CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 27-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2007 |
27-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0071 |
2.0080 |
0.0009 |
0.0% |
1.9810 |
| High |
2.0080 |
2.0100 |
0.0020 |
0.1% |
2.0080 |
| Low |
2.0071 |
2.0069 |
-0.0002 |
0.0% |
1.9757 |
| Close |
2.0076 |
2.0074 |
-0.0002 |
0.0% |
2.0076 |
| Range |
0.0009 |
0.0031 |
0.0022 |
244.4% |
0.0323 |
| ATR |
0.0089 |
0.0085 |
-0.0004 |
-4.7% |
0.0000 |
| Volume |
987 |
555 |
-432 |
-43.8% |
1,991 |
|
| Daily Pivots for day following 27-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0174 |
2.0155 |
2.0091 |
|
| R3 |
2.0143 |
2.0124 |
2.0083 |
|
| R2 |
2.0112 |
2.0112 |
2.0080 |
|
| R1 |
2.0093 |
2.0093 |
2.0077 |
2.0087 |
| PP |
2.0081 |
2.0081 |
2.0081 |
2.0078 |
| S1 |
2.0062 |
2.0062 |
2.0071 |
2.0056 |
| S2 |
2.0050 |
2.0050 |
2.0068 |
|
| S3 |
2.0019 |
2.0031 |
2.0065 |
|
| S4 |
1.9988 |
2.0000 |
2.0057 |
|
|
| Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0940 |
2.0831 |
2.0254 |
|
| R3 |
2.0617 |
2.0508 |
2.0165 |
|
| R2 |
2.0294 |
2.0294 |
2.0135 |
|
| R1 |
2.0185 |
2.0185 |
2.0106 |
2.0240 |
| PP |
1.9971 |
1.9971 |
1.9971 |
1.9998 |
| S1 |
1.9862 |
1.9862 |
2.0046 |
1.9917 |
| S2 |
1.9648 |
1.9648 |
2.0017 |
|
| S3 |
1.9325 |
1.9539 |
1.9987 |
|
| S4 |
1.9002 |
1.9216 |
1.9898 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0232 |
|
2.618 |
2.0181 |
|
1.618 |
2.0150 |
|
1.000 |
2.0131 |
|
0.618 |
2.0119 |
|
HIGH |
2.0100 |
|
0.618 |
2.0088 |
|
0.500 |
2.0085 |
|
0.382 |
2.0081 |
|
LOW |
2.0069 |
|
0.618 |
2.0050 |
|
1.000 |
2.0038 |
|
1.618 |
2.0019 |
|
2.618 |
1.9988 |
|
4.250 |
1.9937 |
|
|
| Fisher Pivots for day following 27-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0085 |
2.0061 |
| PP |
2.0081 |
2.0048 |
| S1 |
2.0078 |
2.0035 |
|