CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 20-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2008 |
20-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9876 |
1.9474 |
-0.0402 |
-2.0% |
1.9868 |
| High |
1.9876 |
1.9530 |
-0.0346 |
-1.7% |
2.0000 |
| Low |
1.9811 |
1.9444 |
-0.0367 |
-1.9% |
1.9750 |
| Close |
1.9550 |
1.9534 |
-0.0016 |
-0.1% |
1.9890 |
| Range |
0.0065 |
0.0086 |
0.0021 |
32.3% |
0.0250 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
1.1% |
0.0000 |
| Volume |
6 |
6 |
0 |
0.0% |
47 |
|
| Daily Pivots for day following 20-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9761 |
1.9733 |
1.9581 |
|
| R3 |
1.9675 |
1.9647 |
1.9558 |
|
| R2 |
1.9589 |
1.9589 |
1.9550 |
|
| R1 |
1.9561 |
1.9561 |
1.9542 |
1.9575 |
| PP |
1.9503 |
1.9503 |
1.9503 |
1.9510 |
| S1 |
1.9475 |
1.9475 |
1.9526 |
1.9489 |
| S2 |
1.9417 |
1.9417 |
1.9518 |
|
| S3 |
1.9331 |
1.9389 |
1.9510 |
|
| S4 |
1.9245 |
1.9303 |
1.9487 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0630 |
2.0510 |
2.0028 |
|
| R3 |
2.0380 |
2.0260 |
1.9959 |
|
| R2 |
2.0130 |
2.0130 |
1.9936 |
|
| R1 |
2.0010 |
2.0010 |
1.9913 |
2.0070 |
| PP |
1.9880 |
1.9880 |
1.9880 |
1.9910 |
| S1 |
1.9760 |
1.9760 |
1.9867 |
1.9820 |
| S2 |
1.9630 |
1.9630 |
1.9844 |
|
| S3 |
1.9380 |
1.9510 |
1.9821 |
|
| S4 |
1.9130 |
1.9260 |
1.9753 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9896 |
|
2.618 |
1.9755 |
|
1.618 |
1.9669 |
|
1.000 |
1.9616 |
|
0.618 |
1.9583 |
|
HIGH |
1.9530 |
|
0.618 |
1.9497 |
|
0.500 |
1.9487 |
|
0.382 |
1.9477 |
|
LOW |
1.9444 |
|
0.618 |
1.9391 |
|
1.000 |
1.9358 |
|
1.618 |
1.9305 |
|
2.618 |
1.9219 |
|
4.250 |
1.9079 |
|
|
| Fisher Pivots for day following 20-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9518 |
1.9666 |
| PP |
1.9503 |
1.9622 |
| S1 |
1.9487 |
1.9578 |
|