CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 03-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2008 |
03-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9727 |
1.9693 |
-0.0034 |
-0.2% |
1.9510 |
| High |
1.9727 |
1.9810 |
0.0083 |
0.4% |
1.9778 |
| Low |
1.9700 |
1.9690 |
-0.0010 |
-0.1% |
1.9510 |
| Close |
1.9730 |
1.9696 |
-0.0034 |
-0.2% |
1.9730 |
| Range |
0.0027 |
0.0120 |
0.0093 |
344.4% |
0.0268 |
| ATR |
0.0083 |
0.0085 |
0.0003 |
3.2% |
0.0000 |
| Volume |
372 |
1,077 |
705 |
189.5% |
3,746 |
|
| Daily Pivots for day following 03-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0092 |
2.0014 |
1.9762 |
|
| R3 |
1.9972 |
1.9894 |
1.9729 |
|
| R2 |
1.9852 |
1.9852 |
1.9718 |
|
| R1 |
1.9774 |
1.9774 |
1.9707 |
1.9813 |
| PP |
1.9732 |
1.9732 |
1.9732 |
1.9752 |
| S1 |
1.9654 |
1.9654 |
1.9685 |
1.9693 |
| S2 |
1.9612 |
1.9612 |
1.9674 |
|
| S3 |
1.9492 |
1.9534 |
1.9663 |
|
| S4 |
1.9372 |
1.9414 |
1.9630 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0477 |
2.0371 |
1.9877 |
|
| R3 |
2.0209 |
2.0103 |
1.9804 |
|
| R2 |
1.9941 |
1.9941 |
1.9779 |
|
| R1 |
1.9835 |
1.9835 |
1.9755 |
1.9888 |
| PP |
1.9673 |
1.9673 |
1.9673 |
1.9699 |
| S1 |
1.9567 |
1.9567 |
1.9705 |
1.9620 |
| S2 |
1.9405 |
1.9405 |
1.9681 |
|
| S3 |
1.9137 |
1.9299 |
1.9656 |
|
| S4 |
1.8869 |
1.9031 |
1.9583 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0320 |
|
2.618 |
2.0124 |
|
1.618 |
2.0004 |
|
1.000 |
1.9930 |
|
0.618 |
1.9884 |
|
HIGH |
1.9810 |
|
0.618 |
1.9764 |
|
0.500 |
1.9750 |
|
0.382 |
1.9736 |
|
LOW |
1.9690 |
|
0.618 |
1.9616 |
|
1.000 |
1.9570 |
|
1.618 |
1.9496 |
|
2.618 |
1.9376 |
|
4.250 |
1.9180 |
|
|
| Fisher Pivots for day following 03-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9750 |
1.9750 |
| PP |
1.9732 |
1.9732 |
| S1 |
1.9714 |
1.9714 |
|