CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 08-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2007 |
08-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9312 |
1.9273 |
-0.0039 |
-0.2% |
1.9626 |
| High |
1.9312 |
1.9273 |
-0.0039 |
-0.2% |
1.9626 |
| Low |
1.9312 |
1.9273 |
-0.0039 |
-0.2% |
1.9411 |
| Close |
1.9312 |
1.9273 |
-0.0039 |
-0.2% |
1.9411 |
| Range |
|
|
|
|
|
| ATR |
0.0063 |
0.0062 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
6 |
0 |
-6 |
-100.0% |
7 |
|
| Daily Pivots for day following 08-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9273 |
1.9273 |
1.9273 |
|
| R3 |
1.9273 |
1.9273 |
1.9273 |
|
| R2 |
1.9273 |
1.9273 |
1.9273 |
|
| R1 |
1.9273 |
1.9273 |
1.9273 |
1.9273 |
| PP |
1.9273 |
1.9273 |
1.9273 |
1.9273 |
| S1 |
1.9273 |
1.9273 |
1.9273 |
1.9273 |
| S2 |
1.9273 |
1.9273 |
1.9273 |
|
| S3 |
1.9273 |
1.9273 |
1.9273 |
|
| S4 |
1.9273 |
1.9273 |
1.9273 |
|
|
| Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0128 |
1.9984 |
1.9529 |
|
| R3 |
1.9913 |
1.9769 |
1.9470 |
|
| R2 |
1.9698 |
1.9698 |
1.9450 |
|
| R1 |
1.9554 |
1.9554 |
1.9431 |
1.9519 |
| PP |
1.9483 |
1.9483 |
1.9483 |
1.9465 |
| S1 |
1.9339 |
1.9339 |
1.9391 |
1.9304 |
| S2 |
1.9268 |
1.9268 |
1.9372 |
|
| S3 |
1.9053 |
1.9124 |
1.9352 |
|
| S4 |
1.8838 |
1.8909 |
1.9293 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9411 |
1.9200 |
0.0211 |
1.1% |
0.0000 |
0.0% |
35% |
False |
False |
1 |
| 10 |
1.9626 |
1.9200 |
0.0426 |
2.2% |
0.0000 |
0.0% |
17% |
False |
False |
2 |
| 20 |
1.9626 |
1.9200 |
0.0426 |
2.2% |
0.0000 |
0.0% |
17% |
False |
False |
1 |
| 40 |
1.9790 |
1.9200 |
0.0590 |
3.1% |
0.0000 |
0.0% |
12% |
False |
False |
1 |
| 60 |
1.9790 |
1.9200 |
0.0590 |
3.1% |
0.0000 |
0.0% |
12% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9273 |
|
2.618 |
1.9273 |
|
1.618 |
1.9273 |
|
1.000 |
1.9273 |
|
0.618 |
1.9273 |
|
HIGH |
1.9273 |
|
0.618 |
1.9273 |
|
0.500 |
1.9273 |
|
0.382 |
1.9273 |
|
LOW |
1.9273 |
|
0.618 |
1.9273 |
|
1.000 |
1.9273 |
|
1.618 |
1.9273 |
|
2.618 |
1.9273 |
|
4.250 |
1.9273 |
|
|
| Fisher Pivots for day following 08-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9273 |
1.9290 |
| PP |
1.9273 |
1.9284 |
| S1 |
1.9273 |
1.9279 |
|