CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 16-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2007 |
16-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0318 |
2.0359 |
0.0041 |
0.2% |
2.0129 |
| High |
2.0350 |
2.0380 |
0.0030 |
0.1% |
2.0350 |
| Low |
2.0300 |
2.0345 |
0.0045 |
0.2% |
2.0116 |
| Close |
2.0319 |
2.0353 |
0.0034 |
0.2% |
2.0319 |
| Range |
0.0050 |
0.0035 |
-0.0015 |
-30.0% |
0.0234 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
80,198 |
78,700 |
-1,498 |
-1.9% |
465,358 |
|
| Daily Pivots for day following 16-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0464 |
2.0444 |
2.0372 |
|
| R3 |
2.0429 |
2.0409 |
2.0363 |
|
| R2 |
2.0394 |
2.0394 |
2.0359 |
|
| R1 |
2.0374 |
2.0374 |
2.0356 |
2.0367 |
| PP |
2.0359 |
2.0359 |
2.0359 |
2.0356 |
| S1 |
2.0339 |
2.0339 |
2.0350 |
2.0332 |
| S2 |
2.0324 |
2.0324 |
2.0347 |
|
| S3 |
2.0289 |
2.0304 |
2.0343 |
|
| S4 |
2.0254 |
2.0269 |
2.0334 |
|
|
| Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0964 |
2.0875 |
2.0448 |
|
| R3 |
2.0730 |
2.0641 |
2.0383 |
|
| R2 |
2.0496 |
2.0496 |
2.0362 |
|
| R1 |
2.0407 |
2.0407 |
2.0340 |
2.0452 |
| PP |
2.0262 |
2.0262 |
2.0262 |
2.0284 |
| S1 |
2.0173 |
2.0173 |
2.0298 |
2.0218 |
| S2 |
2.0028 |
2.0028 |
2.0276 |
|
| S3 |
1.9794 |
1.9939 |
2.0255 |
|
| S4 |
1.9560 |
1.9705 |
2.0190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0380 |
2.0145 |
0.0235 |
1.2% |
0.0064 |
0.3% |
89% |
True |
False |
90,777 |
| 10 |
2.0380 |
2.0036 |
0.0344 |
1.7% |
0.0065 |
0.3% |
92% |
True |
False |
91,852 |
| 20 |
2.0380 |
1.9780 |
0.0600 |
2.9% |
0.0050 |
0.2% |
96% |
True |
False |
81,085 |
| 40 |
2.0380 |
1.9621 |
0.0759 |
3.7% |
0.0047 |
0.2% |
96% |
True |
False |
48,893 |
| 60 |
2.0380 |
1.9621 |
0.0759 |
3.7% |
0.0032 |
0.2% |
96% |
True |
False |
32,626 |
| 80 |
2.0380 |
1.9587 |
0.0793 |
3.9% |
0.0025 |
0.1% |
97% |
True |
False |
24,525 |
| 100 |
2.0380 |
1.9200 |
0.1180 |
5.8% |
0.0020 |
0.1% |
98% |
True |
False |
19,626 |
| 120 |
2.0380 |
1.9200 |
0.1180 |
5.8% |
0.0017 |
0.1% |
98% |
True |
False |
16,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0529 |
|
2.618 |
2.0472 |
|
1.618 |
2.0437 |
|
1.000 |
2.0415 |
|
0.618 |
2.0402 |
|
HIGH |
2.0380 |
|
0.618 |
2.0367 |
|
0.500 |
2.0363 |
|
0.382 |
2.0358 |
|
LOW |
2.0345 |
|
0.618 |
2.0323 |
|
1.000 |
2.0310 |
|
1.618 |
2.0288 |
|
2.618 |
2.0253 |
|
4.250 |
2.0196 |
|
|
| Fisher Pivots for day following 16-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0363 |
2.0341 |
| PP |
2.0359 |
2.0328 |
| S1 |
2.0356 |
2.0316 |
|