CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 28-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2008 |
28-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9767 |
1.9792 |
0.0025 |
0.1% |
1.9556 |
| High |
1.9903 |
1.9806 |
-0.0097 |
-0.5% |
1.9903 |
| Low |
1.9767 |
1.9670 |
-0.0097 |
-0.5% |
1.9556 |
| Close |
1.9753 |
1.9636 |
-0.0117 |
-0.6% |
1.9636 |
| Range |
0.0136 |
0.0136 |
0.0000 |
0.0% |
0.0347 |
| ATR |
0.0098 |
0.0100 |
0.0003 |
2.8% |
0.0000 |
| Volume |
442 |
16 |
-426 |
-96.4% |
1,006 |
|
| Daily Pivots for day following 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0112 |
2.0010 |
1.9711 |
|
| R3 |
1.9976 |
1.9874 |
1.9673 |
|
| R2 |
1.9840 |
1.9840 |
1.9661 |
|
| R1 |
1.9738 |
1.9738 |
1.9648 |
1.9721 |
| PP |
1.9704 |
1.9704 |
1.9704 |
1.9696 |
| S1 |
1.9602 |
1.9602 |
1.9624 |
1.9585 |
| S2 |
1.9568 |
1.9568 |
1.9611 |
|
| S3 |
1.9432 |
1.9466 |
1.9599 |
|
| S4 |
1.9296 |
1.9330 |
1.9561 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0739 |
2.0535 |
1.9827 |
|
| R3 |
2.0392 |
2.0188 |
1.9731 |
|
| R2 |
2.0045 |
2.0045 |
1.9700 |
|
| R1 |
1.9841 |
1.9841 |
1.9668 |
1.9943 |
| PP |
1.9698 |
1.9698 |
1.9698 |
1.9750 |
| S1 |
1.9494 |
1.9494 |
1.9604 |
1.9596 |
| S2 |
1.9351 |
1.9351 |
1.9572 |
|
| S3 |
1.9004 |
1.9147 |
1.9541 |
|
| S4 |
1.8657 |
1.8800 |
1.9445 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0384 |
|
2.618 |
2.0162 |
|
1.618 |
2.0026 |
|
1.000 |
1.9942 |
|
0.618 |
1.9890 |
|
HIGH |
1.9806 |
|
0.618 |
1.9754 |
|
0.500 |
1.9738 |
|
0.382 |
1.9722 |
|
LOW |
1.9670 |
|
0.618 |
1.9586 |
|
1.000 |
1.9534 |
|
1.618 |
1.9450 |
|
2.618 |
1.9314 |
|
4.250 |
1.9092 |
|
|
| Fisher Pivots for day following 28-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9738 |
1.9787 |
| PP |
1.9704 |
1.9736 |
| S1 |
1.9670 |
1.9686 |
|