CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 21-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2008 |
21-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9275 |
1.9425 |
0.0150 |
0.8% |
1.9285 |
| High |
1.9275 |
1.9490 |
0.0215 |
1.1% |
1.9529 |
| Low |
1.9275 |
1.9425 |
0.0150 |
0.8% |
1.9283 |
| Close |
1.9280 |
1.9463 |
0.0183 |
0.9% |
1.9425 |
| Range |
0.0000 |
0.0065 |
0.0065 |
|
0.0246 |
| ATR |
0.0076 |
0.0086 |
0.0010 |
12.6% |
0.0000 |
| Volume |
573 |
733 |
160 |
27.9% |
956 |
|
| Daily Pivots for day following 21-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9654 |
1.9624 |
1.9499 |
|
| R3 |
1.9589 |
1.9559 |
1.9481 |
|
| R2 |
1.9524 |
1.9524 |
1.9475 |
|
| R1 |
1.9494 |
1.9494 |
1.9469 |
1.9509 |
| PP |
1.9459 |
1.9459 |
1.9459 |
1.9467 |
| S1 |
1.9429 |
1.9429 |
1.9457 |
1.9444 |
| S2 |
1.9394 |
1.9394 |
1.9451 |
|
| S3 |
1.9329 |
1.9364 |
1.9445 |
|
| S4 |
1.9264 |
1.9299 |
1.9427 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0150 |
2.0034 |
1.9560 |
|
| R3 |
1.9904 |
1.9788 |
1.9493 |
|
| R2 |
1.9658 |
1.9658 |
1.9470 |
|
| R1 |
1.9542 |
1.9542 |
1.9448 |
1.9600 |
| PP |
1.9412 |
1.9412 |
1.9412 |
1.9442 |
| S1 |
1.9296 |
1.9296 |
1.9402 |
1.9354 |
| S2 |
1.9166 |
1.9166 |
1.9380 |
|
| S3 |
1.8920 |
1.9050 |
1.9357 |
|
| S4 |
1.8674 |
1.8804 |
1.9290 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9766 |
|
2.618 |
1.9660 |
|
1.618 |
1.9595 |
|
1.000 |
1.9555 |
|
0.618 |
1.9530 |
|
HIGH |
1.9490 |
|
0.618 |
1.9465 |
|
0.500 |
1.9458 |
|
0.382 |
1.9450 |
|
LOW |
1.9425 |
|
0.618 |
1.9385 |
|
1.000 |
1.9360 |
|
1.618 |
1.9320 |
|
2.618 |
1.9255 |
|
4.250 |
1.9149 |
|
|
| Fisher Pivots for day following 21-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9461 |
1.9436 |
| PP |
1.9459 |
1.9409 |
| S1 |
1.9458 |
1.9383 |
|