CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 13-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2007 |
13-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9762 |
1.9853 |
0.0091 |
0.5% |
1.9587 |
| High |
1.9762 |
1.9860 |
0.0098 |
0.5% |
1.9860 |
| Low |
1.9762 |
1.9760 |
-0.0002 |
0.0% |
1.9587 |
| Close |
1.9762 |
1.9853 |
0.0091 |
0.5% |
1.9853 |
| Range |
0.0000 |
0.0100 |
0.0100 |
|
0.0273 |
| ATR |
0.0051 |
0.0054 |
0.0004 |
6.9% |
0.0000 |
| Volume |
324 |
227 |
-97 |
-29.9% |
1,019 |
|
| Daily Pivots for day following 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0124 |
2.0089 |
1.9908 |
|
| R3 |
2.0024 |
1.9989 |
1.9881 |
|
| R2 |
1.9924 |
1.9924 |
1.9871 |
|
| R1 |
1.9889 |
1.9889 |
1.9862 |
1.9903 |
| PP |
1.9824 |
1.9824 |
1.9824 |
1.9832 |
| S1 |
1.9789 |
1.9789 |
1.9844 |
1.9803 |
| S2 |
1.9724 |
1.9724 |
1.9835 |
|
| S3 |
1.9624 |
1.9689 |
1.9826 |
|
| S4 |
1.9524 |
1.9589 |
1.9798 |
|
|
| Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0586 |
2.0492 |
2.0003 |
|
| R3 |
2.0313 |
2.0219 |
1.9928 |
|
| R2 |
2.0040 |
2.0040 |
1.9903 |
|
| R1 |
1.9946 |
1.9946 |
1.9878 |
1.9993 |
| PP |
1.9767 |
1.9767 |
1.9767 |
1.9790 |
| S1 |
1.9673 |
1.9673 |
1.9828 |
1.9720 |
| S2 |
1.9494 |
1.9494 |
1.9803 |
|
| S3 |
1.9221 |
1.9400 |
1.9778 |
|
| S4 |
1.8948 |
1.9127 |
1.9703 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9860 |
1.9587 |
0.0273 |
1.4% |
0.0020 |
0.1% |
97% |
True |
False |
203 |
| 10 |
1.9860 |
1.9587 |
0.0273 |
1.4% |
0.0010 |
0.1% |
97% |
True |
False |
282 |
| 20 |
1.9860 |
1.9421 |
0.0439 |
2.2% |
0.0006 |
0.0% |
98% |
True |
False |
213 |
| 40 |
1.9860 |
1.9200 |
0.0660 |
3.3% |
0.0003 |
0.0% |
99% |
True |
False |
110 |
| 60 |
1.9860 |
1.9200 |
0.0660 |
3.3% |
0.0002 |
0.0% |
99% |
True |
False |
74 |
| 80 |
1.9860 |
1.9200 |
0.0660 |
3.3% |
0.0002 |
0.0% |
99% |
True |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0285 |
|
2.618 |
2.0122 |
|
1.618 |
2.0022 |
|
1.000 |
1.9960 |
|
0.618 |
1.9922 |
|
HIGH |
1.9860 |
|
0.618 |
1.9822 |
|
0.500 |
1.9810 |
|
0.382 |
1.9798 |
|
LOW |
1.9760 |
|
0.618 |
1.9698 |
|
1.000 |
1.9660 |
|
1.618 |
1.9598 |
|
2.618 |
1.9498 |
|
4.250 |
1.9335 |
|
|
| Fisher Pivots for day following 13-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9839 |
1.9834 |
| PP |
1.9824 |
1.9814 |
| S1 |
1.9810 |
1.9795 |
|