CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 18-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2007 |
18-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0269 |
2.0361 |
0.0092 |
0.5% |
2.0341 |
| High |
2.0269 |
2.0361 |
0.0092 |
0.5% |
2.0341 |
| Low |
2.0269 |
2.0361 |
0.0092 |
0.5% |
2.0252 |
| Close |
2.0269 |
2.0361 |
0.0092 |
0.5% |
2.0256 |
| Range |
|
|
|
|
|
| ATR |
0.0065 |
0.0067 |
0.0002 |
3.0% |
0.0000 |
| Volume |
25 |
11 |
-14 |
-56.0% |
309 |
|
| Daily Pivots for day following 18-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0361 |
2.0361 |
2.0361 |
|
| R3 |
2.0361 |
2.0361 |
2.0361 |
|
| R2 |
2.0361 |
2.0361 |
2.0361 |
|
| R1 |
2.0361 |
2.0361 |
2.0361 |
2.0361 |
| PP |
2.0361 |
2.0361 |
2.0361 |
2.0361 |
| S1 |
2.0361 |
2.0361 |
2.0361 |
2.0361 |
| S2 |
2.0361 |
2.0361 |
2.0361 |
|
| S3 |
2.0361 |
2.0361 |
2.0361 |
|
| S4 |
2.0361 |
2.0361 |
2.0361 |
|
|
| 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 |
2.0361 |
|
2.618 |
2.0361 |
|
1.618 |
2.0361 |
|
1.000 |
2.0361 |
|
0.618 |
2.0361 |
|
HIGH |
2.0361 |
|
0.618 |
2.0361 |
|
0.500 |
2.0361 |
|
0.382 |
2.0361 |
|
LOW |
2.0361 |
|
0.618 |
2.0361 |
|
1.000 |
2.0361 |
|
1.618 |
2.0361 |
|
2.618 |
2.0361 |
|
4.250 |
2.0361 |
|
|
| Fisher Pivots for day following 18-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0361 |
2.0339 |
| PP |
2.0361 |
2.0317 |
| S1 |
2.0361 |
2.0295 |
|