CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 20-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2007 |
20-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9760 |
1.9810 |
0.0050 |
0.3% |
2.0080 |
| High |
1.9760 |
1.9820 |
0.0060 |
0.3% |
2.0080 |
| Low |
1.9760 |
1.9770 |
0.0010 |
0.1% |
1.9727 |
| Close |
1.9736 |
1.9815 |
0.0079 |
0.4% |
1.9736 |
| Range |
0.0000 |
0.0050 |
0.0050 |
|
0.0353 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
0.0% |
0.0000 |
| Volume |
124 |
485 |
361 |
291.1% |
873 |
|
| Daily Pivots for day following 20-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9952 |
1.9933 |
1.9843 |
|
| R3 |
1.9902 |
1.9883 |
1.9829 |
|
| R2 |
1.9852 |
1.9852 |
1.9824 |
|
| R1 |
1.9833 |
1.9833 |
1.9820 |
1.9843 |
| PP |
1.9802 |
1.9802 |
1.9802 |
1.9806 |
| S1 |
1.9783 |
1.9783 |
1.9810 |
1.9793 |
| S2 |
1.9752 |
1.9752 |
1.9806 |
|
| S3 |
1.9702 |
1.9733 |
1.9801 |
|
| S4 |
1.9652 |
1.9683 |
1.9788 |
|
|
| Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0907 |
2.0674 |
1.9930 |
|
| R3 |
2.0554 |
2.0321 |
1.9833 |
|
| R2 |
2.0201 |
2.0201 |
1.9801 |
|
| R1 |
1.9968 |
1.9968 |
1.9768 |
1.9908 |
| PP |
1.9848 |
1.9848 |
1.9848 |
1.9818 |
| S1 |
1.9615 |
1.9615 |
1.9704 |
1.9555 |
| S2 |
1.9495 |
1.9495 |
1.9671 |
|
| S3 |
1.9142 |
1.9262 |
1.9639 |
|
| S4 |
1.8789 |
1.8909 |
1.9542 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0033 |
|
2.618 |
1.9951 |
|
1.618 |
1.9901 |
|
1.000 |
1.9870 |
|
0.618 |
1.9851 |
|
HIGH |
1.9820 |
|
0.618 |
1.9801 |
|
0.500 |
1.9795 |
|
0.382 |
1.9789 |
|
LOW |
1.9770 |
|
0.618 |
1.9739 |
|
1.000 |
1.9720 |
|
1.618 |
1.9689 |
|
2.618 |
1.9639 |
|
4.250 |
1.9558 |
|
|
| Fisher Pivots for day following 20-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9808 |
1.9801 |
| PP |
1.9802 |
1.9787 |
| S1 |
1.9795 |
1.9774 |
|