CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 09-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2007 |
09-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0325 |
2.0269 |
-0.0056 |
-0.3% |
2.0211 |
| High |
2.0390 |
2.0318 |
-0.0072 |
-0.4% |
2.0450 |
| Low |
2.0325 |
2.0198 |
-0.0127 |
-0.6% |
2.0210 |
| Close |
2.0351 |
2.0227 |
-0.0124 |
-0.6% |
2.0434 |
| Range |
0.0065 |
0.0120 |
0.0055 |
84.6% |
0.0240 |
| ATR |
0.0108 |
0.0111 |
0.0003 |
3.0% |
0.0000 |
| Volume |
87,260 |
99,441 |
12,181 |
14.0% |
493,055 |
|
| Daily Pivots for day following 09-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0608 |
2.0537 |
2.0293 |
|
| R3 |
2.0488 |
2.0417 |
2.0260 |
|
| R2 |
2.0368 |
2.0368 |
2.0249 |
|
| R1 |
2.0297 |
2.0297 |
2.0238 |
2.0273 |
| PP |
2.0248 |
2.0248 |
2.0248 |
2.0235 |
| S1 |
2.0177 |
2.0177 |
2.0216 |
2.0153 |
| S2 |
2.0128 |
2.0128 |
2.0205 |
|
| S3 |
2.0008 |
2.0057 |
2.0194 |
|
| S4 |
1.9888 |
1.9937 |
2.0161 |
|
|
| 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 |
False |
86,177 |
| 10 |
2.0450 |
2.0175 |
0.0275 |
1.4% |
0.0086 |
0.4% |
19% |
False |
False |
97,122 |
| 20 |
2.0633 |
2.0175 |
0.0458 |
2.3% |
0.0072 |
0.4% |
11% |
False |
False |
90,716 |
| 40 |
2.0633 |
1.9634 |
0.0999 |
4.9% |
0.0063 |
0.3% |
59% |
False |
False |
86,763 |
| 60 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0054 |
0.3% |
60% |
False |
False |
60,190 |
| 80 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0041 |
0.2% |
60% |
False |
False |
45,167 |
| 100 |
2.0633 |
1.9587 |
0.1046 |
5.2% |
0.0034 |
0.2% |
61% |
False |
False |
36,179 |
| 120 |
2.0633 |
1.9200 |
0.1433 |
7.1% |
0.0028 |
0.1% |
72% |
False |
False |
30,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0828 |
|
2.618 |
2.0632 |
|
1.618 |
2.0512 |
|
1.000 |
2.0438 |
|
0.618 |
2.0392 |
|
HIGH |
2.0318 |
|
0.618 |
2.0272 |
|
0.500 |
2.0258 |
|
0.382 |
2.0244 |
|
LOW |
2.0198 |
|
0.618 |
2.0124 |
|
1.000 |
2.0078 |
|
1.618 |
2.0004 |
|
2.618 |
1.9884 |
|
4.250 |
1.9688 |
|
|
| Fisher Pivots for day following 09-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0258 |
2.0283 |
| PP |
2.0248 |
2.0264 |
| S1 |
2.0237 |
2.0246 |
|