CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 10-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2007 |
10-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0216 |
2.0299 |
0.0083 |
0.4% |
2.0102 |
| High |
2.0325 |
2.0327 |
0.0002 |
0.0% |
2.0325 |
| Low |
2.0210 |
2.0266 |
0.0056 |
0.3% |
2.0075 |
| Close |
2.0276 |
2.0273 |
-0.0003 |
0.0% |
2.0276 |
| Range |
0.0115 |
0.0061 |
-0.0054 |
-47.0% |
0.0250 |
| ATR |
0.0113 |
0.0109 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
89,170 |
101,988 |
12,818 |
14.4% |
342,197 |
|
| Daily Pivots for day following 10-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0472 |
2.0433 |
2.0307 |
|
| R3 |
2.0411 |
2.0372 |
2.0290 |
|
| R2 |
2.0350 |
2.0350 |
2.0284 |
|
| R1 |
2.0311 |
2.0311 |
2.0279 |
2.0300 |
| PP |
2.0289 |
2.0289 |
2.0289 |
2.0283 |
| S1 |
2.0250 |
2.0250 |
2.0267 |
2.0239 |
| S2 |
2.0228 |
2.0228 |
2.0262 |
|
| S3 |
2.0167 |
2.0189 |
2.0256 |
|
| S4 |
2.0106 |
2.0128 |
2.0239 |
|
|
| 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 |
2.0327 |
2.0075 |
0.0252 |
1.2% |
0.0102 |
0.5% |
79% |
True |
False |
88,837 |
| 10 |
2.0327 |
2.0050 |
0.0277 |
1.4% |
0.0092 |
0.5% |
81% |
True |
False |
77,165 |
| 20 |
2.0327 |
1.9755 |
0.0572 |
2.8% |
0.0084 |
0.4% |
91% |
True |
False |
82,471 |
| 40 |
2.0633 |
1.9755 |
0.0878 |
4.3% |
0.0080 |
0.4% |
59% |
False |
False |
87,901 |
| 60 |
2.0633 |
1.9678 |
0.0955 |
4.7% |
0.0071 |
0.3% |
62% |
False |
False |
85,981 |
| 80 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0063 |
0.3% |
64% |
False |
False |
67,414 |
| 100 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0051 |
0.3% |
64% |
False |
False |
53,950 |
| 120 |
2.0633 |
1.9587 |
0.1046 |
5.2% |
0.0043 |
0.2% |
66% |
False |
False |
44,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0586 |
|
2.618 |
2.0487 |
|
1.618 |
2.0426 |
|
1.000 |
2.0388 |
|
0.618 |
2.0365 |
|
HIGH |
2.0327 |
|
0.618 |
2.0304 |
|
0.500 |
2.0297 |
|
0.382 |
2.0289 |
|
LOW |
2.0266 |
|
0.618 |
2.0228 |
|
1.000 |
2.0205 |
|
1.618 |
2.0167 |
|
2.618 |
2.0106 |
|
4.250 |
2.0007 |
|
|
| Fisher Pivots for day following 10-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0297 |
2.0261 |
| PP |
2.0289 |
2.0248 |
| S1 |
2.0281 |
2.0236 |
|