CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 05-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2007 |
05-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0102 |
2.0101 |
-0.0001 |
0.0% |
2.0145 |
| High |
2.0150 |
2.0227 |
0.0077 |
0.4% |
2.0210 |
| Low |
2.0075 |
2.0092 |
0.0017 |
0.1% |
2.0050 |
| Close |
2.0141 |
2.0203 |
0.0062 |
0.3% |
2.0161 |
| Range |
0.0075 |
0.0135 |
0.0060 |
80.0% |
0.0160 |
| ATR |
0.0110 |
0.0112 |
0.0002 |
1.6% |
0.0000 |
| Volume |
75,852 |
79,107 |
3,255 |
4.3% |
327,468 |
|
| Daily Pivots for day following 05-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0579 |
2.0526 |
2.0277 |
|
| R3 |
2.0444 |
2.0391 |
2.0240 |
|
| R2 |
2.0309 |
2.0309 |
2.0228 |
|
| R1 |
2.0256 |
2.0256 |
2.0215 |
2.0283 |
| PP |
2.0174 |
2.0174 |
2.0174 |
2.0187 |
| S1 |
2.0121 |
2.0121 |
2.0191 |
2.0148 |
| S2 |
2.0039 |
2.0039 |
2.0178 |
|
| S3 |
1.9904 |
1.9986 |
2.0166 |
|
| S4 |
1.9769 |
1.9851 |
2.0129 |
|
|
| Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0620 |
2.0551 |
2.0249 |
|
| R3 |
2.0460 |
2.0391 |
2.0205 |
|
| R2 |
2.0300 |
2.0300 |
2.0190 |
|
| R1 |
2.0231 |
2.0231 |
2.0176 |
2.0266 |
| PP |
2.0140 |
2.0140 |
2.0140 |
2.0158 |
| S1 |
2.0071 |
2.0071 |
2.0146 |
2.0106 |
| S2 |
1.9980 |
1.9980 |
2.0132 |
|
| S3 |
1.9820 |
1.9911 |
2.0117 |
|
| S4 |
1.9660 |
1.9751 |
2.0073 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0227 |
2.0069 |
0.0158 |
0.8% |
0.0099 |
0.5% |
85% |
True |
False |
73,955 |
| 10 |
2.0227 |
1.9856 |
0.0371 |
1.8% |
0.0083 |
0.4% |
94% |
True |
False |
66,834 |
| 20 |
2.0390 |
1.9755 |
0.0635 |
3.1% |
0.0084 |
0.4% |
71% |
False |
False |
83,970 |
| 40 |
2.0633 |
1.9755 |
0.0878 |
4.3% |
0.0077 |
0.4% |
51% |
False |
False |
88,279 |
| 60 |
2.0633 |
1.9634 |
0.0999 |
4.9% |
0.0069 |
0.3% |
57% |
False |
False |
83,600 |
| 80 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0059 |
0.3% |
58% |
False |
False |
63,805 |
| 100 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0048 |
0.2% |
58% |
False |
False |
51,063 |
| 120 |
2.0633 |
1.9421 |
0.1212 |
6.0% |
0.0041 |
0.2% |
65% |
False |
False |
42,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0801 |
|
2.618 |
2.0580 |
|
1.618 |
2.0445 |
|
1.000 |
2.0362 |
|
0.618 |
2.0310 |
|
HIGH |
2.0227 |
|
0.618 |
2.0175 |
|
0.500 |
2.0160 |
|
0.382 |
2.0144 |
|
LOW |
2.0092 |
|
0.618 |
2.0009 |
|
1.000 |
1.9957 |
|
1.618 |
1.9874 |
|
2.618 |
1.9739 |
|
4.250 |
1.9518 |
|
|
| Fisher Pivots for day following 05-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0189 |
2.0186 |
| PP |
2.0174 |
2.0168 |
| S1 |
2.0160 |
2.0151 |
|