CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 18-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2007 |
18-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0443 |
2.0472 |
0.0029 |
0.1% |
2.0129 |
| High |
2.0458 |
2.0529 |
0.0071 |
0.3% |
2.0350 |
| Low |
2.0422 |
2.0440 |
0.0018 |
0.1% |
2.0116 |
| Close |
2.0442 |
2.0516 |
0.0074 |
0.4% |
2.0319 |
| Range |
0.0036 |
0.0089 |
0.0053 |
147.2% |
0.0234 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
1.4% |
0.0000 |
| Volume |
58,090 |
100,086 |
41,996 |
72.3% |
465,358 |
|
| Daily Pivots for day following 18-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0762 |
2.0728 |
2.0565 |
|
| R3 |
2.0673 |
2.0639 |
2.0540 |
|
| R2 |
2.0584 |
2.0584 |
2.0532 |
|
| R1 |
2.0550 |
2.0550 |
2.0524 |
2.0567 |
| PP |
2.0495 |
2.0495 |
2.0495 |
2.0504 |
| S1 |
2.0461 |
2.0461 |
2.0508 |
2.0478 |
| S2 |
2.0406 |
2.0406 |
2.0500 |
|
| S3 |
2.0317 |
2.0372 |
2.0492 |
|
| S4 |
2.0228 |
2.0283 |
2.0467 |
|
|
| 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 |
2.0529 |
2.0252 |
0.0277 |
1.4% |
0.0056 |
0.3% |
95% |
True |
False |
88,176 |
| 10 |
2.0529 |
2.0036 |
0.0493 |
2.4% |
0.0067 |
0.3% |
97% |
True |
False |
87,366 |
| 20 |
2.0529 |
1.9890 |
0.0639 |
3.1% |
0.0053 |
0.3% |
98% |
True |
False |
80,252 |
| 40 |
2.0529 |
1.9621 |
0.0908 |
4.4% |
0.0048 |
0.2% |
99% |
True |
False |
52,832 |
| 60 |
2.0529 |
1.9621 |
0.0908 |
4.4% |
0.0034 |
0.2% |
99% |
True |
False |
35,261 |
| 80 |
2.0529 |
1.9587 |
0.0942 |
4.6% |
0.0027 |
0.1% |
99% |
True |
False |
26,498 |
| 100 |
2.0529 |
1.9200 |
0.1329 |
6.5% |
0.0022 |
0.1% |
99% |
True |
False |
21,208 |
| 120 |
2.0529 |
1.9200 |
0.1329 |
6.5% |
0.0018 |
0.1% |
99% |
True |
False |
17,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0907 |
|
2.618 |
2.0762 |
|
1.618 |
2.0673 |
|
1.000 |
2.0618 |
|
0.618 |
2.0584 |
|
HIGH |
2.0529 |
|
0.618 |
2.0495 |
|
0.500 |
2.0485 |
|
0.382 |
2.0474 |
|
LOW |
2.0440 |
|
0.618 |
2.0385 |
|
1.000 |
2.0351 |
|
1.618 |
2.0296 |
|
2.618 |
2.0207 |
|
4.250 |
2.0062 |
|
|
| Fisher Pivots for day following 18-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0506 |
2.0490 |
| PP |
2.0495 |
2.0463 |
| S1 |
2.0485 |
2.0437 |
|