CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 21-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2007 |
21-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9844 |
1.9803 |
-0.0041 |
-0.2% |
2.0134 |
| High |
1.9880 |
1.9825 |
-0.0055 |
-0.3% |
2.0145 |
| Low |
1.9805 |
1.9770 |
-0.0035 |
-0.2% |
1.9755 |
| Close |
1.9868 |
1.9810 |
-0.0058 |
-0.3% |
1.9786 |
| Range |
0.0075 |
0.0055 |
-0.0020 |
-26.7% |
0.0390 |
| ATR |
0.0120 |
0.0119 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
103,846 |
51,973 |
-51,873 |
-50.0% |
536,039 |
|
| Daily Pivots for day following 21-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9967 |
1.9943 |
1.9840 |
|
| R3 |
1.9912 |
1.9888 |
1.9825 |
|
| R2 |
1.9857 |
1.9857 |
1.9820 |
|
| R1 |
1.9833 |
1.9833 |
1.9815 |
1.9845 |
| PP |
1.9802 |
1.9802 |
1.9802 |
1.9808 |
| S1 |
1.9778 |
1.9778 |
1.9805 |
1.9790 |
| S2 |
1.9747 |
1.9747 |
1.9800 |
|
| S3 |
1.9692 |
1.9723 |
1.9795 |
|
| S4 |
1.9637 |
1.9668 |
1.9780 |
|
|
| 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 |
1.9940 |
1.9755 |
0.0185 |
0.9% |
0.0093 |
0.5% |
30% |
False |
False |
102,050 |
| 10 |
2.0390 |
1.9755 |
0.0635 |
3.2% |
0.0086 |
0.4% |
9% |
False |
False |
101,106 |
| 20 |
2.0550 |
1.9755 |
0.0795 |
4.0% |
0.0086 |
0.4% |
7% |
False |
False |
98,435 |
| 40 |
2.0633 |
1.9755 |
0.0878 |
4.4% |
0.0071 |
0.4% |
6% |
False |
False |
90,872 |
| 60 |
2.0633 |
1.9621 |
0.1012 |
5.1% |
0.0062 |
0.3% |
19% |
False |
False |
73,895 |
| 80 |
2.0633 |
1.9621 |
0.1012 |
5.1% |
0.0049 |
0.2% |
19% |
False |
False |
55,462 |
| 100 |
2.0633 |
1.9587 |
0.1046 |
5.3% |
0.0041 |
0.2% |
21% |
False |
False |
44,408 |
| 120 |
2.0633 |
1.9200 |
0.1433 |
7.2% |
0.0034 |
0.2% |
43% |
False |
False |
37,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0059 |
|
2.618 |
1.9969 |
|
1.618 |
1.9914 |
|
1.000 |
1.9880 |
|
0.618 |
1.9859 |
|
HIGH |
1.9825 |
|
0.618 |
1.9804 |
|
0.500 |
1.9798 |
|
0.382 |
1.9791 |
|
LOW |
1.9770 |
|
0.618 |
1.9736 |
|
1.000 |
1.9715 |
|
1.618 |
1.9681 |
|
2.618 |
1.9626 |
|
4.250 |
1.9536 |
|
|
| Fisher Pivots for day following 21-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9806 |
1.9843 |
| PP |
1.9802 |
1.9832 |
| S1 |
1.9798 |
1.9821 |
|