CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 06-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2007 |
06-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0161 |
2.0078 |
-0.0083 |
-0.4% |
2.0092 |
| High |
2.0170 |
2.0122 |
-0.0048 |
-0.2% |
2.0170 |
| Low |
2.0066 |
2.0036 |
-0.0030 |
-0.1% |
2.0036 |
| Close |
2.0101 |
2.0084 |
-0.0017 |
-0.1% |
2.0084 |
| Range |
0.0104 |
0.0086 |
-0.0018 |
-17.3% |
0.0134 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
2.1% |
0.0000 |
| Volume |
64,846 |
106,586 |
41,740 |
64.4% |
374,471 |
|
| Daily Pivots for day following 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0339 |
2.0297 |
2.0131 |
|
| R3 |
2.0253 |
2.0211 |
2.0108 |
|
| R2 |
2.0167 |
2.0167 |
2.0100 |
|
| R1 |
2.0125 |
2.0125 |
2.0092 |
2.0146 |
| PP |
2.0081 |
2.0081 |
2.0081 |
2.0091 |
| S1 |
2.0039 |
2.0039 |
2.0076 |
2.0060 |
| S2 |
1.9995 |
1.9995 |
2.0068 |
|
| S3 |
1.9909 |
1.9953 |
2.0060 |
|
| S4 |
1.9823 |
1.9867 |
2.0037 |
|
|
| Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0499 |
2.0425 |
2.0158 |
|
| R3 |
2.0365 |
2.0291 |
2.0121 |
|
| R2 |
2.0231 |
2.0231 |
2.0109 |
|
| R1 |
2.0157 |
2.0157 |
2.0096 |
2.0127 |
| PP |
2.0097 |
2.0097 |
2.0097 |
2.0082 |
| S1 |
2.0023 |
2.0023 |
2.0072 |
1.9993 |
| S2 |
1.9963 |
1.9963 |
2.0059 |
|
| S3 |
1.9829 |
1.9889 |
2.0047 |
|
| S4 |
1.9695 |
1.9755 |
2.0010 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0170 |
2.0020 |
0.0150 |
0.7% |
0.0068 |
0.3% |
43% |
False |
False |
88,675 |
| 10 |
2.0170 |
1.9925 |
0.0245 |
1.2% |
0.0054 |
0.3% |
65% |
False |
False |
73,847 |
| 20 |
2.0170 |
1.9621 |
0.0549 |
2.7% |
0.0051 |
0.3% |
84% |
False |
False |
69,446 |
| 40 |
2.0170 |
1.9621 |
0.0549 |
2.7% |
0.0039 |
0.2% |
84% |
False |
False |
35,315 |
| 60 |
2.0170 |
1.9621 |
0.0549 |
2.7% |
0.0028 |
0.1% |
84% |
False |
False |
23,579 |
| 80 |
2.0170 |
1.9343 |
0.0827 |
4.1% |
0.0021 |
0.1% |
90% |
False |
False |
17,732 |
| 100 |
2.0170 |
1.9200 |
0.0970 |
4.8% |
0.0017 |
0.1% |
91% |
False |
False |
14,186 |
| 120 |
2.0170 |
1.9200 |
0.0970 |
4.8% |
0.0014 |
0.1% |
91% |
False |
False |
11,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0488 |
|
2.618 |
2.0347 |
|
1.618 |
2.0261 |
|
1.000 |
2.0208 |
|
0.618 |
2.0175 |
|
HIGH |
2.0122 |
|
0.618 |
2.0089 |
|
0.500 |
2.0079 |
|
0.382 |
2.0069 |
|
LOW |
2.0036 |
|
0.618 |
1.9983 |
|
1.000 |
1.9950 |
|
1.618 |
1.9897 |
|
2.618 |
1.9811 |
|
4.250 |
1.9671 |
|
|
| Fisher Pivots for day following 06-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0082 |
2.0103 |
| PP |
2.0081 |
2.0097 |
| S1 |
2.0079 |
2.0090 |
|