CME British Pound Future September 2008
Trading Metrics calculated at close of trading on 11-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2008 |
11-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1.9868 |
1.9760 |
-0.0108 |
-0.5% |
1.9521 |
High |
1.9890 |
1.9772 |
-0.0118 |
-0.6% |
1.9852 |
Low |
1.9868 |
1.9750 |
-0.0118 |
-0.6% |
1.9521 |
Close |
1.9799 |
1.9738 |
-0.0061 |
-0.3% |
1.9852 |
Range |
0.0022 |
0.0022 |
0.0000 |
0.0% |
0.0331 |
ATR |
0.0000 |
0.0066 |
0.0066 |
|
0.0000 |
Volume |
0 |
37 |
37 |
|
79 |
|
Daily Pivots for day following 11-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.9819 |
1.9801 |
1.9750 |
|
R3 |
1.9797 |
1.9779 |
1.9744 |
|
R2 |
1.9775 |
1.9775 |
1.9742 |
|
R1 |
1.9757 |
1.9757 |
1.9740 |
1.9755 |
PP |
1.9753 |
1.9753 |
1.9753 |
1.9753 |
S1 |
1.9735 |
1.9735 |
1.9736 |
1.9733 |
S2 |
1.9731 |
1.9731 |
1.9734 |
|
S3 |
1.9709 |
1.9713 |
1.9732 |
|
S4 |
1.9687 |
1.9691 |
1.9726 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.0735 |
2.0624 |
2.0034 |
|
R3 |
2.0404 |
2.0293 |
1.9943 |
|
R2 |
2.0073 |
2.0073 |
1.9913 |
|
R1 |
1.9962 |
1.9962 |
1.9882 |
2.0018 |
PP |
1.9742 |
1.9742 |
1.9742 |
1.9769 |
S1 |
1.9631 |
1.9631 |
1.9822 |
1.9687 |
S2 |
1.9411 |
1.9411 |
1.9791 |
|
S3 |
1.9080 |
1.9300 |
1.9761 |
|
S4 |
1.8749 |
1.8969 |
1.9670 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.9866 |
2.618 |
1.9830 |
1.618 |
1.9808 |
1.000 |
1.9794 |
0.618 |
1.9786 |
HIGH |
1.9772 |
0.618 |
1.9764 |
0.500 |
1.9761 |
0.382 |
1.9758 |
LOW |
1.9750 |
0.618 |
1.9736 |
1.000 |
1.9728 |
1.618 |
1.9714 |
2.618 |
1.9692 |
4.250 |
1.9657 |
|
|
Fisher Pivots for day following 11-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1.9761 |
1.9820 |
PP |
1.9753 |
1.9793 |
S1 |
1.9746 |
1.9765 |
|