CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 20-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2007 |
20-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9820 |
1.9844 |
0.0024 |
0.1% |
2.0134 |
| High |
1.9915 |
1.9880 |
-0.0035 |
-0.2% |
2.0145 |
| Low |
1.9780 |
1.9805 |
0.0025 |
0.1% |
1.9755 |
| Close |
1.9786 |
1.9868 |
0.0082 |
0.4% |
1.9786 |
| Range |
0.0135 |
0.0075 |
-0.0060 |
-44.4% |
0.0390 |
| ATR |
0.0122 |
0.0120 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
131,113 |
103,846 |
-27,267 |
-20.8% |
536,039 |
|
| Daily Pivots for day following 20-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0076 |
2.0047 |
1.9909 |
|
| R3 |
2.0001 |
1.9972 |
1.9889 |
|
| R2 |
1.9926 |
1.9926 |
1.9882 |
|
| R1 |
1.9897 |
1.9897 |
1.9875 |
1.9912 |
| PP |
1.9851 |
1.9851 |
1.9851 |
1.9858 |
| S1 |
1.9822 |
1.9822 |
1.9861 |
1.9837 |
| S2 |
1.9776 |
1.9776 |
1.9854 |
|
| S3 |
1.9701 |
1.9747 |
1.9847 |
|
| S4 |
1.9626 |
1.9672 |
1.9827 |
|
|
| Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1065 |
2.0816 |
2.0001 |
|
| R3 |
2.0675 |
2.0426 |
1.9893 |
|
| R2 |
2.0285 |
2.0285 |
1.9858 |
|
| R1 |
2.0036 |
2.0036 |
1.9822 |
1.9966 |
| PP |
1.9895 |
1.9895 |
1.9895 |
1.9860 |
| S1 |
1.9646 |
1.9646 |
1.9750 |
1.9576 |
| S2 |
1.9505 |
1.9505 |
1.9715 |
|
| S3 |
1.9115 |
1.9256 |
1.9679 |
|
| S4 |
1.8725 |
1.8866 |
1.9572 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0000 |
1.9755 |
0.0245 |
1.2% |
0.0092 |
0.5% |
46% |
False |
False |
106,306 |
| 10 |
2.0390 |
1.9755 |
0.0635 |
3.2% |
0.0089 |
0.4% |
18% |
False |
False |
105,144 |
| 20 |
2.0633 |
1.9755 |
0.0878 |
4.4% |
0.0086 |
0.4% |
13% |
False |
False |
98,647 |
| 40 |
2.0633 |
1.9755 |
0.0878 |
4.4% |
0.0070 |
0.4% |
13% |
False |
False |
91,174 |
| 60 |
2.0633 |
1.9621 |
0.1012 |
5.1% |
0.0062 |
0.3% |
24% |
False |
False |
73,034 |
| 80 |
2.0633 |
1.9621 |
0.1012 |
5.1% |
0.0049 |
0.2% |
24% |
False |
False |
54,814 |
| 100 |
2.0633 |
1.9587 |
0.1046 |
5.3% |
0.0040 |
0.2% |
27% |
False |
False |
43,891 |
| 120 |
2.0633 |
1.9200 |
0.1433 |
7.2% |
0.0034 |
0.2% |
47% |
False |
False |
36,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0199 |
|
2.618 |
2.0076 |
|
1.618 |
2.0001 |
|
1.000 |
1.9955 |
|
0.618 |
1.9926 |
|
HIGH |
1.9880 |
|
0.618 |
1.9851 |
|
0.500 |
1.9843 |
|
0.382 |
1.9834 |
|
LOW |
1.9805 |
|
0.618 |
1.9759 |
|
1.000 |
1.9730 |
|
1.618 |
1.9684 |
|
2.618 |
1.9609 |
|
4.250 |
1.9486 |
|
|
| Fisher Pivots for day following 20-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9860 |
1.9857 |
| PP |
1.9851 |
1.9846 |
| S1 |
1.9843 |
1.9835 |
|