CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 23-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2007 |
23-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0009 |
1.9985 |
-0.0024 |
-0.1% |
1.9880 |
| High |
2.0009 |
1.9985 |
-0.0024 |
-0.1% |
2.0033 |
| Low |
2.0009 |
1.9975 |
-0.0034 |
-0.2% |
1.9880 |
| Close |
2.0009 |
1.9989 |
-0.0020 |
-0.1% |
2.0009 |
| Range |
0.0000 |
0.0010 |
0.0010 |
|
0.0153 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
50 |
37 |
-13 |
-26.0% |
688 |
|
| Daily Pivots for day following 23-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0013 |
2.0011 |
1.9995 |
|
| R3 |
2.0003 |
2.0001 |
1.9992 |
|
| R2 |
1.9993 |
1.9993 |
1.9991 |
|
| R1 |
1.9991 |
1.9991 |
1.9990 |
1.9992 |
| PP |
1.9983 |
1.9983 |
1.9983 |
1.9984 |
| S1 |
1.9981 |
1.9981 |
1.9988 |
1.9982 |
| S2 |
1.9973 |
1.9973 |
1.9987 |
|
| S3 |
1.9963 |
1.9971 |
1.9986 |
|
| S4 |
1.9953 |
1.9961 |
1.9984 |
|
|
| Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0433 |
2.0374 |
2.0093 |
|
| R3 |
2.0280 |
2.0221 |
2.0051 |
|
| R2 |
2.0127 |
2.0127 |
2.0037 |
|
| R1 |
2.0068 |
2.0068 |
2.0023 |
2.0098 |
| PP |
1.9974 |
1.9974 |
1.9974 |
1.9989 |
| S1 |
1.9915 |
1.9915 |
1.9995 |
1.9945 |
| S2 |
1.9821 |
1.9821 |
1.9981 |
|
| S3 |
1.9668 |
1.9762 |
1.9967 |
|
| S4 |
1.9515 |
1.9609 |
1.9925 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0033 |
1.9975 |
0.0058 |
0.3% |
0.0004 |
0.0% |
24% |
False |
True |
106 |
| 10 |
2.0033 |
1.9694 |
0.0339 |
1.7% |
0.0012 |
0.1% |
87% |
False |
False |
166 |
| 20 |
2.0033 |
1.9587 |
0.0446 |
2.2% |
0.0006 |
0.0% |
90% |
False |
False |
207 |
| 40 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0003 |
0.0% |
95% |
False |
False |
128 |
| 60 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0002 |
0.0% |
95% |
False |
False |
86 |
| 80 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0002 |
0.0% |
95% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0028 |
|
2.618 |
2.0011 |
|
1.618 |
2.0001 |
|
1.000 |
1.9995 |
|
0.618 |
1.9991 |
|
HIGH |
1.9985 |
|
0.618 |
1.9981 |
|
0.500 |
1.9980 |
|
0.382 |
1.9979 |
|
LOW |
1.9975 |
|
0.618 |
1.9969 |
|
1.000 |
1.9965 |
|
1.618 |
1.9959 |
|
2.618 |
1.9949 |
|
4.250 |
1.9933 |
|
|
| Fisher Pivots for day following 23-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9986 |
1.9992 |
| PP |
1.9983 |
1.9991 |
| S1 |
1.9980 |
1.9990 |
|