CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 17-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2007 |
17-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0359 |
2.0443 |
0.0084 |
0.4% |
2.0129 |
| High |
2.0380 |
2.0458 |
0.0078 |
0.4% |
2.0350 |
| Low |
2.0345 |
2.0422 |
0.0077 |
0.4% |
2.0116 |
| Close |
2.0353 |
2.0442 |
0.0089 |
0.4% |
2.0319 |
| Range |
0.0035 |
0.0036 |
0.0001 |
2.9% |
0.0234 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
3.3% |
0.0000 |
| Volume |
78,700 |
58,090 |
-20,610 |
-26.2% |
465,358 |
|
| Daily Pivots for day following 17-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0549 |
2.0531 |
2.0462 |
|
| R3 |
2.0513 |
2.0495 |
2.0452 |
|
| R2 |
2.0477 |
2.0477 |
2.0449 |
|
| R1 |
2.0459 |
2.0459 |
2.0445 |
2.0450 |
| PP |
2.0441 |
2.0441 |
2.0441 |
2.0436 |
| S1 |
2.0423 |
2.0423 |
2.0439 |
2.0414 |
| S2 |
2.0405 |
2.0405 |
2.0435 |
|
| S3 |
2.0369 |
2.0387 |
2.0432 |
|
| S4 |
2.0333 |
2.0351 |
2.0422 |
|
|
| 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 |
2.0458 |
2.0252 |
0.0206 |
1.0% |
0.0049 |
0.2% |
92% |
True |
False |
88,230 |
| 10 |
2.0458 |
2.0036 |
0.0422 |
2.1% |
0.0060 |
0.3% |
96% |
True |
False |
88,907 |
| 20 |
2.0458 |
1.9850 |
0.0608 |
3.0% |
0.0050 |
0.2% |
97% |
True |
False |
79,382 |
| 40 |
2.0458 |
1.9621 |
0.0837 |
4.1% |
0.0047 |
0.2% |
98% |
True |
False |
50,342 |
| 60 |
2.0458 |
1.9621 |
0.0837 |
4.1% |
0.0033 |
0.2% |
98% |
True |
False |
33,594 |
| 80 |
2.0458 |
1.9587 |
0.0871 |
4.3% |
0.0026 |
0.1% |
98% |
True |
False |
25,250 |
| 100 |
2.0458 |
1.9200 |
0.1258 |
6.2% |
0.0021 |
0.1% |
99% |
True |
False |
20,207 |
| 120 |
2.0458 |
1.9200 |
0.1258 |
6.2% |
0.0017 |
0.1% |
99% |
True |
False |
16,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0611 |
|
2.618 |
2.0552 |
|
1.618 |
2.0516 |
|
1.000 |
2.0494 |
|
0.618 |
2.0480 |
|
HIGH |
2.0458 |
|
0.618 |
2.0444 |
|
0.500 |
2.0440 |
|
0.382 |
2.0436 |
|
LOW |
2.0422 |
|
0.618 |
2.0400 |
|
1.000 |
2.0386 |
|
1.618 |
2.0364 |
|
2.618 |
2.0328 |
|
4.250 |
2.0269 |
|
|
| Fisher Pivots for day following 17-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0441 |
2.0421 |
| PP |
2.0441 |
2.0400 |
| S1 |
2.0440 |
2.0379 |
|