CME British Pound Future September 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 |
1.9660 |
1.9783 |
0.0123 |
0.6% |
1.9395 |
| High |
1.9683 |
1.9808 |
0.0125 |
0.6% |
1.9664 |
| Low |
1.9574 |
1.9783 |
0.0209 |
1.1% |
1.9395 |
| Close |
1.9633 |
1.9802 |
0.0169 |
0.9% |
1.9592 |
| Range |
0.0109 |
0.0025 |
-0.0084 |
-77.1% |
0.0269 |
| ATR |
|
|
|
|
|
| Volume |
5 |
17 |
12 |
240.0% |
26 |
|
| Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9873 |
1.9862 |
1.9816 |
|
| R3 |
1.9848 |
1.9837 |
1.9809 |
|
| R2 |
1.9823 |
1.9823 |
1.9807 |
|
| R1 |
1.9812 |
1.9812 |
1.9804 |
1.9818 |
| PP |
1.9798 |
1.9798 |
1.9798 |
1.9800 |
| S1 |
1.9787 |
1.9787 |
1.9800 |
1.9793 |
| S2 |
1.9773 |
1.9773 |
1.9797 |
|
| S3 |
1.9748 |
1.9762 |
1.9795 |
|
| S4 |
1.9723 |
1.9737 |
1.9788 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0357 |
2.0244 |
1.9740 |
|
| R3 |
2.0088 |
1.9975 |
1.9666 |
|
| R2 |
1.9819 |
1.9819 |
1.9641 |
|
| R1 |
1.9706 |
1.9706 |
1.9617 |
1.9763 |
| PP |
1.9550 |
1.9550 |
1.9550 |
1.9579 |
| S1 |
1.9437 |
1.9437 |
1.9567 |
1.9494 |
| S2 |
1.9281 |
1.9281 |
1.9543 |
|
| S3 |
1.9012 |
1.9168 |
1.9518 |
|
| S4 |
1.8743 |
1.8899 |
1.9444 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9914 |
|
2.618 |
1.9873 |
|
1.618 |
1.9848 |
|
1.000 |
1.9833 |
|
0.618 |
1.9823 |
|
HIGH |
1.9808 |
|
0.618 |
1.9798 |
|
0.500 |
1.9796 |
|
0.382 |
1.9793 |
|
LOW |
1.9783 |
|
0.618 |
1.9768 |
|
1.000 |
1.9758 |
|
1.618 |
1.9743 |
|
2.618 |
1.9718 |
|
4.250 |
1.9677 |
|
|
| Fisher Pivots for day following 06-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9800 |
1.9764 |
| PP |
1.9798 |
1.9727 |
| S1 |
1.9796 |
1.9689 |
|