CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 01-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2007 |
01-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0320 |
2.0356 |
0.0036 |
0.2% |
2.0110 |
| High |
2.0360 |
2.0356 |
-0.0004 |
0.0% |
2.0360 |
| Low |
2.0360 |
2.0356 |
-0.0004 |
0.0% |
2.0057 |
| Close |
2.0363 |
2.0356 |
-0.0007 |
0.0% |
2.0363 |
| Range |
|
|
|
|
|
| ATR |
0.0080 |
0.0074 |
-0.0005 |
-6.5% |
0.0000 |
| Volume |
76 |
94 |
18 |
23.7% |
349 |
|
| Daily Pivots for day following 01-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0356 |
2.0356 |
2.0356 |
|
| R3 |
2.0356 |
2.0356 |
2.0356 |
|
| R2 |
2.0356 |
2.0356 |
2.0356 |
|
| R1 |
2.0356 |
2.0356 |
2.0356 |
2.0356 |
| PP |
2.0356 |
2.0356 |
2.0356 |
2.0356 |
| S1 |
2.0356 |
2.0356 |
2.0356 |
2.0356 |
| S2 |
2.0356 |
2.0356 |
2.0356 |
|
| S3 |
2.0356 |
2.0356 |
2.0356 |
|
| S4 |
2.0356 |
2.0356 |
2.0356 |
|
|
| Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1169 |
2.1069 |
2.0530 |
|
| R3 |
2.0866 |
2.0766 |
2.0446 |
|
| R2 |
2.0563 |
2.0563 |
2.0419 |
|
| R1 |
2.0463 |
2.0463 |
2.0391 |
2.0513 |
| PP |
2.0260 |
2.0260 |
2.0260 |
2.0285 |
| S1 |
2.0160 |
2.0160 |
2.0335 |
2.0210 |
| S2 |
1.9957 |
1.9957 |
2.0307 |
|
| S3 |
1.9654 |
1.9857 |
2.0280 |
|
| S4 |
1.9351 |
1.9554 |
2.0196 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0356 |
|
2.618 |
2.0356 |
|
1.618 |
2.0356 |
|
1.000 |
2.0356 |
|
0.618 |
2.0356 |
|
HIGH |
2.0356 |
|
0.618 |
2.0356 |
|
0.500 |
2.0356 |
|
0.382 |
2.0356 |
|
LOW |
2.0356 |
|
0.618 |
2.0356 |
|
1.000 |
2.0356 |
|
1.618 |
2.0356 |
|
2.618 |
2.0356 |
|
4.250 |
2.0356 |
|
|
| Fisher Pivots for day following 01-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0356 |
2.0326 |
| PP |
2.0356 |
2.0296 |
| S1 |
2.0356 |
2.0266 |
|