CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 07-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2007 |
07-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0308 |
2.0254 |
-0.0054 |
-0.3% |
2.0211 |
| High |
2.0320 |
2.0258 |
-0.0062 |
-0.3% |
2.0450 |
| Low |
2.0266 |
2.0175 |
-0.0091 |
-0.4% |
2.0210 |
| Close |
2.0288 |
2.0227 |
-0.0061 |
-0.3% |
2.0434 |
| Range |
0.0054 |
0.0083 |
0.0029 |
53.7% |
0.0240 |
| ATR |
0.0103 |
0.0104 |
0.0001 |
0.7% |
0.0000 |
| Volume |
85,877 |
92,348 |
6,471 |
7.5% |
493,055 |
|
| Daily Pivots for day following 07-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0469 |
2.0431 |
2.0273 |
|
| R3 |
2.0386 |
2.0348 |
2.0250 |
|
| R2 |
2.0303 |
2.0303 |
2.0242 |
|
| R1 |
2.0265 |
2.0265 |
2.0235 |
2.0243 |
| PP |
2.0220 |
2.0220 |
2.0220 |
2.0209 |
| S1 |
2.0182 |
2.0182 |
2.0219 |
2.0160 |
| S2 |
2.0137 |
2.0137 |
2.0212 |
|
| S3 |
2.0054 |
2.0099 |
2.0204 |
|
| S4 |
1.9971 |
2.0016 |
2.0181 |
|
|
| 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 |
2.0175 |
0.0275 |
1.4% |
0.0089 |
0.4% |
19% |
False |
True |
90,598 |
| 10 |
2.0550 |
2.0175 |
0.0375 |
1.9% |
0.0086 |
0.4% |
14% |
False |
True |
95,764 |
| 20 |
2.0633 |
2.0175 |
0.0458 |
2.3% |
0.0069 |
0.3% |
11% |
False |
True |
92,589 |
| 40 |
2.0633 |
1.9634 |
0.0999 |
4.9% |
0.0061 |
0.3% |
59% |
False |
False |
83,415 |
| 60 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0051 |
0.3% |
60% |
False |
False |
57,084 |
| 80 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0039 |
0.2% |
60% |
False |
False |
42,837 |
| 100 |
2.0633 |
1.9421 |
0.1212 |
6.0% |
0.0032 |
0.2% |
67% |
False |
False |
34,312 |
| 120 |
2.0633 |
1.9200 |
0.1433 |
7.1% |
0.0027 |
0.1% |
72% |
False |
False |
28,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0611 |
|
2.618 |
2.0475 |
|
1.618 |
2.0392 |
|
1.000 |
2.0341 |
|
0.618 |
2.0309 |
|
HIGH |
2.0258 |
|
0.618 |
2.0226 |
|
0.500 |
2.0217 |
|
0.382 |
2.0207 |
|
LOW |
2.0175 |
|
0.618 |
2.0124 |
|
1.000 |
2.0092 |
|
1.618 |
2.0041 |
|
2.618 |
1.9958 |
|
4.250 |
1.9822 |
|
|
| Fisher Pivots for day following 07-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0224 |
2.0313 |
| PP |
2.0220 |
2.0284 |
| S1 |
2.0217 |
2.0256 |
|