CME British Pound Future March 2008
Trading Metrics calculated at close of trading on 16-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2007 |
16-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
2.0338 |
2.0228 |
-0.0110 |
-0.5% |
2.0341 |
High |
2.0338 |
2.0228 |
-0.0110 |
-0.5% |
2.0341 |
Low |
2.0338 |
2.0228 |
-0.0110 |
-0.5% |
2.0252 |
Close |
2.0338 |
2.0228 |
-0.0110 |
-0.5% |
2.0256 |
Range |
|
|
|
|
|
ATR |
0.0063 |
0.0067 |
0.0003 |
5.3% |
0.0000 |
Volume |
15 |
33 |
18 |
120.0% |
309 |
|
Daily Pivots for day following 16-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.0228 |
2.0228 |
2.0228 |
|
R3 |
2.0228 |
2.0228 |
2.0228 |
|
R2 |
2.0228 |
2.0228 |
2.0228 |
|
R1 |
2.0228 |
2.0228 |
2.0228 |
2.0228 |
PP |
2.0228 |
2.0228 |
2.0228 |
2.0228 |
S1 |
2.0228 |
2.0228 |
2.0228 |
2.0228 |
S2 |
2.0228 |
2.0228 |
2.0228 |
|
S3 |
2.0228 |
2.0228 |
2.0228 |
|
S4 |
2.0228 |
2.0228 |
2.0228 |
|
|
Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.0550 |
2.0492 |
2.0305 |
|
R3 |
2.0461 |
2.0403 |
2.0280 |
|
R2 |
2.0372 |
2.0372 |
2.0272 |
|
R1 |
2.0314 |
2.0314 |
2.0264 |
2.0299 |
PP |
2.0283 |
2.0283 |
2.0283 |
2.0275 |
S1 |
2.0225 |
2.0225 |
2.0248 |
2.0210 |
S2 |
2.0194 |
2.0194 |
2.0240 |
|
S3 |
2.0105 |
2.0136 |
2.0232 |
|
S4 |
2.0016 |
2.0047 |
2.0207 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.0228 |
2.618 |
2.0228 |
1.618 |
2.0228 |
1.000 |
2.0228 |
0.618 |
2.0228 |
HIGH |
2.0228 |
0.618 |
2.0228 |
0.500 |
2.0228 |
0.382 |
2.0228 |
LOW |
2.0228 |
0.618 |
2.0228 |
1.000 |
2.0228 |
1.618 |
2.0228 |
2.618 |
2.0228 |
4.250 |
2.0228 |
|
|
Fisher Pivots for day following 16-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
2.0228 |
2.0283 |
PP |
2.0228 |
2.0265 |
S1 |
2.0228 |
2.0246 |
|