CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 20-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2007 |
20-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0461 |
2.0514 |
0.0053 |
0.3% |
2.0359 |
| High |
2.0495 |
2.0570 |
0.0075 |
0.4% |
2.0570 |
| Low |
2.0453 |
2.0504 |
0.0051 |
0.2% |
2.0345 |
| Close |
2.0470 |
2.0530 |
0.0060 |
0.3% |
2.0530 |
| Range |
0.0042 |
0.0066 |
0.0024 |
57.1% |
0.0225 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
2.5% |
0.0000 |
| Volume |
109,912 |
104,464 |
-5,448 |
-5.0% |
451,252 |
|
| Daily Pivots for day following 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0733 |
2.0697 |
2.0566 |
|
| R3 |
2.0667 |
2.0631 |
2.0548 |
|
| R2 |
2.0601 |
2.0601 |
2.0542 |
|
| R1 |
2.0565 |
2.0565 |
2.0536 |
2.0583 |
| PP |
2.0535 |
2.0535 |
2.0535 |
2.0544 |
| S1 |
2.0499 |
2.0499 |
2.0524 |
2.0517 |
| S2 |
2.0469 |
2.0469 |
2.0518 |
|
| S3 |
2.0403 |
2.0433 |
2.0512 |
|
| S4 |
2.0337 |
2.0367 |
2.0494 |
|
|
| Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1157 |
2.1068 |
2.0654 |
|
| R3 |
2.0932 |
2.0843 |
2.0592 |
|
| R2 |
2.0707 |
2.0707 |
2.0571 |
|
| R1 |
2.0618 |
2.0618 |
2.0551 |
2.0663 |
| PP |
2.0482 |
2.0482 |
2.0482 |
2.0504 |
| S1 |
2.0393 |
2.0393 |
2.0509 |
2.0438 |
| S2 |
2.0257 |
2.0257 |
2.0489 |
|
| S3 |
2.0032 |
2.0168 |
2.0468 |
|
| S4 |
1.9807 |
1.9943 |
2.0406 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0570 |
2.0345 |
0.0225 |
1.1% |
0.0054 |
0.3% |
82% |
True |
False |
90,250 |
| 10 |
2.0570 |
2.0116 |
0.0454 |
2.2% |
0.0058 |
0.3% |
91% |
True |
False |
91,661 |
| 20 |
2.0570 |
1.9925 |
0.0645 |
3.1% |
0.0056 |
0.3% |
94% |
True |
False |
82,754 |
| 40 |
2.0570 |
1.9621 |
0.0949 |
4.6% |
0.0050 |
0.2% |
96% |
True |
False |
58,180 |
| 60 |
2.0570 |
1.9621 |
0.0949 |
4.6% |
0.0036 |
0.2% |
96% |
True |
False |
38,832 |
| 80 |
2.0570 |
1.9587 |
0.0983 |
4.8% |
0.0028 |
0.1% |
96% |
True |
False |
29,176 |
| 100 |
2.0570 |
1.9200 |
0.1370 |
6.7% |
0.0023 |
0.1% |
97% |
True |
False |
23,352 |
| 120 |
2.0570 |
1.9200 |
0.1370 |
6.7% |
0.0019 |
0.1% |
97% |
True |
False |
19,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0851 |
|
2.618 |
2.0743 |
|
1.618 |
2.0677 |
|
1.000 |
2.0636 |
|
0.618 |
2.0611 |
|
HIGH |
2.0570 |
|
0.618 |
2.0545 |
|
0.500 |
2.0537 |
|
0.382 |
2.0529 |
|
LOW |
2.0504 |
|
0.618 |
2.0463 |
|
1.000 |
2.0438 |
|
1.618 |
2.0397 |
|
2.618 |
2.0331 |
|
4.250 |
2.0224 |
|
|
| Fisher Pivots for day following 20-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0537 |
2.0522 |
| PP |
2.0535 |
2.0513 |
| S1 |
2.0532 |
2.0505 |
|