CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 14-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2007 |
14-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0134 |
1.9991 |
-0.0143 |
-0.7% |
2.0308 |
| High |
2.0145 |
2.0000 |
-0.0145 |
-0.7% |
2.0390 |
| Low |
2.0096 |
1.9950 |
-0.0146 |
-0.7% |
2.0145 |
| Close |
2.0125 |
1.9962 |
-0.0163 |
-0.8% |
2.0221 |
| Range |
0.0049 |
0.0050 |
0.0001 |
2.0% |
0.0245 |
| ATR |
0.0112 |
0.0117 |
0.0004 |
4.0% |
0.0000 |
| Volume |
108,351 |
73,253 |
-35,098 |
-32.4% |
497,432 |
|
| Daily Pivots for day following 14-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0121 |
2.0091 |
1.9990 |
|
| R3 |
2.0071 |
2.0041 |
1.9976 |
|
| R2 |
2.0021 |
2.0021 |
1.9971 |
|
| R1 |
1.9991 |
1.9991 |
1.9967 |
1.9981 |
| PP |
1.9971 |
1.9971 |
1.9971 |
1.9966 |
| S1 |
1.9941 |
1.9941 |
1.9957 |
1.9931 |
| S2 |
1.9921 |
1.9921 |
1.9953 |
|
| S3 |
1.9871 |
1.9891 |
1.9948 |
|
| S4 |
1.9821 |
1.9841 |
1.9935 |
|
|
| 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 |
1.9950 |
0.0440 |
2.2% |
0.0080 |
0.4% |
3% |
False |
True |
100,162 |
| 10 |
2.0450 |
1.9950 |
0.0500 |
2.5% |
0.0084 |
0.4% |
2% |
False |
True |
95,380 |
| 20 |
2.0633 |
1.9950 |
0.0683 |
3.4% |
0.0077 |
0.4% |
2% |
False |
True |
95,572 |
| 40 |
2.0633 |
1.9850 |
0.0783 |
3.9% |
0.0063 |
0.3% |
14% |
False |
False |
87,477 |
| 60 |
2.0633 |
1.9621 |
0.1012 |
5.1% |
0.0057 |
0.3% |
34% |
False |
False |
65,418 |
| 80 |
2.0633 |
1.9621 |
0.1012 |
5.1% |
0.0044 |
0.2% |
34% |
False |
False |
49,088 |
| 100 |
2.0633 |
1.9587 |
0.1046 |
5.2% |
0.0036 |
0.2% |
36% |
False |
False |
39,314 |
| 120 |
2.0633 |
1.9200 |
0.1433 |
7.2% |
0.0030 |
0.2% |
53% |
False |
False |
32,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0213 |
|
2.618 |
2.0131 |
|
1.618 |
2.0081 |
|
1.000 |
2.0050 |
|
0.618 |
2.0031 |
|
HIGH |
2.0000 |
|
0.618 |
1.9981 |
|
0.500 |
1.9975 |
|
0.382 |
1.9969 |
|
LOW |
1.9950 |
|
0.618 |
1.9919 |
|
1.000 |
1.9900 |
|
1.618 |
1.9869 |
|
2.618 |
1.9819 |
|
4.250 |
1.9738 |
|
|
| Fisher Pivots for day following 14-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9975 |
2.0105 |
| PP |
1.9971 |
2.0057 |
| S1 |
1.9966 |
2.0010 |
|