CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 08-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2007 |
08-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0254 |
2.0325 |
0.0071 |
0.4% |
2.0211 |
| High |
2.0258 |
2.0390 |
0.0132 |
0.7% |
2.0450 |
| Low |
2.0175 |
2.0325 |
0.0150 |
0.7% |
2.0210 |
| Close |
2.0227 |
2.0351 |
0.0124 |
0.6% |
2.0434 |
| Range |
0.0083 |
0.0065 |
-0.0018 |
-21.7% |
0.0240 |
| ATR |
0.0104 |
0.0108 |
0.0004 |
4.1% |
0.0000 |
| Volume |
92,348 |
87,260 |
-5,088 |
-5.5% |
493,055 |
|
| Daily Pivots for day following 08-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0550 |
2.0516 |
2.0387 |
|
| R3 |
2.0485 |
2.0451 |
2.0369 |
|
| R2 |
2.0420 |
2.0420 |
2.0363 |
|
| R1 |
2.0386 |
2.0386 |
2.0357 |
2.0403 |
| PP |
2.0355 |
2.0355 |
2.0355 |
2.0364 |
| S1 |
2.0321 |
2.0321 |
2.0345 |
2.0338 |
| S2 |
2.0290 |
2.0290 |
2.0339 |
|
| S3 |
2.0225 |
2.0256 |
2.0333 |
|
| S4 |
2.0160 |
2.0191 |
2.0315 |
|
|
| 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% |
0.0082 |
0.4% |
64% |
False |
False |
88,412 |
| 10 |
2.0550 |
2.0175 |
0.0375 |
1.8% |
0.0086 |
0.4% |
47% |
False |
False |
96,971 |
| 20 |
2.0633 |
2.0175 |
0.0458 |
2.3% |
0.0069 |
0.3% |
38% |
False |
False |
91,934 |
| 40 |
2.0633 |
1.9634 |
0.0999 |
4.9% |
0.0061 |
0.3% |
72% |
False |
False |
85,099 |
| 60 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0052 |
0.3% |
72% |
False |
False |
58,534 |
| 80 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0040 |
0.2% |
72% |
False |
False |
43,925 |
| 100 |
2.0633 |
1.9587 |
0.1046 |
5.1% |
0.0033 |
0.2% |
73% |
False |
False |
35,184 |
| 120 |
2.0633 |
1.9200 |
0.1433 |
7.0% |
0.0027 |
0.1% |
80% |
False |
False |
29,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0666 |
|
2.618 |
2.0560 |
|
1.618 |
2.0495 |
|
1.000 |
2.0455 |
|
0.618 |
2.0430 |
|
HIGH |
2.0390 |
|
0.618 |
2.0365 |
|
0.500 |
2.0358 |
|
0.382 |
2.0350 |
|
LOW |
2.0325 |
|
0.618 |
2.0285 |
|
1.000 |
2.0260 |
|
1.618 |
2.0220 |
|
2.618 |
2.0155 |
|
4.250 |
2.0049 |
|
|
| Fisher Pivots for day following 08-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0358 |
2.0328 |
| PP |
2.0355 |
2.0305 |
| S1 |
2.0353 |
2.0283 |
|