CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 10-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2007 |
10-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0268 |
2.0334 |
0.0066 |
0.3% |
2.0356 |
| High |
2.0268 |
2.0334 |
0.0066 |
0.3% |
2.0356 |
| Low |
2.0268 |
2.0334 |
0.0066 |
0.3% |
2.0238 |
| Close |
2.0268 |
2.0334 |
0.0066 |
0.3% |
2.0341 |
| Range |
|
|
|
|
|
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.1% |
0.0000 |
| Volume |
14 |
28 |
14 |
100.0% |
805 |
|
| Daily Pivots for day following 10-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0334 |
2.0334 |
2.0334 |
|
| R3 |
2.0334 |
2.0334 |
2.0334 |
|
| R2 |
2.0334 |
2.0334 |
2.0334 |
|
| R1 |
2.0334 |
2.0334 |
2.0334 |
2.0334 |
| PP |
2.0334 |
2.0334 |
2.0334 |
2.0334 |
| S1 |
2.0334 |
2.0334 |
2.0334 |
2.0334 |
| S2 |
2.0334 |
2.0334 |
2.0334 |
|
| S3 |
2.0334 |
2.0334 |
2.0334 |
|
| S4 |
2.0334 |
2.0334 |
2.0334 |
|
|
| Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0666 |
2.0621 |
2.0406 |
|
| R3 |
2.0548 |
2.0503 |
2.0373 |
|
| R2 |
2.0430 |
2.0430 |
2.0363 |
|
| R1 |
2.0385 |
2.0385 |
2.0352 |
2.0349 |
| PP |
2.0312 |
2.0312 |
2.0312 |
2.0293 |
| S1 |
2.0267 |
2.0267 |
2.0330 |
2.0231 |
| S2 |
2.0194 |
2.0194 |
2.0319 |
|
| S3 |
2.0076 |
2.0149 |
2.0309 |
|
| S4 |
1.9958 |
2.0031 |
2.0276 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0334 |
|
2.618 |
2.0334 |
|
1.618 |
2.0334 |
|
1.000 |
2.0334 |
|
0.618 |
2.0334 |
|
HIGH |
2.0334 |
|
0.618 |
2.0334 |
|
0.500 |
2.0334 |
|
0.382 |
2.0334 |
|
LOW |
2.0334 |
|
0.618 |
2.0334 |
|
1.000 |
2.0334 |
|
1.618 |
2.0334 |
|
2.618 |
2.0334 |
|
4.250 |
2.0334 |
|
|
| Fisher Pivots for day following 10-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0334 |
2.0324 |
| PP |
2.0334 |
2.0314 |
| S1 |
2.0334 |
2.0305 |
|