CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 24-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2007 |
24-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0036 |
2.0043 |
0.0007 |
0.0% |
1.9844 |
| High |
2.0055 |
2.0135 |
0.0080 |
0.4% |
2.0135 |
| Low |
2.0015 |
2.0035 |
0.0020 |
0.1% |
1.9770 |
| Close |
2.0021 |
2.0127 |
0.0106 |
0.5% |
2.0127 |
| Range |
0.0040 |
0.0100 |
0.0060 |
150.0% |
0.0365 |
| ATR |
0.0120 |
0.0120 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
56,242 |
76,723 |
20,481 |
36.4% |
341,732 |
|
| Daily Pivots for day following 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0399 |
2.0363 |
2.0182 |
|
| R3 |
2.0299 |
2.0263 |
2.0155 |
|
| R2 |
2.0199 |
2.0199 |
2.0145 |
|
| R1 |
2.0163 |
2.0163 |
2.0136 |
2.0181 |
| PP |
2.0099 |
2.0099 |
2.0099 |
2.0108 |
| S1 |
2.0063 |
2.0063 |
2.0118 |
2.0081 |
| S2 |
1.9999 |
1.9999 |
2.0109 |
|
| S3 |
1.9899 |
1.9963 |
2.0100 |
|
| S4 |
1.9799 |
1.9863 |
2.0072 |
|
|
| Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1106 |
2.0981 |
2.0328 |
|
| R3 |
2.0741 |
2.0616 |
2.0227 |
|
| R2 |
2.0376 |
2.0376 |
2.0194 |
|
| R1 |
2.0251 |
2.0251 |
2.0160 |
2.0314 |
| PP |
2.0011 |
2.0011 |
2.0011 |
2.0042 |
| S1 |
1.9886 |
1.9886 |
2.0094 |
1.9949 |
| S2 |
1.9646 |
1.9646 |
2.0060 |
|
| S3 |
1.9281 |
1.9521 |
2.0027 |
|
| S4 |
1.8916 |
1.9156 |
1.9926 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0135 |
1.9770 |
0.0365 |
1.8% |
0.0066 |
0.3% |
98% |
True |
False |
68,346 |
| 10 |
2.0145 |
1.9755 |
0.0390 |
1.9% |
0.0076 |
0.4% |
95% |
False |
False |
87,777 |
| 20 |
2.0450 |
1.9755 |
0.0695 |
3.5% |
0.0082 |
0.4% |
54% |
False |
False |
93,412 |
| 40 |
2.0633 |
1.9755 |
0.0878 |
4.4% |
0.0073 |
0.4% |
42% |
False |
False |
91,328 |
| 60 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0064 |
0.3% |
50% |
False |
False |
76,972 |
| 80 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0052 |
0.3% |
50% |
False |
False |
57,783 |
| 100 |
2.0633 |
1.9587 |
0.1046 |
5.2% |
0.0043 |
0.2% |
52% |
False |
False |
46,255 |
| 120 |
2.0633 |
1.9273 |
0.1360 |
6.8% |
0.0036 |
0.2% |
63% |
False |
False |
38,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0560 |
|
2.618 |
2.0397 |
|
1.618 |
2.0297 |
|
1.000 |
2.0235 |
|
0.618 |
2.0197 |
|
HIGH |
2.0135 |
|
0.618 |
2.0097 |
|
0.500 |
2.0085 |
|
0.382 |
2.0073 |
|
LOW |
2.0035 |
|
0.618 |
1.9973 |
|
1.000 |
1.9935 |
|
1.618 |
1.9873 |
|
2.618 |
1.9773 |
|
4.250 |
1.9610 |
|
|
| Fisher Pivots for day following 24-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0113 |
2.0083 |
| PP |
2.0099 |
2.0039 |
| S1 |
2.0085 |
1.9996 |
|