CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 10-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2007 |
10-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0269 |
2.0165 |
-0.0104 |
-0.5% |
2.0308 |
| High |
2.0318 |
2.0260 |
-0.0058 |
-0.3% |
2.0390 |
| Low |
2.0198 |
2.0145 |
-0.0053 |
-0.3% |
2.0145 |
| Close |
2.0227 |
2.0221 |
-0.0006 |
0.0% |
2.0221 |
| Range |
0.0120 |
0.0115 |
-0.0005 |
-4.2% |
0.0245 |
| ATR |
0.0111 |
0.0111 |
0.0000 |
0.2% |
0.0000 |
| Volume |
99,441 |
132,506 |
33,065 |
33.3% |
497,432 |
|
| Daily Pivots for day following 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0554 |
2.0502 |
2.0284 |
|
| R3 |
2.0439 |
2.0387 |
2.0253 |
|
| R2 |
2.0324 |
2.0324 |
2.0242 |
|
| R1 |
2.0272 |
2.0272 |
2.0232 |
2.0298 |
| PP |
2.0209 |
2.0209 |
2.0209 |
2.0222 |
| S1 |
2.0157 |
2.0157 |
2.0210 |
2.0183 |
| S2 |
2.0094 |
2.0094 |
2.0200 |
|
| S3 |
1.9979 |
2.0042 |
2.0189 |
|
| S4 |
1.9864 |
1.9927 |
2.0158 |
|
|
| Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0987 |
2.0849 |
2.0356 |
|
| R3 |
2.0742 |
2.0604 |
2.0288 |
|
| R2 |
2.0497 |
2.0497 |
2.0266 |
|
| R1 |
2.0359 |
2.0359 |
2.0243 |
2.0306 |
| PP |
2.0252 |
2.0252 |
2.0252 |
2.0225 |
| S1 |
2.0114 |
2.0114 |
2.0199 |
2.0061 |
| S2 |
2.0007 |
2.0007 |
2.0176 |
|
| S3 |
1.9762 |
1.9869 |
2.0154 |
|
| S4 |
1.9517 |
1.9624 |
2.0086 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0390 |
2.0145 |
0.0245 |
1.2% |
0.0087 |
0.4% |
31% |
False |
True |
99,486 |
| 10 |
2.0450 |
2.0145 |
0.0305 |
1.5% |
0.0089 |
0.4% |
25% |
False |
True |
99,048 |
| 20 |
2.0633 |
2.0145 |
0.0488 |
2.4% |
0.0075 |
0.4% |
16% |
False |
True |
93,331 |
| 40 |
2.0633 |
1.9678 |
0.0955 |
4.7% |
0.0064 |
0.3% |
57% |
False |
False |
87,737 |
| 60 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0056 |
0.3% |
59% |
False |
False |
62,395 |
| 80 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0042 |
0.2% |
59% |
False |
False |
46,819 |
| 100 |
2.0633 |
1.9587 |
0.1046 |
5.2% |
0.0035 |
0.2% |
61% |
False |
False |
37,503 |
| 120 |
2.0633 |
1.9200 |
0.1433 |
7.1% |
0.0029 |
0.1% |
71% |
False |
False |
31,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0749 |
|
2.618 |
2.0561 |
|
1.618 |
2.0446 |
|
1.000 |
2.0375 |
|
0.618 |
2.0331 |
|
HIGH |
2.0260 |
|
0.618 |
2.0216 |
|
0.500 |
2.0203 |
|
0.382 |
2.0189 |
|
LOW |
2.0145 |
|
0.618 |
2.0074 |
|
1.000 |
2.0030 |
|
1.618 |
1.9959 |
|
2.618 |
1.9844 |
|
4.250 |
1.9656 |
|
|
| Fisher Pivots for day following 10-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0215 |
2.0268 |
| PP |
2.0209 |
2.0252 |
| S1 |
2.0203 |
2.0237 |
|