CME British Pound Future June 2008
Trading Metrics calculated at close of trading on 04-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2008 |
04-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1.9693 |
1.9720 |
0.0027 |
0.1% |
1.9510 |
High |
1.9810 |
1.9730 |
-0.0080 |
-0.4% |
1.9778 |
Low |
1.9690 |
1.9660 |
-0.0030 |
-0.2% |
1.9510 |
Close |
1.9696 |
1.9707 |
0.0011 |
0.1% |
1.9730 |
Range |
0.0120 |
0.0070 |
-0.0050 |
-41.7% |
0.0268 |
ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
1,077 |
1,161 |
84 |
7.8% |
3,746 |
|
Daily Pivots for day following 04-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.9909 |
1.9878 |
1.9746 |
|
R3 |
1.9839 |
1.9808 |
1.9726 |
|
R2 |
1.9769 |
1.9769 |
1.9720 |
|
R1 |
1.9738 |
1.9738 |
1.9713 |
1.9719 |
PP |
1.9699 |
1.9699 |
1.9699 |
1.9689 |
S1 |
1.9668 |
1.9668 |
1.9701 |
1.9649 |
S2 |
1.9629 |
1.9629 |
1.9694 |
|
S3 |
1.9559 |
1.9598 |
1.9688 |
|
S4 |
1.9489 |
1.9528 |
1.9669 |
|
|
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 |
2.0028 |
2.618 |
1.9913 |
1.618 |
1.9843 |
1.000 |
1.9800 |
0.618 |
1.9773 |
HIGH |
1.9730 |
0.618 |
1.9703 |
0.500 |
1.9695 |
0.382 |
1.9687 |
LOW |
1.9660 |
0.618 |
1.9617 |
1.000 |
1.9590 |
1.618 |
1.9547 |
2.618 |
1.9477 |
4.250 |
1.9363 |
|
|
Fisher Pivots for day following 04-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1.9703 |
1.9735 |
PP |
1.9699 |
1.9726 |
S1 |
1.9695 |
1.9716 |
|