CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 16-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2007 |
16-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9871 |
1.9806 |
-0.0065 |
-0.3% |
2.0308 |
| High |
1.9940 |
1.9855 |
-0.0085 |
-0.4% |
2.0390 |
| Low |
1.9841 |
1.9755 |
-0.0086 |
-0.4% |
2.0145 |
| Close |
1.9927 |
1.9775 |
-0.0152 |
-0.8% |
2.0221 |
| Range |
0.0099 |
0.0100 |
0.0001 |
1.0% |
0.0245 |
| ATR |
0.0117 |
0.0121 |
0.0004 |
3.3% |
0.0000 |
| Volume |
100,803 |
122,519 |
21,716 |
21.5% |
497,432 |
|
| Daily Pivots for day following 16-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0095 |
2.0035 |
1.9830 |
|
| R3 |
1.9995 |
1.9935 |
1.9803 |
|
| R2 |
1.9895 |
1.9895 |
1.9793 |
|
| R1 |
1.9835 |
1.9835 |
1.9784 |
1.9815 |
| PP |
1.9795 |
1.9795 |
1.9795 |
1.9785 |
| S1 |
1.9735 |
1.9735 |
1.9766 |
1.9715 |
| S2 |
1.9695 |
1.9695 |
1.9757 |
|
| S3 |
1.9595 |
1.9635 |
1.9748 |
|
| S4 |
1.9495 |
1.9535 |
1.9720 |
|
|
| 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 |
2.0260 |
1.9755 |
0.0505 |
2.6% |
0.0083 |
0.4% |
4% |
False |
True |
107,486 |
| 10 |
2.0450 |
1.9755 |
0.0695 |
3.5% |
0.0086 |
0.4% |
3% |
False |
True |
96,832 |
| 20 |
2.0633 |
1.9755 |
0.0878 |
4.4% |
0.0080 |
0.4% |
2% |
False |
True |
96,238 |
| 40 |
2.0633 |
1.9755 |
0.0878 |
4.4% |
0.0067 |
0.3% |
2% |
False |
True |
88,836 |
| 60 |
2.0633 |
1.9621 |
0.1012 |
5.1% |
0.0059 |
0.3% |
15% |
False |
False |
69,127 |
| 80 |
2.0633 |
1.9621 |
0.1012 |
5.1% |
0.0046 |
0.2% |
15% |
False |
False |
51,879 |
| 100 |
2.0633 |
1.9587 |
0.1046 |
5.3% |
0.0038 |
0.2% |
18% |
False |
False |
41,545 |
| 120 |
2.0633 |
1.9200 |
0.1433 |
7.2% |
0.0032 |
0.2% |
40% |
False |
False |
34,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0280 |
|
2.618 |
2.0117 |
|
1.618 |
2.0017 |
|
1.000 |
1.9955 |
|
0.618 |
1.9917 |
|
HIGH |
1.9855 |
|
0.618 |
1.9817 |
|
0.500 |
1.9805 |
|
0.382 |
1.9793 |
|
LOW |
1.9755 |
|
0.618 |
1.9693 |
|
1.000 |
1.9655 |
|
1.618 |
1.9593 |
|
2.618 |
1.9493 |
|
4.250 |
1.9330 |
|
|
| Fisher Pivots for day following 16-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9805 |
1.9878 |
| PP |
1.9795 |
1.9843 |
| S1 |
1.9785 |
1.9809 |
|