CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 21-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2007 |
21-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9584 |
1.9600 |
0.0016 |
0.1% |
1.9296 |
| High |
1.9590 |
1.9640 |
0.0050 |
0.3% |
1.9398 |
| Low |
1.9590 |
1.9640 |
0.0050 |
0.3% |
1.9282 |
| Close |
1.9584 |
1.9662 |
0.0078 |
0.4% |
1.9398 |
| Range |
|
|
|
|
|
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.0% |
0.0000 |
| Volume |
1 |
72 |
71 |
7,100.0% |
151 |
|
| Daily Pivots for day following 21-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9647 |
1.9655 |
1.9662 |
|
| R3 |
1.9647 |
1.9655 |
1.9662 |
|
| R2 |
1.9647 |
1.9647 |
1.9662 |
|
| R1 |
1.9655 |
1.9655 |
1.9662 |
1.9651 |
| PP |
1.9647 |
1.9647 |
1.9647 |
1.9646 |
| S1 |
1.9655 |
1.9655 |
1.9662 |
1.9651 |
| S2 |
1.9647 |
1.9647 |
1.9662 |
|
| S3 |
1.9647 |
1.9655 |
1.9662 |
|
| S4 |
1.9647 |
1.9655 |
1.9662 |
|
|
| Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9707 |
1.9669 |
1.9462 |
|
| R3 |
1.9591 |
1.9553 |
1.9430 |
|
| R2 |
1.9475 |
1.9475 |
1.9419 |
|
| R1 |
1.9437 |
1.9437 |
1.9409 |
1.9456 |
| PP |
1.9359 |
1.9359 |
1.9359 |
1.9369 |
| S1 |
1.9321 |
1.9321 |
1.9387 |
1.9340 |
| S2 |
1.9243 |
1.9243 |
1.9377 |
|
| S3 |
1.9127 |
1.9205 |
1.9366 |
|
| S4 |
1.9011 |
1.9089 |
1.9334 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9640 |
1.9343 |
0.0297 |
1.5% |
0.0000 |
0.0% |
107% |
True |
False |
48 |
| 10 |
1.9640 |
1.9273 |
0.0367 |
1.9% |
0.0000 |
0.0% |
106% |
True |
False |
24 |
| 20 |
1.9640 |
1.9200 |
0.0440 |
2.2% |
0.0000 |
0.0% |
105% |
True |
False |
13 |
| 40 |
1.9679 |
1.9200 |
0.0479 |
2.4% |
0.0000 |
0.0% |
96% |
False |
False |
7 |
| 60 |
1.9790 |
1.9200 |
0.0590 |
3.0% |
0.0000 |
0.0% |
78% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9640 |
|
2.618 |
1.9640 |
|
1.618 |
1.9640 |
|
1.000 |
1.9640 |
|
0.618 |
1.9640 |
|
HIGH |
1.9640 |
|
0.618 |
1.9640 |
|
0.500 |
1.9640 |
|
0.382 |
1.9640 |
|
LOW |
1.9640 |
|
0.618 |
1.9640 |
|
1.000 |
1.9640 |
|
1.618 |
1.9640 |
|
2.618 |
1.9640 |
|
4.250 |
1.9640 |
|
|
| Fisher Pivots for day following 21-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9655 |
1.9618 |
| PP |
1.9647 |
1.9574 |
| S1 |
1.9640 |
1.9531 |
|