CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 10-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2008 |
10-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9437 |
1.9520 |
0.0083 |
0.4% |
1.9560 |
| High |
1.9517 |
1.9597 |
0.0080 |
0.4% |
1.9717 |
| Low |
1.9437 |
1.9483 |
0.0046 |
0.2% |
1.9501 |
| Close |
1.9511 |
1.9484 |
-0.0027 |
-0.1% |
1.9669 |
| Range |
0.0080 |
0.0114 |
0.0034 |
42.5% |
0.0216 |
| ATR |
0.0094 |
0.0096 |
0.0001 |
1.5% |
0.0000 |
| Volume |
8 |
14 |
6 |
75.0% |
51 |
|
| Daily Pivots for day following 10-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9863 |
1.9788 |
1.9547 |
|
| R3 |
1.9749 |
1.9674 |
1.9515 |
|
| R2 |
1.9635 |
1.9635 |
1.9505 |
|
| R1 |
1.9560 |
1.9560 |
1.9494 |
1.9541 |
| PP |
1.9521 |
1.9521 |
1.9521 |
1.9512 |
| S1 |
1.9446 |
1.9446 |
1.9474 |
1.9427 |
| S2 |
1.9407 |
1.9407 |
1.9463 |
|
| S3 |
1.9293 |
1.9332 |
1.9453 |
|
| S4 |
1.9179 |
1.9218 |
1.9421 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0277 |
2.0189 |
1.9788 |
|
| R3 |
2.0061 |
1.9973 |
1.9728 |
|
| R2 |
1.9845 |
1.9845 |
1.9709 |
|
| R1 |
1.9757 |
1.9757 |
1.9689 |
1.9801 |
| PP |
1.9629 |
1.9629 |
1.9629 |
1.9651 |
| S1 |
1.9541 |
1.9541 |
1.9649 |
1.9585 |
| S2 |
1.9413 |
1.9413 |
1.9629 |
|
| S3 |
1.9197 |
1.9325 |
1.9610 |
|
| S4 |
1.8981 |
1.9109 |
1.9550 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0082 |
|
2.618 |
1.9895 |
|
1.618 |
1.9781 |
|
1.000 |
1.9711 |
|
0.618 |
1.9667 |
|
HIGH |
1.9597 |
|
0.618 |
1.9553 |
|
0.500 |
1.9540 |
|
0.382 |
1.9527 |
|
LOW |
1.9483 |
|
0.618 |
1.9413 |
|
1.000 |
1.9369 |
|
1.618 |
1.9299 |
|
2.618 |
1.9185 |
|
4.250 |
1.8999 |
|
|
| Fisher Pivots for day following 10-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9540 |
1.9515 |
| PP |
1.9521 |
1.9504 |
| S1 |
1.9503 |
1.9494 |
|