CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 15-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2008 |
15-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9432 |
1.9438 |
0.0006 |
0.0% |
1.9652 |
| High |
1.9631 |
1.9511 |
-0.0120 |
-0.6% |
1.9660 |
| Low |
1.9432 |
1.9400 |
-0.0032 |
-0.2% |
1.9429 |
| Close |
1.9509 |
1.9386 |
-0.0123 |
-0.6% |
1.9484 |
| Range |
0.0199 |
0.0111 |
-0.0088 |
-44.2% |
0.0231 |
| ATR |
0.0101 |
0.0101 |
0.0001 |
0.7% |
0.0000 |
| Volume |
11 |
7 |
-4 |
-36.4% |
77 |
|
| Daily Pivots for day following 15-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9765 |
1.9687 |
1.9447 |
|
| R3 |
1.9654 |
1.9576 |
1.9417 |
|
| R2 |
1.9543 |
1.9543 |
1.9406 |
|
| R1 |
1.9465 |
1.9465 |
1.9396 |
1.9449 |
| PP |
1.9432 |
1.9432 |
1.9432 |
1.9424 |
| S1 |
1.9354 |
1.9354 |
1.9376 |
1.9338 |
| S2 |
1.9321 |
1.9321 |
1.9366 |
|
| S3 |
1.9210 |
1.9243 |
1.9355 |
|
| S4 |
1.9099 |
1.9132 |
1.9325 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0217 |
2.0082 |
1.9611 |
|
| R3 |
1.9986 |
1.9851 |
1.9548 |
|
| R2 |
1.9755 |
1.9755 |
1.9526 |
|
| R1 |
1.9620 |
1.9620 |
1.9505 |
1.9572 |
| PP |
1.9524 |
1.9524 |
1.9524 |
1.9501 |
| S1 |
1.9389 |
1.9389 |
1.9463 |
1.9341 |
| S2 |
1.9293 |
1.9293 |
1.9442 |
|
| S3 |
1.9062 |
1.9158 |
1.9420 |
|
| S4 |
1.8831 |
1.8927 |
1.9357 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9983 |
|
2.618 |
1.9802 |
|
1.618 |
1.9691 |
|
1.000 |
1.9622 |
|
0.618 |
1.9580 |
|
HIGH |
1.9511 |
|
0.618 |
1.9469 |
|
0.500 |
1.9456 |
|
0.382 |
1.9442 |
|
LOW |
1.9400 |
|
0.618 |
1.9331 |
|
1.000 |
1.9289 |
|
1.618 |
1.9220 |
|
2.618 |
1.9109 |
|
4.250 |
1.8928 |
|
|
| Fisher Pivots for day following 15-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9456 |
1.9516 |
| PP |
1.9432 |
1.9472 |
| S1 |
1.9409 |
1.9429 |
|