CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 09-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2007 |
09-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0078 |
2.0129 |
0.0051 |
0.3% |
2.0092 |
| High |
2.0122 |
2.0148 |
0.0026 |
0.1% |
2.0170 |
| Low |
2.0036 |
2.0116 |
0.0080 |
0.4% |
2.0036 |
| Close |
2.0084 |
2.0129 |
0.0045 |
0.2% |
2.0084 |
| Range |
0.0086 |
0.0032 |
-0.0054 |
-62.8% |
0.0134 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
106,586 |
90,172 |
-16,414 |
-15.4% |
374,471 |
|
| Daily Pivots for day following 09-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0227 |
2.0210 |
2.0147 |
|
| R3 |
2.0195 |
2.0178 |
2.0138 |
|
| R2 |
2.0163 |
2.0163 |
2.0135 |
|
| R1 |
2.0146 |
2.0146 |
2.0132 |
2.0145 |
| PP |
2.0131 |
2.0131 |
2.0131 |
2.0131 |
| S1 |
2.0114 |
2.0114 |
2.0126 |
2.0113 |
| S2 |
2.0099 |
2.0099 |
2.0123 |
|
| S3 |
2.0067 |
2.0082 |
2.0120 |
|
| S4 |
2.0035 |
2.0050 |
2.0111 |
|
|
| 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 |
2.0036 |
0.0134 |
0.7% |
0.0067 |
0.3% |
69% |
False |
False |
92,928 |
| 10 |
2.0170 |
1.9935 |
0.0235 |
1.2% |
0.0052 |
0.3% |
83% |
False |
False |
76,530 |
| 20 |
2.0170 |
1.9634 |
0.0536 |
2.7% |
0.0050 |
0.2% |
92% |
False |
False |
72,695 |
| 40 |
2.0170 |
1.9621 |
0.0549 |
2.7% |
0.0040 |
0.2% |
93% |
False |
False |
37,569 |
| 60 |
2.0170 |
1.9621 |
0.0549 |
2.7% |
0.0029 |
0.1% |
93% |
False |
False |
25,076 |
| 80 |
2.0170 |
1.9398 |
0.0772 |
3.8% |
0.0022 |
0.1% |
95% |
False |
False |
18,857 |
| 100 |
2.0170 |
1.9200 |
0.0970 |
4.8% |
0.0017 |
0.1% |
96% |
False |
False |
15,087 |
| 120 |
2.0170 |
1.9200 |
0.0970 |
4.8% |
0.0014 |
0.1% |
96% |
False |
False |
12,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0284 |
|
2.618 |
2.0232 |
|
1.618 |
2.0200 |
|
1.000 |
2.0180 |
|
0.618 |
2.0168 |
|
HIGH |
2.0148 |
|
0.618 |
2.0136 |
|
0.500 |
2.0132 |
|
0.382 |
2.0128 |
|
LOW |
2.0116 |
|
0.618 |
2.0096 |
|
1.000 |
2.0084 |
|
1.618 |
2.0064 |
|
2.618 |
2.0032 |
|
4.250 |
1.9980 |
|
|
| Fisher Pivots for day following 09-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0132 |
2.0120 |
| PP |
2.0131 |
2.0112 |
| S1 |
2.0130 |
2.0103 |
|