CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 09-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2007 |
09-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9626 |
1.9587 |
-0.0039 |
-0.2% |
1.9749 |
| High |
1.9626 |
1.9587 |
-0.0039 |
-0.2% |
1.9749 |
| Low |
1.9626 |
1.9587 |
-0.0039 |
-0.2% |
1.9626 |
| Close |
1.9626 |
1.9587 |
-0.0039 |
-0.2% |
1.9626 |
| Range |
|
|
|
|
|
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
410 |
77 |
-333 |
-81.2% |
1,808 |
|
| Daily Pivots for day following 09-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9587 |
1.9587 |
1.9587 |
|
| R3 |
1.9587 |
1.9587 |
1.9587 |
|
| R2 |
1.9587 |
1.9587 |
1.9587 |
|
| R1 |
1.9587 |
1.9587 |
1.9587 |
1.9587 |
| PP |
1.9587 |
1.9587 |
1.9587 |
1.9587 |
| S1 |
1.9587 |
1.9587 |
1.9587 |
1.9587 |
| S2 |
1.9587 |
1.9587 |
1.9587 |
|
| S3 |
1.9587 |
1.9587 |
1.9587 |
|
| S4 |
1.9587 |
1.9587 |
1.9587 |
|
|
| Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0036 |
1.9954 |
1.9694 |
|
| R3 |
1.9913 |
1.9831 |
1.9660 |
|
| R2 |
1.9790 |
1.9790 |
1.9649 |
|
| R1 |
1.9708 |
1.9708 |
1.9637 |
1.9688 |
| PP |
1.9667 |
1.9667 |
1.9667 |
1.9657 |
| S1 |
1.9585 |
1.9585 |
1.9615 |
1.9565 |
| S2 |
1.9544 |
1.9544 |
1.9603 |
|
| S3 |
1.9421 |
1.9462 |
1.9592 |
|
| S4 |
1.9298 |
1.9339 |
1.9558 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9725 |
1.9587 |
0.0138 |
0.7% |
0.0000 |
0.0% |
0% |
False |
True |
284 |
| 10 |
1.9749 |
1.9587 |
0.0162 |
0.8% |
0.0000 |
0.0% |
0% |
False |
True |
248 |
| 20 |
1.9749 |
1.9282 |
0.0467 |
2.4% |
0.0001 |
0.0% |
65% |
False |
False |
173 |
| 40 |
1.9749 |
1.9200 |
0.0549 |
2.8% |
0.0001 |
0.0% |
70% |
False |
False |
87 |
| 60 |
1.9790 |
1.9200 |
0.0590 |
3.0% |
0.0000 |
0.0% |
66% |
False |
False |
59 |
| 80 |
1.9790 |
1.9200 |
0.0590 |
3.0% |
0.0000 |
0.0% |
66% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9587 |
|
2.618 |
1.9587 |
|
1.618 |
1.9587 |
|
1.000 |
1.9587 |
|
0.618 |
1.9587 |
|
HIGH |
1.9587 |
|
0.618 |
1.9587 |
|
0.500 |
1.9587 |
|
0.382 |
1.9587 |
|
LOW |
1.9587 |
|
0.618 |
1.9587 |
|
1.000 |
1.9587 |
|
1.618 |
1.9587 |
|
2.618 |
1.9587 |
|
4.250 |
1.9587 |
|
|
| Fisher Pivots for day following 09-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9587 |
1.9633 |
| PP |
1.9587 |
1.9618 |
| S1 |
1.9587 |
1.9602 |
|