CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 05-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2007 |
05-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0040 |
2.0130 |
0.0090 |
0.4% |
2.0080 |
| High |
2.0100 |
2.0182 |
0.0082 |
0.4% |
2.0160 |
| Low |
2.0040 |
2.0060 |
0.0020 |
0.1% |
2.0014 |
| Close |
2.0098 |
2.0160 |
0.0062 |
0.3% |
2.0116 |
| Range |
0.0060 |
0.0122 |
0.0062 |
103.3% |
0.0146 |
| ATR |
0.0084 |
0.0086 |
0.0003 |
3.3% |
0.0000 |
| Volume |
1,604 |
2,578 |
974 |
60.7% |
3,086 |
|
| Daily Pivots for day following 05-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0500 |
2.0452 |
2.0227 |
|
| R3 |
2.0378 |
2.0330 |
2.0194 |
|
| R2 |
2.0256 |
2.0256 |
2.0182 |
|
| R1 |
2.0208 |
2.0208 |
2.0171 |
2.0232 |
| PP |
2.0134 |
2.0134 |
2.0134 |
2.0146 |
| S1 |
2.0086 |
2.0086 |
2.0149 |
2.0110 |
| S2 |
2.0012 |
2.0012 |
2.0138 |
|
| S3 |
1.9890 |
1.9964 |
2.0126 |
|
| S4 |
1.9768 |
1.9842 |
2.0093 |
|
|
| Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0535 |
2.0471 |
2.0196 |
|
| R3 |
2.0389 |
2.0325 |
2.0156 |
|
| R2 |
2.0243 |
2.0243 |
2.0143 |
|
| R1 |
2.0179 |
2.0179 |
2.0129 |
2.0211 |
| PP |
2.0097 |
2.0097 |
2.0097 |
2.0113 |
| S1 |
2.0033 |
2.0033 |
2.0103 |
2.0065 |
| S2 |
1.9951 |
1.9951 |
2.0089 |
|
| S3 |
1.9805 |
1.9887 |
2.0076 |
|
| S4 |
1.9659 |
1.9741 |
2.0036 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0701 |
|
2.618 |
2.0501 |
|
1.618 |
2.0379 |
|
1.000 |
2.0304 |
|
0.618 |
2.0257 |
|
HIGH |
2.0182 |
|
0.618 |
2.0135 |
|
0.500 |
2.0121 |
|
0.382 |
2.0107 |
|
LOW |
2.0060 |
|
0.618 |
1.9985 |
|
1.000 |
1.9938 |
|
1.618 |
1.9863 |
|
2.618 |
1.9741 |
|
4.250 |
1.9542 |
|
|
| Fisher Pivots for day following 05-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0147 |
2.0144 |
| PP |
2.0134 |
2.0127 |
| S1 |
2.0121 |
2.0111 |
|