CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 23-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2007 |
23-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9851 |
1.9970 |
0.0119 |
0.6% |
2.0080 |
| High |
1.9851 |
2.0000 |
0.0149 |
0.8% |
2.0080 |
| Low |
1.9851 |
1.9970 |
0.0119 |
0.6% |
1.9727 |
| Close |
1.9851 |
1.9970 |
0.0119 |
0.6% |
1.9736 |
| Range |
0.0000 |
0.0030 |
0.0030 |
|
0.0353 |
| ATR |
0.0083 |
0.0088 |
0.0005 |
5.6% |
0.0000 |
| Volume |
119 |
83 |
-36 |
-30.3% |
873 |
|
| Daily Pivots for day following 23-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0070 |
2.0050 |
1.9987 |
|
| R3 |
2.0040 |
2.0020 |
1.9978 |
|
| R2 |
2.0010 |
2.0010 |
1.9976 |
|
| R1 |
1.9990 |
1.9990 |
1.9973 |
1.9985 |
| PP |
1.9980 |
1.9980 |
1.9980 |
1.9978 |
| S1 |
1.9960 |
1.9960 |
1.9967 |
1.9955 |
| S2 |
1.9950 |
1.9950 |
1.9965 |
|
| S3 |
1.9920 |
1.9930 |
1.9962 |
|
| S4 |
1.9890 |
1.9900 |
1.9954 |
|
|
| 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 |
2.0128 |
|
2.618 |
2.0079 |
|
1.618 |
2.0049 |
|
1.000 |
2.0030 |
|
0.618 |
2.0019 |
|
HIGH |
2.0000 |
|
0.618 |
1.9989 |
|
0.500 |
1.9985 |
|
0.382 |
1.9981 |
|
LOW |
1.9970 |
|
0.618 |
1.9951 |
|
1.000 |
1.9940 |
|
1.618 |
1.9921 |
|
2.618 |
1.9891 |
|
4.250 |
1.9843 |
|
|
| Fisher Pivots for day following 23-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9985 |
1.9940 |
| PP |
1.9980 |
1.9909 |
| S1 |
1.9975 |
1.9879 |
|