CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 19-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2007 |
19-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0472 |
2.0461 |
-0.0011 |
-0.1% |
2.0129 |
| High |
2.0529 |
2.0495 |
-0.0034 |
-0.2% |
2.0350 |
| Low |
2.0440 |
2.0453 |
0.0013 |
0.1% |
2.0116 |
| Close |
2.0516 |
2.0470 |
-0.0046 |
-0.2% |
2.0319 |
| Range |
0.0089 |
0.0042 |
-0.0047 |
-52.8% |
0.0234 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
100,086 |
109,912 |
9,826 |
9.8% |
465,358 |
|
| Daily Pivots for day following 19-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0599 |
2.0576 |
2.0493 |
|
| R3 |
2.0557 |
2.0534 |
2.0482 |
|
| R2 |
2.0515 |
2.0515 |
2.0478 |
|
| R1 |
2.0492 |
2.0492 |
2.0474 |
2.0504 |
| PP |
2.0473 |
2.0473 |
2.0473 |
2.0478 |
| S1 |
2.0450 |
2.0450 |
2.0466 |
2.0462 |
| S2 |
2.0431 |
2.0431 |
2.0462 |
|
| S3 |
2.0389 |
2.0408 |
2.0458 |
|
| S4 |
2.0347 |
2.0366 |
2.0447 |
|
|
| 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 |
2.0300 |
0.0229 |
1.1% |
0.0050 |
0.2% |
74% |
False |
False |
85,397 |
| 10 |
2.0529 |
2.0036 |
0.0493 |
2.4% |
0.0060 |
0.3% |
88% |
False |
False |
91,873 |
| 20 |
2.0529 |
1.9890 |
0.0639 |
3.1% |
0.0055 |
0.3% |
91% |
False |
False |
81,435 |
| 40 |
2.0529 |
1.9621 |
0.0908 |
4.4% |
0.0049 |
0.2% |
94% |
False |
False |
55,572 |
| 60 |
2.0529 |
1.9621 |
0.0908 |
4.4% |
0.0035 |
0.2% |
94% |
False |
False |
37,092 |
| 80 |
2.0529 |
1.9587 |
0.0942 |
4.6% |
0.0027 |
0.1% |
94% |
False |
False |
27,871 |
| 100 |
2.0529 |
1.9200 |
0.1329 |
6.5% |
0.0022 |
0.1% |
96% |
False |
False |
22,307 |
| 120 |
2.0529 |
1.9200 |
0.1329 |
6.5% |
0.0018 |
0.1% |
96% |
False |
False |
18,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0674 |
|
2.618 |
2.0605 |
|
1.618 |
2.0563 |
|
1.000 |
2.0537 |
|
0.618 |
2.0521 |
|
HIGH |
2.0495 |
|
0.618 |
2.0479 |
|
0.500 |
2.0474 |
|
0.382 |
2.0469 |
|
LOW |
2.0453 |
|
0.618 |
2.0427 |
|
1.000 |
2.0411 |
|
1.618 |
2.0385 |
|
2.618 |
2.0343 |
|
4.250 |
2.0275 |
|
|
| Fisher Pivots for day following 19-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0474 |
2.0476 |
| PP |
2.0473 |
2.0474 |
| S1 |
2.0471 |
2.0472 |
|