CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 06-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2007 |
06-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0101 |
2.0189 |
0.0088 |
0.4% |
2.0145 |
| High |
2.0227 |
2.0267 |
0.0040 |
0.2% |
2.0210 |
| Low |
2.0092 |
2.0145 |
0.0053 |
0.3% |
2.0050 |
| Close |
2.0203 |
2.0229 |
0.0026 |
0.1% |
2.0161 |
| Range |
0.0135 |
0.0122 |
-0.0013 |
-9.6% |
0.0160 |
| ATR |
0.0112 |
0.0112 |
0.0001 |
0.7% |
0.0000 |
| Volume |
79,107 |
98,068 |
18,961 |
24.0% |
327,468 |
|
| Daily Pivots for day following 06-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0580 |
2.0526 |
2.0296 |
|
| R3 |
2.0458 |
2.0404 |
2.0263 |
|
| R2 |
2.0336 |
2.0336 |
2.0251 |
|
| R1 |
2.0282 |
2.0282 |
2.0240 |
2.0309 |
| PP |
2.0214 |
2.0214 |
2.0214 |
2.0227 |
| S1 |
2.0160 |
2.0160 |
2.0218 |
2.0187 |
| S2 |
2.0092 |
2.0092 |
2.0207 |
|
| S3 |
1.9970 |
2.0038 |
2.0195 |
|
| S4 |
1.9848 |
1.9916 |
2.0162 |
|
|
| 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 |
2.0267 |
2.0069 |
0.0198 |
1.0% |
0.0109 |
0.5% |
81% |
True |
False |
80,062 |
| 10 |
2.0267 |
2.0015 |
0.0252 |
1.2% |
0.0089 |
0.4% |
85% |
True |
False |
71,346 |
| 20 |
2.0318 |
1.9755 |
0.0563 |
2.8% |
0.0087 |
0.4% |
84% |
False |
False |
84,510 |
| 40 |
2.0633 |
1.9755 |
0.0878 |
4.3% |
0.0078 |
0.4% |
54% |
False |
False |
88,222 |
| 60 |
2.0633 |
1.9634 |
0.0999 |
4.9% |
0.0070 |
0.3% |
60% |
False |
False |
84,903 |
| 80 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0061 |
0.3% |
60% |
False |
False |
65,028 |
| 100 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0049 |
0.2% |
60% |
False |
False |
52,042 |
| 120 |
2.0633 |
1.9587 |
0.1046 |
5.2% |
0.0042 |
0.2% |
61% |
False |
False |
43,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0786 |
|
2.618 |
2.0586 |
|
1.618 |
2.0464 |
|
1.000 |
2.0389 |
|
0.618 |
2.0342 |
|
HIGH |
2.0267 |
|
0.618 |
2.0220 |
|
0.500 |
2.0206 |
|
0.382 |
2.0192 |
|
LOW |
2.0145 |
|
0.618 |
2.0070 |
|
1.000 |
2.0023 |
|
1.618 |
1.9948 |
|
2.618 |
1.9826 |
|
4.250 |
1.9627 |
|
|
| Fisher Pivots for day following 06-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0221 |
2.0210 |
| PP |
2.0214 |
2.0190 |
| S1 |
2.0206 |
2.0171 |
|