CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 11-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2007 |
11-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0261 |
2.0271 |
0.0010 |
0.0% |
2.0040 |
| High |
2.0278 |
2.0282 |
0.0004 |
0.0% |
2.0280 |
| Low |
2.0219 |
2.0235 |
0.0016 |
0.1% |
2.0040 |
| Close |
2.0225 |
2.0267 |
0.0042 |
0.2% |
2.0229 |
| Range |
0.0059 |
0.0047 |
-0.0012 |
-20.3% |
0.0240 |
| ATR |
0.0088 |
0.0085 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
16,616 |
14,017 |
-2,599 |
-15.6% |
28,988 |
|
| Daily Pivots for day following 11-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0402 |
2.0382 |
2.0293 |
|
| R3 |
2.0355 |
2.0335 |
2.0280 |
|
| R2 |
2.0308 |
2.0308 |
2.0276 |
|
| R1 |
2.0288 |
2.0288 |
2.0271 |
2.0275 |
| PP |
2.0261 |
2.0261 |
2.0261 |
2.0255 |
| S1 |
2.0241 |
2.0241 |
2.0263 |
2.0228 |
| S2 |
2.0214 |
2.0214 |
2.0258 |
|
| S3 |
2.0167 |
2.0194 |
2.0254 |
|
| S4 |
2.0120 |
2.0147 |
2.0241 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0903 |
2.0806 |
2.0361 |
|
| R3 |
2.0663 |
2.0566 |
2.0295 |
|
| R2 |
2.0423 |
2.0423 |
2.0273 |
|
| R1 |
2.0326 |
2.0326 |
2.0251 |
2.0375 |
| PP |
2.0183 |
2.0183 |
2.0183 |
2.0207 |
| S1 |
2.0086 |
2.0086 |
2.0207 |
2.0135 |
| S2 |
1.9943 |
1.9943 |
2.0185 |
|
| S3 |
1.9703 |
1.9846 |
2.0163 |
|
| S4 |
1.9463 |
1.9606 |
2.0097 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0482 |
|
2.618 |
2.0405 |
|
1.618 |
2.0358 |
|
1.000 |
2.0329 |
|
0.618 |
2.0311 |
|
HIGH |
2.0282 |
|
0.618 |
2.0264 |
|
0.500 |
2.0259 |
|
0.382 |
2.0253 |
|
LOW |
2.0235 |
|
0.618 |
2.0206 |
|
1.000 |
2.0188 |
|
1.618 |
2.0159 |
|
2.618 |
2.0112 |
|
4.250 |
2.0035 |
|
|
| Fisher Pivots for day following 11-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0264 |
2.0255 |
| PP |
2.0261 |
2.0243 |
| S1 |
2.0259 |
2.0232 |
|