CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 03-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2007 |
03-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0290 |
2.0327 |
0.0037 |
0.2% |
2.0211 |
| High |
2.0370 |
2.0450 |
0.0080 |
0.4% |
2.0450 |
| Low |
2.0285 |
2.0327 |
0.0042 |
0.2% |
2.0210 |
| Close |
2.0343 |
2.0434 |
0.0091 |
0.4% |
2.0434 |
| Range |
0.0085 |
0.0123 |
0.0038 |
44.7% |
0.0240 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
2.0% |
0.0000 |
| Volume |
110,617 |
65,962 |
-44,655 |
-40.4% |
493,055 |
|
| Daily Pivots for day following 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0773 |
2.0726 |
2.0502 |
|
| R3 |
2.0650 |
2.0603 |
2.0468 |
|
| R2 |
2.0527 |
2.0527 |
2.0457 |
|
| R1 |
2.0480 |
2.0480 |
2.0445 |
2.0504 |
| PP |
2.0404 |
2.0404 |
2.0404 |
2.0415 |
| S1 |
2.0357 |
2.0357 |
2.0423 |
2.0381 |
| S2 |
2.0281 |
2.0281 |
2.0411 |
|
| S3 |
2.0158 |
2.0234 |
2.0400 |
|
| S4 |
2.0035 |
2.0111 |
2.0366 |
|
|
| Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1085 |
2.0999 |
2.0566 |
|
| R3 |
2.0845 |
2.0759 |
2.0500 |
|
| R2 |
2.0605 |
2.0605 |
2.0478 |
|
| R1 |
2.0519 |
2.0519 |
2.0456 |
2.0562 |
| PP |
2.0365 |
2.0365 |
2.0365 |
2.0386 |
| S1 |
2.0279 |
2.0279 |
2.0412 |
2.0322 |
| S2 |
2.0125 |
2.0125 |
2.0390 |
|
| S3 |
1.9885 |
2.0039 |
2.0368 |
|
| S4 |
1.9645 |
1.9799 |
2.0302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0450 |
2.0210 |
0.0240 |
1.2% |
0.0090 |
0.4% |
93% |
True |
False |
98,611 |
| 10 |
2.0633 |
2.0210 |
0.0423 |
2.1% |
0.0080 |
0.4% |
53% |
False |
False |
91,794 |
| 20 |
2.0633 |
2.0116 |
0.0517 |
2.5% |
0.0069 |
0.3% |
62% |
False |
False |
91,727 |
| 40 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0060 |
0.3% |
80% |
False |
False |
80,586 |
| 60 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0049 |
0.2% |
80% |
False |
False |
54,119 |
| 80 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0038 |
0.2% |
80% |
False |
False |
40,616 |
| 100 |
2.0633 |
1.9343 |
0.1290 |
6.3% |
0.0031 |
0.2% |
85% |
False |
False |
32,531 |
| 120 |
2.0633 |
1.9200 |
0.1433 |
7.0% |
0.0026 |
0.1% |
86% |
False |
False |
27,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0973 |
|
2.618 |
2.0772 |
|
1.618 |
2.0649 |
|
1.000 |
2.0573 |
|
0.618 |
2.0526 |
|
HIGH |
2.0450 |
|
0.618 |
2.0403 |
|
0.500 |
2.0389 |
|
0.382 |
2.0374 |
|
LOW |
2.0327 |
|
0.618 |
2.0251 |
|
1.000 |
2.0204 |
|
1.618 |
2.0128 |
|
2.618 |
2.0005 |
|
4.250 |
1.9804 |
|
|
| Fisher Pivots for day following 03-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0419 |
2.0406 |
| PP |
2.0404 |
2.0378 |
| S1 |
2.0389 |
2.0350 |
|