CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 11-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2007 |
11-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0163 |
2.0302 |
0.0139 |
0.7% |
2.0092 |
| High |
2.0255 |
2.0343 |
0.0088 |
0.4% |
2.0170 |
| Low |
2.0145 |
2.0288 |
0.0143 |
0.7% |
2.0036 |
| Close |
2.0247 |
2.0317 |
0.0070 |
0.3% |
2.0084 |
| Range |
0.0110 |
0.0055 |
-0.0055 |
-50.0% |
0.0134 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.4% |
0.0000 |
| Volume |
70,826 |
100,353 |
29,527 |
41.7% |
374,471 |
|
| Daily Pivots for day following 11-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0481 |
2.0454 |
2.0347 |
|
| R3 |
2.0426 |
2.0399 |
2.0332 |
|
| R2 |
2.0371 |
2.0371 |
2.0327 |
|
| R1 |
2.0344 |
2.0344 |
2.0322 |
2.0358 |
| PP |
2.0316 |
2.0316 |
2.0316 |
2.0323 |
| S1 |
2.0289 |
2.0289 |
2.0312 |
2.0303 |
| S2 |
2.0261 |
2.0261 |
2.0307 |
|
| S3 |
2.0206 |
2.0234 |
2.0302 |
|
| S4 |
2.0151 |
2.0179 |
2.0287 |
|
|
| 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 |
2.0343 |
2.0036 |
0.0307 |
1.5% |
0.0077 |
0.4% |
92% |
True |
False |
86,556 |
| 10 |
2.0343 |
1.9935 |
0.0408 |
2.0% |
0.0060 |
0.3% |
94% |
True |
False |
82,216 |
| 20 |
2.0343 |
1.9634 |
0.0709 |
3.5% |
0.0053 |
0.3% |
96% |
True |
False |
78,264 |
| 40 |
2.0343 |
1.9621 |
0.0722 |
3.6% |
0.0043 |
0.2% |
96% |
True |
False |
41,834 |
| 60 |
2.0343 |
1.9621 |
0.0722 |
3.6% |
0.0030 |
0.1% |
96% |
True |
False |
27,922 |
| 80 |
2.0343 |
1.9587 |
0.0756 |
3.7% |
0.0024 |
0.1% |
97% |
True |
False |
20,997 |
| 100 |
2.0343 |
1.9200 |
0.1143 |
5.6% |
0.0019 |
0.1% |
98% |
True |
False |
16,799 |
| 120 |
2.0343 |
1.9200 |
0.1143 |
5.6% |
0.0016 |
0.1% |
98% |
True |
False |
14,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0577 |
|
2.618 |
2.0487 |
|
1.618 |
2.0432 |
|
1.000 |
2.0398 |
|
0.618 |
2.0377 |
|
HIGH |
2.0343 |
|
0.618 |
2.0322 |
|
0.500 |
2.0316 |
|
0.382 |
2.0309 |
|
LOW |
2.0288 |
|
0.618 |
2.0254 |
|
1.000 |
2.0233 |
|
1.618 |
2.0199 |
|
2.618 |
2.0144 |
|
4.250 |
2.0054 |
|
|
| Fisher Pivots for day following 11-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0317 |
2.0288 |
| PP |
2.0316 |
2.0259 |
| S1 |
2.0316 |
2.0230 |
|