CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 14-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2007 |
14-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0278 |
2.0126 |
-0.0152 |
-0.7% |
2.0299 |
| High |
2.0330 |
2.0126 |
-0.0204 |
-1.0% |
2.0333 |
| Low |
2.0250 |
2.0065 |
-0.0185 |
-0.9% |
2.0065 |
| Close |
2.0318 |
2.0096 |
-0.0222 |
-1.1% |
2.0096 |
| Range |
0.0080 |
0.0061 |
-0.0019 |
-23.8% |
0.0268 |
| ATR |
0.0099 |
0.0110 |
0.0011 |
11.1% |
0.0000 |
| Volume |
79,155 |
46,223 |
-32,932 |
-41.6% |
349,008 |
|
| Daily Pivots for day following 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0279 |
2.0248 |
2.0130 |
|
| R3 |
2.0218 |
2.0187 |
2.0113 |
|
| R2 |
2.0157 |
2.0157 |
2.0107 |
|
| R1 |
2.0126 |
2.0126 |
2.0102 |
2.0111 |
| PP |
2.0096 |
2.0096 |
2.0096 |
2.0088 |
| S1 |
2.0065 |
2.0065 |
2.0090 |
2.0050 |
| S2 |
2.0035 |
2.0035 |
2.0085 |
|
| S3 |
1.9974 |
2.0004 |
2.0079 |
|
| S4 |
1.9913 |
1.9943 |
2.0062 |
|
|
| Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0969 |
2.0800 |
2.0243 |
|
| R3 |
2.0701 |
2.0532 |
2.0170 |
|
| R2 |
2.0433 |
2.0433 |
2.0145 |
|
| R1 |
2.0264 |
2.0264 |
2.0121 |
2.0215 |
| PP |
2.0165 |
2.0165 |
2.0165 |
2.0140 |
| S1 |
1.9996 |
1.9996 |
2.0071 |
1.9947 |
| S2 |
1.9897 |
1.9897 |
2.0047 |
|
| S3 |
1.9629 |
1.9728 |
2.0022 |
|
| S4 |
1.9361 |
1.9460 |
1.9949 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0333 |
2.0065 |
0.0268 |
1.3% |
0.0058 |
0.3% |
12% |
False |
True |
69,801 |
| 10 |
2.0333 |
2.0065 |
0.0268 |
1.3% |
0.0085 |
0.4% |
12% |
False |
True |
75,852 |
| 20 |
2.0333 |
1.9770 |
0.0563 |
2.8% |
0.0081 |
0.4% |
58% |
False |
False |
74,575 |
| 40 |
2.0633 |
1.9755 |
0.0878 |
4.4% |
0.0080 |
0.4% |
39% |
False |
False |
85,407 |
| 60 |
2.0633 |
1.9755 |
0.0878 |
4.4% |
0.0072 |
0.4% |
39% |
False |
False |
84,083 |
| 80 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0065 |
0.3% |
47% |
False |
False |
70,489 |
| 100 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0053 |
0.3% |
47% |
False |
False |
56,418 |
| 120 |
2.0633 |
1.9587 |
0.1046 |
5.2% |
0.0045 |
0.2% |
49% |
False |
False |
47,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0385 |
|
2.618 |
2.0286 |
|
1.618 |
2.0225 |
|
1.000 |
2.0187 |
|
0.618 |
2.0164 |
|
HIGH |
2.0126 |
|
0.618 |
2.0103 |
|
0.500 |
2.0096 |
|
0.382 |
2.0088 |
|
LOW |
2.0065 |
|
0.618 |
2.0027 |
|
1.000 |
2.0004 |
|
1.618 |
1.9966 |
|
2.618 |
1.9905 |
|
4.250 |
1.9806 |
|
|
| Fisher Pivots for day following 14-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0096 |
2.0198 |
| PP |
2.0096 |
2.0164 |
| S1 |
2.0096 |
2.0130 |
|