CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 23-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2008 |
23-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9584 |
1.9748 |
0.0164 |
0.8% |
1.9432 |
| High |
1.9758 |
1.9748 |
-0.0010 |
-0.1% |
1.9791 |
| Low |
1.9542 |
1.9596 |
0.0054 |
0.3% |
1.9400 |
| Close |
1.9749 |
1.9602 |
-0.0147 |
-0.7% |
1.9736 |
| Range |
0.0216 |
0.0152 |
-0.0064 |
-29.6% |
0.0391 |
| ATR |
0.0127 |
0.0128 |
0.0002 |
1.5% |
0.0000 |
| Volume |
7 |
18 |
11 |
157.1% |
306 |
|
| Daily Pivots for day following 23-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0105 |
2.0005 |
1.9686 |
|
| R3 |
1.9953 |
1.9853 |
1.9644 |
|
| R2 |
1.9801 |
1.9801 |
1.9630 |
|
| R1 |
1.9701 |
1.9701 |
1.9616 |
1.9675 |
| PP |
1.9649 |
1.9649 |
1.9649 |
1.9636 |
| S1 |
1.9549 |
1.9549 |
1.9588 |
1.9523 |
| S2 |
1.9497 |
1.9497 |
1.9574 |
|
| S3 |
1.9345 |
1.9397 |
1.9560 |
|
| S4 |
1.9193 |
1.9245 |
1.9518 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0815 |
2.0667 |
1.9951 |
|
| R3 |
2.0424 |
2.0276 |
1.9844 |
|
| R2 |
2.0033 |
2.0033 |
1.9808 |
|
| R1 |
1.9885 |
1.9885 |
1.9772 |
1.9959 |
| PP |
1.9642 |
1.9642 |
1.9642 |
1.9680 |
| S1 |
1.9494 |
1.9494 |
1.9700 |
1.9568 |
| S2 |
1.9251 |
1.9251 |
1.9664 |
|
| S3 |
1.8860 |
1.9103 |
1.9628 |
|
| S4 |
1.8469 |
1.8712 |
1.9521 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0394 |
|
2.618 |
2.0146 |
|
1.618 |
1.9994 |
|
1.000 |
1.9900 |
|
0.618 |
1.9842 |
|
HIGH |
1.9748 |
|
0.618 |
1.9690 |
|
0.500 |
1.9672 |
|
0.382 |
1.9654 |
|
LOW |
1.9596 |
|
0.618 |
1.9502 |
|
1.000 |
1.9444 |
|
1.618 |
1.9350 |
|
2.618 |
1.9198 |
|
4.250 |
1.8950 |
|
|
| Fisher Pivots for day following 23-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9672 |
1.9681 |
| PP |
1.9649 |
1.9655 |
| S1 |
1.9625 |
1.9628 |
|