CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 12-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2007 |
12-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0325 |
2.0306 |
-0.0019 |
-0.1% |
2.0102 |
| High |
2.0333 |
2.0325 |
-0.0008 |
0.0% |
2.0325 |
| Low |
2.0280 |
2.0290 |
0.0010 |
0.0% |
2.0075 |
| Close |
2.0315 |
2.0304 |
-0.0011 |
-0.1% |
2.0276 |
| Range |
0.0053 |
0.0035 |
-0.0018 |
-34.0% |
0.0250 |
| ATR |
0.0105 |
0.0100 |
-0.0005 |
-4.8% |
0.0000 |
| Volume |
52,807 |
68,835 |
16,028 |
30.4% |
342,197 |
|
| Daily Pivots for day following 12-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0411 |
2.0393 |
2.0323 |
|
| R3 |
2.0376 |
2.0358 |
2.0314 |
|
| R2 |
2.0341 |
2.0341 |
2.0310 |
|
| R1 |
2.0323 |
2.0323 |
2.0307 |
2.0315 |
| PP |
2.0306 |
2.0306 |
2.0306 |
2.0302 |
| S1 |
2.0288 |
2.0288 |
2.0301 |
2.0280 |
| S2 |
2.0271 |
2.0271 |
2.0298 |
|
| S3 |
2.0236 |
2.0253 |
2.0294 |
|
| S4 |
2.0201 |
2.0218 |
2.0285 |
|
|
| 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 |
2.0145 |
0.0188 |
0.9% |
0.0077 |
0.4% |
85% |
False |
False |
82,173 |
| 10 |
2.0333 |
2.0069 |
0.0264 |
1.3% |
0.0088 |
0.4% |
89% |
False |
False |
78,064 |
| 20 |
2.0333 |
1.9755 |
0.0578 |
2.8% |
0.0084 |
0.4% |
95% |
False |
False |
79,473 |
| 40 |
2.0633 |
1.9755 |
0.0878 |
4.3% |
0.0080 |
0.4% |
63% |
False |
False |
87,522 |
| 60 |
2.0633 |
1.9755 |
0.0878 |
4.3% |
0.0070 |
0.3% |
63% |
False |
False |
84,809 |
| 80 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0063 |
0.3% |
67% |
False |
False |
68,932 |
| 100 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0052 |
0.3% |
67% |
False |
False |
55,165 |
| 120 |
2.0633 |
1.9587 |
0.1046 |
5.2% |
0.0044 |
0.2% |
69% |
False |
False |
46,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0474 |
|
2.618 |
2.0417 |
|
1.618 |
2.0382 |
|
1.000 |
2.0360 |
|
0.618 |
2.0347 |
|
HIGH |
2.0325 |
|
0.618 |
2.0312 |
|
0.500 |
2.0308 |
|
0.382 |
2.0303 |
|
LOW |
2.0290 |
|
0.618 |
2.0268 |
|
1.000 |
2.0255 |
|
1.618 |
2.0233 |
|
2.618 |
2.0198 |
|
4.250 |
2.0141 |
|
|
| Fisher Pivots for day following 12-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0308 |
2.0303 |
| PP |
2.0306 |
2.0301 |
| S1 |
2.0305 |
2.0300 |
|