CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 01-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2008 |
01-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9560 |
1.9501 |
-0.0059 |
-0.3% |
1.9556 |
| High |
1.9560 |
1.9566 |
0.0006 |
0.0% |
1.9903 |
| Low |
1.9560 |
1.9501 |
-0.0059 |
-0.3% |
1.9556 |
| Close |
1.9559 |
1.9497 |
-0.0062 |
-0.3% |
1.9636 |
| Range |
0.0000 |
0.0065 |
0.0065 |
|
0.0347 |
| ATR |
0.0099 |
0.0096 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
7 |
2 |
-5 |
-71.4% |
1,006 |
|
| Daily Pivots for day following 01-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9716 |
1.9672 |
1.9533 |
|
| R3 |
1.9651 |
1.9607 |
1.9515 |
|
| R2 |
1.9586 |
1.9586 |
1.9509 |
|
| R1 |
1.9542 |
1.9542 |
1.9503 |
1.9532 |
| PP |
1.9521 |
1.9521 |
1.9521 |
1.9516 |
| S1 |
1.9477 |
1.9477 |
1.9491 |
1.9467 |
| S2 |
1.9456 |
1.9456 |
1.9485 |
|
| S3 |
1.9391 |
1.9412 |
1.9479 |
|
| S4 |
1.9326 |
1.9347 |
1.9461 |
|
|
| 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 |
1.9842 |
|
2.618 |
1.9736 |
|
1.618 |
1.9671 |
|
1.000 |
1.9631 |
|
0.618 |
1.9606 |
|
HIGH |
1.9566 |
|
0.618 |
1.9541 |
|
0.500 |
1.9534 |
|
0.382 |
1.9526 |
|
LOW |
1.9501 |
|
0.618 |
1.9461 |
|
1.000 |
1.9436 |
|
1.618 |
1.9396 |
|
2.618 |
1.9331 |
|
4.250 |
1.9225 |
|
|
| Fisher Pivots for day following 01-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9534 |
1.9654 |
| PP |
1.9521 |
1.9601 |
| S1 |
1.9509 |
1.9549 |
|