CME British Pound Future September 2008
| Trading Metrics calculated at close of trading on 29-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2008 |
29-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.9596 |
1.9657 |
0.0061 |
0.3% |
1.9820 |
| High |
1.9740 |
1.9657 |
-0.0083 |
-0.4% |
1.9820 |
| Low |
1.9596 |
1.9485 |
-0.0111 |
-0.6% |
1.9486 |
| Close |
1.9702 |
1.9486 |
-0.0216 |
-1.1% |
1.9622 |
| Range |
0.0144 |
0.0172 |
0.0028 |
19.4% |
0.0334 |
| ATR |
0.0133 |
0.0139 |
0.0006 |
4.5% |
0.0000 |
| Volume |
379 |
52 |
-327 |
-86.3% |
201 |
|
| Daily Pivots for day following 29-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0059 |
1.9944 |
1.9581 |
|
| R3 |
1.9887 |
1.9772 |
1.9533 |
|
| R2 |
1.9715 |
1.9715 |
1.9518 |
|
| R1 |
1.9600 |
1.9600 |
1.9502 |
1.9572 |
| PP |
1.9543 |
1.9543 |
1.9543 |
1.9528 |
| S1 |
1.9428 |
1.9428 |
1.9470 |
1.9400 |
| S2 |
1.9371 |
1.9371 |
1.9454 |
|
| S3 |
1.9199 |
1.9256 |
1.9439 |
|
| S4 |
1.9027 |
1.9084 |
1.9391 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0645 |
2.0467 |
1.9806 |
|
| R3 |
2.0311 |
2.0133 |
1.9714 |
|
| R2 |
1.9977 |
1.9977 |
1.9683 |
|
| R1 |
1.9799 |
1.9799 |
1.9653 |
1.9721 |
| PP |
1.9643 |
1.9643 |
1.9643 |
1.9604 |
| S1 |
1.9465 |
1.9465 |
1.9591 |
1.9387 |
| S2 |
1.9309 |
1.9309 |
1.9561 |
|
| S3 |
1.8975 |
1.9131 |
1.9530 |
|
| S4 |
1.8641 |
1.8797 |
1.9438 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0388 |
|
2.618 |
2.0107 |
|
1.618 |
1.9935 |
|
1.000 |
1.9829 |
|
0.618 |
1.9763 |
|
HIGH |
1.9657 |
|
0.618 |
1.9591 |
|
0.500 |
1.9571 |
|
0.382 |
1.9551 |
|
LOW |
1.9485 |
|
0.618 |
1.9379 |
|
1.000 |
1.9313 |
|
1.618 |
1.9207 |
|
2.618 |
1.9035 |
|
4.250 |
1.8754 |
|
|
| Fisher Pivots for day following 29-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.9571 |
1.9613 |
| PP |
1.9543 |
1.9570 |
| S1 |
1.9514 |
1.9528 |
|