CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 02-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2007 |
02-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0255 |
2.0290 |
0.0035 |
0.2% |
2.0570 |
| High |
2.0350 |
2.0370 |
0.0020 |
0.1% |
2.0633 |
| Low |
2.0250 |
2.0285 |
0.0035 |
0.2% |
2.0241 |
| Close |
2.0267 |
2.0343 |
0.0076 |
0.4% |
2.0255 |
| Range |
0.0100 |
0.0085 |
-0.0015 |
-15.0% |
0.0392 |
| ATR |
0.0096 |
0.0096 |
0.0001 |
0.6% |
0.0000 |
| Volume |
98,188 |
110,617 |
12,429 |
12.7% |
424,889 |
|
| Daily Pivots for day following 02-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0588 |
2.0550 |
2.0390 |
|
| R3 |
2.0503 |
2.0465 |
2.0366 |
|
| R2 |
2.0418 |
2.0418 |
2.0359 |
|
| R1 |
2.0380 |
2.0380 |
2.0351 |
2.0399 |
| PP |
2.0333 |
2.0333 |
2.0333 |
2.0342 |
| S1 |
2.0295 |
2.0295 |
2.0335 |
2.0314 |
| S2 |
2.0248 |
2.0248 |
2.0327 |
|
| S3 |
2.0163 |
2.0210 |
2.0320 |
|
| S4 |
2.0078 |
2.0125 |
2.0296 |
|
|
| Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1552 |
2.1296 |
2.0471 |
|
| R3 |
2.1160 |
2.0904 |
2.0363 |
|
| R2 |
2.0768 |
2.0768 |
2.0327 |
|
| R1 |
2.0512 |
2.0512 |
2.0291 |
2.0444 |
| PP |
2.0376 |
2.0376 |
2.0376 |
2.0343 |
| S1 |
2.0120 |
2.0120 |
2.0219 |
2.0052 |
| S2 |
1.9984 |
1.9984 |
2.0183 |
|
| S3 |
1.9592 |
1.9728 |
2.0147 |
|
| S4 |
1.9200 |
1.9336 |
2.0039 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0370 |
2.0210 |
0.0160 |
0.8% |
0.0083 |
0.4% |
83% |
True |
False |
108,068 |
| 10 |
2.0633 |
2.0210 |
0.0423 |
2.1% |
0.0074 |
0.4% |
31% |
False |
False |
95,644 |
| 20 |
2.0633 |
2.0036 |
0.0597 |
2.9% |
0.0067 |
0.3% |
51% |
False |
False |
93,758 |
| 40 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0059 |
0.3% |
71% |
False |
False |
79,168 |
| 60 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0047 |
0.2% |
71% |
False |
False |
53,020 |
| 80 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0037 |
0.2% |
71% |
False |
False |
39,796 |
| 100 |
2.0633 |
1.9331 |
0.1302 |
6.4% |
0.0030 |
0.1% |
78% |
False |
False |
31,871 |
| 120 |
2.0633 |
1.9200 |
0.1433 |
7.0% |
0.0025 |
0.1% |
80% |
False |
False |
26,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0731 |
|
2.618 |
2.0593 |
|
1.618 |
2.0508 |
|
1.000 |
2.0455 |
|
0.618 |
2.0423 |
|
HIGH |
2.0370 |
|
0.618 |
2.0338 |
|
0.500 |
2.0328 |
|
0.382 |
2.0317 |
|
LOW |
2.0285 |
|
0.618 |
2.0232 |
|
1.000 |
2.0200 |
|
1.618 |
2.0147 |
|
2.618 |
2.0062 |
|
4.250 |
1.9924 |
|
|
| Fisher Pivots for day following 02-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0338 |
2.0332 |
| PP |
2.0333 |
2.0321 |
| S1 |
2.0328 |
2.0310 |
|