CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 11-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2007 |
11-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0299 |
2.0325 |
0.0026 |
0.1% |
2.0102 |
| High |
2.0327 |
2.0333 |
0.0006 |
0.0% |
2.0325 |
| Low |
2.0266 |
2.0280 |
0.0014 |
0.1% |
2.0075 |
| Close |
2.0273 |
2.0315 |
0.0042 |
0.2% |
2.0276 |
| Range |
0.0061 |
0.0053 |
-0.0008 |
-13.1% |
0.0250 |
| ATR |
0.0109 |
0.0105 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
101,988 |
52,807 |
-49,181 |
-48.2% |
342,197 |
|
| Daily Pivots for day following 11-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0468 |
2.0445 |
2.0344 |
|
| R3 |
2.0415 |
2.0392 |
2.0330 |
|
| R2 |
2.0362 |
2.0362 |
2.0325 |
|
| R1 |
2.0339 |
2.0339 |
2.0320 |
2.0324 |
| PP |
2.0309 |
2.0309 |
2.0309 |
2.0302 |
| S1 |
2.0286 |
2.0286 |
2.0310 |
2.0271 |
| S2 |
2.0256 |
2.0256 |
2.0305 |
|
| S3 |
2.0203 |
2.0233 |
2.0300 |
|
| S4 |
2.0150 |
2.0180 |
2.0286 |
|
|
| 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 |
2.0333 |
2.0092 |
0.0241 |
1.2% |
0.0097 |
0.5% |
93% |
True |
False |
84,228 |
| 10 |
2.0333 |
2.0050 |
0.0283 |
1.4% |
0.0092 |
0.5% |
94% |
True |
False |
75,450 |
| 20 |
2.0333 |
1.9755 |
0.0578 |
2.8% |
0.0085 |
0.4% |
97% |
True |
False |
79,694 |
| 40 |
2.0633 |
1.9755 |
0.0878 |
4.3% |
0.0080 |
0.4% |
64% |
False |
False |
87,253 |
| 60 |
2.0633 |
1.9755 |
0.0878 |
4.3% |
0.0070 |
0.3% |
64% |
False |
False |
85,197 |
| 80 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0064 |
0.3% |
69% |
False |
False |
68,073 |
| 100 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0051 |
0.3% |
69% |
False |
False |
54,477 |
| 120 |
2.0633 |
1.9587 |
0.1046 |
5.1% |
0.0044 |
0.2% |
70% |
False |
False |
45,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0558 |
|
2.618 |
2.0472 |
|
1.618 |
2.0419 |
|
1.000 |
2.0386 |
|
0.618 |
2.0366 |
|
HIGH |
2.0333 |
|
0.618 |
2.0313 |
|
0.500 |
2.0307 |
|
0.382 |
2.0300 |
|
LOW |
2.0280 |
|
0.618 |
2.0247 |
|
1.000 |
2.0227 |
|
1.618 |
2.0194 |
|
2.618 |
2.0141 |
|
4.250 |
2.0055 |
|
|
| Fisher Pivots for day following 11-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0312 |
2.0301 |
| PP |
2.0309 |
2.0286 |
| S1 |
2.0307 |
2.0272 |
|