172 |
1.618 |
2.0172 |
2.618 |
2.0172 |
4.250 |
2.0172 |
|
|
Fisher Pivots for day following 27-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
2.0172 |
2.0153 |
PP |
2.0172 |
2.0134 |
S1 |
2.0172 |
2.0115 |
|