CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 24-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2007 |
24-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0570 |
2.0605 |
0.0035 |
0.2% |
2.0359 |
| High |
2.0585 |
2.0633 |
0.0048 |
0.2% |
2.0570 |
| Low |
2.0552 |
2.0595 |
0.0043 |
0.2% |
2.0345 |
| Close |
2.0565 |
2.0623 |
0.0058 |
0.3% |
2.0530 |
| Range |
0.0033 |
0.0038 |
0.0005 |
15.2% |
0.0225 |
| ATR |
0.0075 |
0.0074 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
82,304 |
56,217 |
-26,087 |
-31.7% |
451,252 |
|
| Daily Pivots for day following 24-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0731 |
2.0715 |
2.0644 |
|
| R3 |
2.0693 |
2.0677 |
2.0633 |
|
| R2 |
2.0655 |
2.0655 |
2.0630 |
|
| R1 |
2.0639 |
2.0639 |
2.0626 |
2.0647 |
| PP |
2.0617 |
2.0617 |
2.0617 |
2.0621 |
| S1 |
2.0601 |
2.0601 |
2.0620 |
2.0609 |
| S2 |
2.0579 |
2.0579 |
2.0616 |
|
| S3 |
2.0541 |
2.0563 |
2.0613 |
|
| S4 |
2.0503 |
2.0525 |
2.0602 |
|
|
| 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 |
2.0633 |
2.0440 |
0.0193 |
0.9% |
0.0054 |
0.3% |
95% |
True |
False |
90,596 |
| 10 |
2.0633 |
2.0252 |
0.0381 |
1.8% |
0.0051 |
0.2% |
97% |
True |
False |
89,413 |
| 20 |
2.0633 |
1.9935 |
0.0698 |
3.4% |
0.0055 |
0.3% |
99% |
True |
False |
83,309 |
| 40 |
2.0633 |
1.9621 |
0.1012 |
4.9% |
0.0050 |
0.2% |
99% |
True |
False |
61,625 |
| 60 |
2.0633 |
1.9621 |
0.1012 |
4.9% |
0.0037 |
0.2% |
99% |
True |
False |
41,137 |
| 80 |
2.0633 |
1.9587 |
0.1046 |
5.1% |
0.0029 |
0.1% |
99% |
True |
False |
30,901 |
| 100 |
2.0633 |
1.9200 |
0.1433 |
6.9% |
0.0024 |
0.1% |
99% |
True |
False |
24,737 |
| 120 |
2.0633 |
1.9200 |
0.1433 |
6.9% |
0.0020 |
0.1% |
99% |
True |
False |
20,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0795 |
|
2.618 |
2.0732 |
|
1.618 |
2.0694 |
|
1.000 |
2.0671 |
|
0.618 |
2.0656 |
|
HIGH |
2.0633 |
|
0.618 |
2.0618 |
|
0.500 |
2.0614 |
|
0.382 |
2.0610 |
|
LOW |
2.0595 |
|
0.618 |
2.0572 |
|
1.000 |
2.0557 |
|
1.618 |
2.0534 |
|
2.618 |
2.0496 |
|
4.250 |
2.0434 |
|
|
| Fisher Pivots for day following 24-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0620 |
2.0605 |
| PP |
2.0617 |
2.0587 |
| S1 |
2.0614 |
2.0569 |
|