CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 26-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2008 |
26-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9685 |
1.9671 |
-0.0014 |
-0.1% |
1.9892 |
| High |
1.9703 |
1.9800 |
0.0097 |
0.5% |
1.9892 |
| Low |
1.9685 |
1.9671 |
-0.0014 |
-0.1% |
1.9444 |
| Close |
1.9710 |
1.9774 |
0.0064 |
0.3% |
1.9534 |
| Range |
0.0018 |
0.0129 |
0.0111 |
616.7% |
0.0448 |
| ATR |
0.0092 |
0.0095 |
0.0003 |
2.9% |
0.0000 |
| Volume |
480 |
22 |
-458 |
-95.4% |
76 |
|
| Daily Pivots for day following 26-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0135 |
2.0084 |
1.9845 |
|
| R3 |
2.0006 |
1.9955 |
1.9809 |
|
| R2 |
1.9877 |
1.9877 |
1.9798 |
|
| R1 |
1.9826 |
1.9826 |
1.9786 |
1.9852 |
| PP |
1.9748 |
1.9748 |
1.9748 |
1.9761 |
| S1 |
1.9697 |
1.9697 |
1.9762 |
1.9723 |
| S2 |
1.9619 |
1.9619 |
1.9750 |
|
| S3 |
1.9490 |
1.9568 |
1.9739 |
|
| S4 |
1.9361 |
1.9439 |
1.9703 |
|
|
| Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0967 |
2.0699 |
1.9780 |
|
| R3 |
2.0519 |
2.0251 |
1.9657 |
|
| R2 |
2.0071 |
2.0071 |
1.9616 |
|
| R1 |
1.9803 |
1.9803 |
1.9575 |
1.9713 |
| PP |
1.9623 |
1.9623 |
1.9623 |
1.9579 |
| S1 |
1.9355 |
1.9355 |
1.9493 |
1.9265 |
| S2 |
1.9175 |
1.9175 |
1.9452 |
|
| S3 |
1.8727 |
1.8907 |
1.9411 |
|
| S4 |
1.8279 |
1.8459 |
1.9288 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0348 |
|
2.618 |
2.0138 |
|
1.618 |
2.0009 |
|
1.000 |
1.9929 |
|
0.618 |
1.9880 |
|
HIGH |
1.9800 |
|
0.618 |
1.9751 |
|
0.500 |
1.9736 |
|
0.382 |
1.9720 |
|
LOW |
1.9671 |
|
0.618 |
1.9591 |
|
1.000 |
1.9542 |
|
1.618 |
1.9462 |
|
2.618 |
1.9333 |
|
4.250 |
1.9123 |
|
|
| Fisher Pivots for day following 26-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9761 |
1.9742 |
| PP |
1.9748 |
1.9710 |
| S1 |
1.9736 |
1.9678 |
|