CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 12-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2007 |
12-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0302 |
2.0304 |
0.0002 |
0.0% |
2.0092 |
| High |
2.0343 |
2.0320 |
-0.0023 |
-0.1% |
2.0170 |
| Low |
2.0288 |
2.0252 |
-0.0036 |
-0.2% |
2.0036 |
| Close |
2.0317 |
2.0285 |
-0.0032 |
-0.2% |
2.0084 |
| Range |
0.0055 |
0.0068 |
0.0013 |
23.6% |
0.0134 |
| ATR |
0.0074 |
0.0073 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
100,353 |
123,809 |
23,456 |
23.4% |
374,471 |
|
| Daily Pivots for day following 12-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0490 |
2.0455 |
2.0322 |
|
| R3 |
2.0422 |
2.0387 |
2.0304 |
|
| R2 |
2.0354 |
2.0354 |
2.0297 |
|
| R1 |
2.0319 |
2.0319 |
2.0291 |
2.0303 |
| PP |
2.0286 |
2.0286 |
2.0286 |
2.0277 |
| S1 |
2.0251 |
2.0251 |
2.0279 |
2.0235 |
| S2 |
2.0218 |
2.0218 |
2.0273 |
|
| S3 |
2.0150 |
2.0183 |
2.0266 |
|
| S4 |
2.0082 |
2.0115 |
2.0248 |
|
|
| 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% |
0.0070 |
0.3% |
81% |
False |
False |
98,349 |
| 10 |
2.0343 |
1.9985 |
0.0358 |
1.8% |
0.0063 |
0.3% |
84% |
False |
False |
88,588 |
| 20 |
2.0343 |
1.9634 |
0.0709 |
3.5% |
0.0053 |
0.3% |
92% |
False |
False |
82,811 |
| 40 |
2.0343 |
1.9621 |
0.0722 |
3.6% |
0.0045 |
0.2% |
92% |
False |
False |
44,927 |
| 60 |
2.0343 |
1.9621 |
0.0722 |
3.6% |
0.0031 |
0.2% |
92% |
False |
False |
29,985 |
| 80 |
2.0343 |
1.9587 |
0.0756 |
3.7% |
0.0025 |
0.1% |
92% |
False |
False |
22,544 |
| 100 |
2.0343 |
1.9200 |
0.1143 |
5.6% |
0.0020 |
0.1% |
95% |
False |
False |
18,037 |
| 120 |
2.0343 |
1.9200 |
0.1143 |
5.6% |
0.0016 |
0.1% |
95% |
False |
False |
15,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0609 |
|
2.618 |
2.0498 |
|
1.618 |
2.0430 |
|
1.000 |
2.0388 |
|
0.618 |
2.0362 |
|
HIGH |
2.0320 |
|
0.618 |
2.0294 |
|
0.500 |
2.0286 |
|
0.382 |
2.0278 |
|
LOW |
2.0252 |
|
0.618 |
2.0210 |
|
1.000 |
2.0184 |
|
1.618 |
2.0142 |
|
2.618 |
2.0074 |
|
4.250 |
1.9963 |
|
|
| Fisher Pivots for day following 12-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0286 |
2.0271 |
| PP |
2.0286 |
2.0258 |
| S1 |
2.0285 |
2.0244 |
|