CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 03-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2007 |
03-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0092 |
2.0139 |
0.0047 |
0.2% |
1.9973 |
| High |
2.0155 |
2.0160 |
0.0005 |
0.0% |
2.0057 |
| Low |
2.0065 |
2.0139 |
0.0074 |
0.4% |
1.9935 |
| Close |
2.0144 |
2.0157 |
0.0013 |
0.1% |
2.0055 |
| Range |
0.0090 |
0.0021 |
-0.0069 |
-76.7% |
0.0122 |
| ATR |
0.0067 |
0.0064 |
-0.0003 |
-4.9% |
0.0000 |
| Volume |
87,543 |
115,496 |
27,953 |
31.9% |
300,657 |
|
| Daily Pivots for day following 03-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0215 |
2.0207 |
2.0169 |
|
| R3 |
2.0194 |
2.0186 |
2.0163 |
|
| R2 |
2.0173 |
2.0173 |
2.0161 |
|
| R1 |
2.0165 |
2.0165 |
2.0159 |
2.0169 |
| PP |
2.0152 |
2.0152 |
2.0152 |
2.0154 |
| S1 |
2.0144 |
2.0144 |
2.0155 |
2.0148 |
| S2 |
2.0131 |
2.0131 |
2.0153 |
|
| S3 |
2.0110 |
2.0123 |
2.0151 |
|
| S4 |
2.0089 |
2.0102 |
2.0145 |
|
|
| Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0382 |
2.0340 |
2.0122 |
|
| R3 |
2.0260 |
2.0218 |
2.0089 |
|
| R2 |
2.0138 |
2.0138 |
2.0077 |
|
| R1 |
2.0096 |
2.0096 |
2.0066 |
2.0117 |
| PP |
2.0016 |
2.0016 |
2.0016 |
2.0026 |
| S1 |
1.9974 |
1.9974 |
2.0044 |
1.9995 |
| S2 |
1.9894 |
1.9894 |
2.0033 |
|
| S3 |
1.9772 |
1.9852 |
2.0021 |
|
| S4 |
1.9650 |
1.9730 |
1.9988 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0160 |
1.9935 |
0.0225 |
1.1% |
0.0042 |
0.2% |
99% |
True |
False |
77,876 |
| 10 |
2.0160 |
1.9890 |
0.0270 |
1.3% |
0.0040 |
0.2% |
99% |
True |
False |
73,139 |
| 20 |
2.0160 |
1.9621 |
0.0539 |
2.7% |
0.0047 |
0.2% |
99% |
True |
False |
61,552 |
| 40 |
2.0160 |
1.9621 |
0.0539 |
2.7% |
0.0034 |
0.2% |
99% |
True |
False |
31,030 |
| 60 |
2.0160 |
1.9621 |
0.0539 |
2.7% |
0.0025 |
0.1% |
99% |
True |
False |
20,728 |
| 80 |
2.0160 |
1.9282 |
0.0878 |
4.4% |
0.0019 |
0.1% |
100% |
True |
False |
15,589 |
| 100 |
2.0160 |
1.9200 |
0.0960 |
4.8% |
0.0015 |
0.1% |
100% |
True |
False |
12,471 |
| 120 |
2.0160 |
1.9200 |
0.0960 |
4.8% |
0.0013 |
0.1% |
100% |
True |
False |
10,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0249 |
|
2.618 |
2.0215 |
|
1.618 |
2.0194 |
|
1.000 |
2.0181 |
|
0.618 |
2.0173 |
|
HIGH |
2.0160 |
|
0.618 |
2.0152 |
|
0.500 |
2.0150 |
|
0.382 |
2.0147 |
|
LOW |
2.0139 |
|
0.618 |
2.0126 |
|
1.000 |
2.0118 |
|
1.618 |
2.0105 |
|
2.618 |
2.0084 |
|
4.250 |
2.0050 |
|
|
| Fisher Pivots for day following 03-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0155 |
2.0135 |
| PP |
2.0152 |
2.0112 |
| S1 |
2.0150 |
2.0090 |
|