CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 03-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2007 |
03-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9875 |
1.9850 |
-0.0025 |
-0.1% |
1.9985 |
| High |
1.9875 |
1.9850 |
-0.0025 |
-0.1% |
1.9995 |
| Low |
1.9875 |
1.9850 |
-0.0025 |
-0.1% |
1.9888 |
| Close |
1.9869 |
1.9850 |
-0.0019 |
-0.1% |
1.9945 |
| Range |
|
|
|
|
|
| ATR |
0.0049 |
0.0047 |
-0.0002 |
-4.4% |
0.0000 |
| Volume |
73 |
124 |
51 |
69.9% |
386 |
|
| Daily Pivots for day following 03-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9850 |
1.9850 |
1.9850 |
|
| R3 |
1.9850 |
1.9850 |
1.9850 |
|
| R2 |
1.9850 |
1.9850 |
1.9850 |
|
| R1 |
1.9850 |
1.9850 |
1.9850 |
1.9850 |
| PP |
1.9850 |
1.9850 |
1.9850 |
1.9850 |
| S1 |
1.9850 |
1.9850 |
1.9850 |
1.9850 |
| S2 |
1.9850 |
1.9850 |
1.9850 |
|
| S3 |
1.9850 |
1.9850 |
1.9850 |
|
| S4 |
1.9850 |
1.9850 |
1.9850 |
|
|
| Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0264 |
2.0211 |
2.0004 |
|
| R3 |
2.0157 |
2.0104 |
1.9974 |
|
| R2 |
2.0050 |
2.0050 |
1.9965 |
|
| R1 |
1.9997 |
1.9997 |
1.9955 |
1.9970 |
| PP |
1.9943 |
1.9943 |
1.9943 |
1.9929 |
| S1 |
1.9890 |
1.9890 |
1.9935 |
1.9863 |
| S2 |
1.9836 |
1.9836 |
1.9925 |
|
| S3 |
1.9729 |
1.9783 |
1.9916 |
|
| S4 |
1.9622 |
1.9676 |
1.9886 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9974 |
1.9850 |
0.0124 |
0.6% |
0.0000 |
0.0% |
0% |
False |
True |
92 |
| 10 |
2.0009 |
1.9850 |
0.0159 |
0.8% |
0.0001 |
0.0% |
0% |
False |
True |
73 |
| 20 |
2.0033 |
1.9587 |
0.0446 |
2.2% |
0.0006 |
0.0% |
59% |
False |
False |
140 |
| 40 |
2.0033 |
1.9282 |
0.0751 |
3.8% |
0.0003 |
0.0% |
76% |
False |
False |
144 |
| 60 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0002 |
0.0% |
78% |
False |
False |
97 |
| 80 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0002 |
0.0% |
78% |
False |
False |
73 |
| 100 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0001 |
0.0% |
78% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9850 |
|
2.618 |
1.9850 |
|
1.618 |
1.9850 |
|
1.000 |
1.9850 |
|
0.618 |
1.9850 |
|
HIGH |
1.9850 |
|
0.618 |
1.9850 |
|
0.500 |
1.9850 |
|
0.382 |
1.9850 |
|
LOW |
1.9850 |
|
0.618 |
1.9850 |
|
1.000 |
1.9850 |
|
1.618 |
1.9850 |
|
2.618 |
1.9850 |
|
4.250 |
1.9850 |
|
|
| Fisher Pivots for day following 03-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9850 |
1.9912 |
| PP |
1.9850 |
1.9891 |
| S1 |
1.9850 |
1.9871 |
|