CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 22-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2007 |
22-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9803 |
1.9856 |
0.0053 |
0.3% |
2.0134 |
| High |
1.9825 |
1.9917 |
0.0092 |
0.5% |
2.0145 |
| Low |
1.9770 |
1.9856 |
0.0086 |
0.4% |
1.9755 |
| Close |
1.9810 |
1.9904 |
0.0094 |
0.5% |
1.9786 |
| Range |
0.0055 |
0.0061 |
0.0006 |
10.9% |
0.0390 |
| ATR |
0.0119 |
0.0118 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
51,973 |
52,948 |
975 |
1.9% |
536,039 |
|
| Daily Pivots for day following 22-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0075 |
2.0051 |
1.9938 |
|
| R3 |
2.0014 |
1.9990 |
1.9921 |
|
| R2 |
1.9953 |
1.9953 |
1.9915 |
|
| R1 |
1.9929 |
1.9929 |
1.9910 |
1.9941 |
| PP |
1.9892 |
1.9892 |
1.9892 |
1.9899 |
| S1 |
1.9868 |
1.9868 |
1.9898 |
1.9880 |
| S2 |
1.9831 |
1.9831 |
1.9893 |
|
| S3 |
1.9770 |
1.9807 |
1.9887 |
|
| S4 |
1.9709 |
1.9746 |
1.9870 |
|
|
| 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 |
1.9917 |
1.9755 |
0.0162 |
0.8% |
0.0085 |
0.4% |
92% |
True |
False |
92,479 |
| 10 |
2.0318 |
1.9755 |
0.0563 |
2.8% |
0.0086 |
0.4% |
26% |
False |
False |
97,675 |
| 20 |
2.0550 |
1.9755 |
0.0795 |
4.0% |
0.0086 |
0.4% |
19% |
False |
False |
97,323 |
| 40 |
2.0633 |
1.9755 |
0.0878 |
4.4% |
0.0071 |
0.4% |
17% |
False |
False |
90,940 |
| 60 |
2.0633 |
1.9621 |
0.1012 |
5.1% |
0.0062 |
0.3% |
28% |
False |
False |
74,775 |
| 80 |
2.0633 |
1.9621 |
0.1012 |
5.1% |
0.0050 |
0.3% |
28% |
False |
False |
56,123 |
| 100 |
2.0633 |
1.9587 |
0.1046 |
5.3% |
0.0041 |
0.2% |
30% |
False |
False |
44,933 |
| 120 |
2.0633 |
1.9268 |
0.1365 |
6.9% |
0.0035 |
0.2% |
47% |
False |
False |
37,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0176 |
|
2.618 |
2.0077 |
|
1.618 |
2.0016 |
|
1.000 |
1.9978 |
|
0.618 |
1.9955 |
|
HIGH |
1.9917 |
|
0.618 |
1.9894 |
|
0.500 |
1.9887 |
|
0.382 |
1.9879 |
|
LOW |
1.9856 |
|
0.618 |
1.9818 |
|
1.000 |
1.9795 |
|
1.618 |
1.9757 |
|
2.618 |
1.9696 |
|
4.250 |
1.9597 |
|
|
| Fisher Pivots for day following 22-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9898 |
1.9884 |
| PP |
1.9892 |
1.9864 |
| S1 |
1.9887 |
1.9844 |
|