CME British Pound Future June 2008
Trading Metrics calculated at close of trading on 06-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2008 |
06-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1.9619 |
1.9890 |
0.0271 |
1.4% |
1.9510 |
High |
1.9820 |
1.9942 |
0.0122 |
0.6% |
1.9778 |
Low |
1.9619 |
1.9890 |
0.0271 |
1.4% |
1.9510 |
Close |
1.9770 |
1.9942 |
0.0172 |
0.9% |
1.9730 |
Range |
0.0201 |
0.0052 |
-0.0149 |
-74.1% |
0.0268 |
ATR |
0.0093 |
0.0098 |
0.0006 |
6.1% |
0.0000 |
Volume |
1,207 |
2,077 |
870 |
72.1% |
3,746 |
|
Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.0081 |
2.0063 |
1.9971 |
|
R3 |
2.0029 |
2.0011 |
1.9956 |
|
R2 |
1.9977 |
1.9977 |
1.9952 |
|
R1 |
1.9959 |
1.9959 |
1.9947 |
1.9968 |
PP |
1.9925 |
1.9925 |
1.9925 |
1.9929 |
S1 |
1.9907 |
1.9907 |
1.9937 |
1.9916 |
S2 |
1.9873 |
1.9873 |
1.9932 |
|
S3 |
1.9821 |
1.9855 |
1.9928 |
|
S4 |
1.9769 |
1.9803 |
1.9913 |
|
|
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 |
2.0163 |
2.618 |
2.0078 |
1.618 |
2.0026 |
1.000 |
1.9994 |
0.618 |
1.9974 |
HIGH |
1.9942 |
0.618 |
1.9922 |
0.500 |
1.9916 |
0.382 |
1.9910 |
LOW |
1.9890 |
0.618 |
1.9858 |
1.000 |
1.9838 |
1.618 |
1.9806 |
2.618 |
1.9754 |
4.250 |
1.9669 |
|
|
Fisher Pivots for day following 06-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1.9933 |
1.9888 |
PP |
1.9925 |
1.9834 |
S1 |
1.9916 |
1.9781 |
|