CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 17-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2007 |
17-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9880 |
2.0040 |
0.0160 |
0.8% |
1.9587 |
| High |
1.9880 |
2.0000 |
0.0120 |
0.6% |
1.9860 |
| Low |
1.9880 |
2.0000 |
0.0120 |
0.6% |
1.9587 |
| Close |
1.9880 |
2.0040 |
0.0160 |
0.8% |
1.9853 |
| Range |
|
|
|
|
|
| ATR |
0.0052 |
0.0057 |
0.0005 |
9.2% |
0.0000 |
| Volume |
194 |
53 |
-141 |
-72.7% |
1,019 |
|
| Daily Pivots for day following 17-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0013 |
2.0027 |
2.0040 |
|
| R3 |
2.0013 |
2.0027 |
2.0040 |
|
| R2 |
2.0013 |
2.0013 |
2.0040 |
|
| R1 |
2.0027 |
2.0027 |
2.0040 |
2.0040 |
| PP |
2.0013 |
2.0013 |
2.0013 |
2.0020 |
| S1 |
2.0027 |
2.0027 |
2.0040 |
2.0040 |
| S2 |
2.0013 |
2.0013 |
2.0040 |
|
| S3 |
2.0013 |
2.0027 |
2.0040 |
|
| S4 |
2.0013 |
2.0027 |
2.0040 |
|
|
| 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 |
2.0000 |
1.9730 |
0.0270 |
1.3% |
0.0020 |
0.1% |
115% |
True |
False |
237 |
| 10 |
2.0000 |
1.9587 |
0.0413 |
2.1% |
0.0010 |
0.0% |
110% |
True |
False |
203 |
| 20 |
2.0000 |
1.9587 |
0.0413 |
2.1% |
0.0006 |
0.0% |
110% |
True |
False |
224 |
| 40 |
2.0000 |
1.9200 |
0.0800 |
4.0% |
0.0003 |
0.0% |
105% |
True |
False |
117 |
| 60 |
2.0000 |
1.9200 |
0.0800 |
4.0% |
0.0002 |
0.0% |
105% |
True |
False |
78 |
| 80 |
2.0000 |
1.9200 |
0.0800 |
4.0% |
0.0002 |
0.0% |
105% |
True |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0000 |
|
2.618 |
2.0000 |
|
1.618 |
2.0000 |
|
1.000 |
2.0000 |
|
0.618 |
2.0000 |
|
HIGH |
2.0000 |
|
0.618 |
2.0000 |
|
0.500 |
2.0000 |
|
0.382 |
2.0000 |
|
LOW |
2.0000 |
|
0.618 |
2.0000 |
|
1.000 |
2.0000 |
|
1.618 |
2.0000 |
|
2.618 |
2.0000 |
|
4.250 |
2.0000 |
|
|
| Fisher Pivots for day following 17-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0027 |
1.9987 |
| PP |
2.0013 |
1.9933 |
| S1 |
2.0000 |
1.9880 |
|