CME British Pound Future June 2008
| Trading Metrics calculated at close of trading on 07-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2008 |
07-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9890 |
2.0035 |
0.0145 |
0.7% |
1.9693 |
| High |
1.9942 |
2.0050 |
0.0108 |
0.5% |
2.0050 |
| Low |
1.9890 |
1.9970 |
0.0080 |
0.4% |
1.9619 |
| Close |
1.9942 |
1.9996 |
0.0054 |
0.3% |
1.9996 |
| Range |
0.0052 |
0.0080 |
0.0028 |
53.8% |
0.0431 |
| ATR |
0.0098 |
0.0099 |
0.0001 |
0.7% |
0.0000 |
| Volume |
2,077 |
3,726 |
1,649 |
79.4% |
9,248 |
|
| Daily Pivots for day following 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0245 |
2.0201 |
2.0040 |
|
| R3 |
2.0165 |
2.0121 |
2.0018 |
|
| R2 |
2.0085 |
2.0085 |
2.0011 |
|
| R1 |
2.0041 |
2.0041 |
2.0003 |
2.0023 |
| PP |
2.0005 |
2.0005 |
2.0005 |
1.9997 |
| S1 |
1.9961 |
1.9961 |
1.9989 |
1.9943 |
| S2 |
1.9925 |
1.9925 |
1.9981 |
|
| S3 |
1.9845 |
1.9881 |
1.9974 |
|
| S4 |
1.9765 |
1.9801 |
1.9952 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1181 |
2.1020 |
2.0233 |
|
| R3 |
2.0750 |
2.0589 |
2.0115 |
|
| R2 |
2.0319 |
2.0319 |
2.0075 |
|
| R1 |
2.0158 |
2.0158 |
2.0036 |
2.0239 |
| PP |
1.9888 |
1.9888 |
1.9888 |
1.9929 |
| S1 |
1.9727 |
1.9727 |
1.9956 |
1.9808 |
| S2 |
1.9457 |
1.9457 |
1.9917 |
|
| S3 |
1.9026 |
1.9296 |
1.9877 |
|
| S4 |
1.8595 |
1.8865 |
1.9759 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0390 |
|
2.618 |
2.0259 |
|
1.618 |
2.0179 |
|
1.000 |
2.0130 |
|
0.618 |
2.0099 |
|
HIGH |
2.0050 |
|
0.618 |
2.0019 |
|
0.500 |
2.0010 |
|
0.382 |
2.0001 |
|
LOW |
1.9970 |
|
0.618 |
1.9921 |
|
1.000 |
1.9890 |
|
1.618 |
1.9841 |
|
2.618 |
1.9761 |
|
4.250 |
1.9630 |
|
|
| Fisher Pivots for day following 07-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2.0010 |
1.9942 |
| PP |
2.0005 |
1.9888 |
| S1 |
2.0001 |
1.9835 |
|