CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 07-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2007 |
07-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0189 |
2.0216 |
0.0027 |
0.1% |
2.0102 |
| High |
2.0267 |
2.0325 |
0.0058 |
0.3% |
2.0325 |
| Low |
2.0145 |
2.0210 |
0.0065 |
0.3% |
2.0075 |
| Close |
2.0229 |
2.0276 |
0.0047 |
0.2% |
2.0276 |
| Range |
0.0122 |
0.0115 |
-0.0007 |
-5.7% |
0.0250 |
| ATR |
0.0112 |
0.0113 |
0.0000 |
0.2% |
0.0000 |
| Volume |
98,068 |
89,170 |
-8,898 |
-9.1% |
342,197 |
|
| Daily Pivots for day following 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0615 |
2.0561 |
2.0339 |
|
| R3 |
2.0500 |
2.0446 |
2.0308 |
|
| R2 |
2.0385 |
2.0385 |
2.0297 |
|
| R1 |
2.0331 |
2.0331 |
2.0287 |
2.0358 |
| PP |
2.0270 |
2.0270 |
2.0270 |
2.0284 |
| S1 |
2.0216 |
2.0216 |
2.0265 |
2.0243 |
| S2 |
2.0155 |
2.0155 |
2.0255 |
|
| S3 |
2.0040 |
2.0101 |
2.0244 |
|
| S4 |
1.9925 |
1.9986 |
2.0213 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0975 |
2.0876 |
2.0414 |
|
| R3 |
2.0725 |
2.0626 |
2.0345 |
|
| R2 |
2.0475 |
2.0475 |
2.0322 |
|
| R1 |
2.0376 |
2.0376 |
2.0299 |
2.0426 |
| PP |
2.0225 |
2.0225 |
2.0225 |
2.0250 |
| S1 |
2.0126 |
2.0126 |
2.0253 |
2.0176 |
| S2 |
1.9975 |
1.9975 |
2.0230 |
|
| S3 |
1.9725 |
1.9876 |
2.0207 |
|
| S4 |
1.9475 |
1.9626 |
2.0139 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0325 |
2.0075 |
0.0250 |
1.2% |
0.0111 |
0.5% |
80% |
True |
False |
81,903 |
| 10 |
2.0325 |
2.0035 |
0.0290 |
1.4% |
0.0096 |
0.5% |
83% |
True |
False |
74,638 |
| 20 |
2.0325 |
1.9755 |
0.0570 |
2.8% |
0.0087 |
0.4% |
91% |
True |
False |
83,997 |
| 40 |
2.0633 |
1.9755 |
0.0878 |
4.3% |
0.0079 |
0.4% |
59% |
False |
False |
87,356 |
| 60 |
2.0633 |
1.9634 |
0.0999 |
4.9% |
0.0071 |
0.3% |
64% |
False |
False |
85,841 |
| 80 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0062 |
0.3% |
65% |
False |
False |
66,142 |
| 100 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0050 |
0.2% |
65% |
False |
False |
52,933 |
| 120 |
2.0633 |
1.9587 |
0.1046 |
5.2% |
0.0043 |
0.2% |
66% |
False |
False |
44,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0814 |
|
2.618 |
2.0626 |
|
1.618 |
2.0511 |
|
1.000 |
2.0440 |
|
0.618 |
2.0396 |
|
HIGH |
2.0325 |
|
0.618 |
2.0281 |
|
0.500 |
2.0268 |
|
0.382 |
2.0254 |
|
LOW |
2.0210 |
|
0.618 |
2.0139 |
|
1.000 |
2.0095 |
|
1.618 |
2.0024 |
|
2.618 |
1.9909 |
|
4.250 |
1.9721 |
|
|
| Fisher Pivots for day following 07-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0273 |
2.0254 |
| PP |
2.0270 |
2.0231 |
| S1 |
2.0268 |
2.0209 |
|