CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 18-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2007 |
18-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9942 |
1.9902 |
-0.0040 |
-0.2% |
2.0261 |
| High |
1.9980 |
2.0100 |
0.0120 |
0.6% |
2.0303 |
| Low |
1.9864 |
1.9880 |
0.0016 |
0.1% |
2.0010 |
| Close |
1.9891 |
2.0080 |
0.0189 |
1.0% |
2.0049 |
| Range |
0.0116 |
0.0220 |
0.0104 |
89.7% |
0.0293 |
| ATR |
0.0103 |
0.0112 |
0.0008 |
8.1% |
0.0000 |
| Volume |
111,493 |
84,623 |
-26,870 |
-24.1% |
185,875 |
|
| Daily Pivots for day following 18-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0680 |
2.0600 |
2.0201 |
|
| R3 |
2.0460 |
2.0380 |
2.0141 |
|
| R2 |
2.0240 |
2.0240 |
2.0120 |
|
| R1 |
2.0160 |
2.0160 |
2.0100 |
2.0200 |
| PP |
2.0020 |
2.0020 |
2.0020 |
2.0040 |
| S1 |
1.9940 |
1.9940 |
2.0060 |
1.9980 |
| S2 |
1.9800 |
1.9800 |
2.0040 |
|
| S3 |
1.9580 |
1.9720 |
2.0020 |
|
| S4 |
1.9360 |
1.9500 |
1.9959 |
|
|
| Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1000 |
2.0817 |
2.0210 |
|
| R3 |
2.0707 |
2.0524 |
2.0130 |
|
| R2 |
2.0414 |
2.0414 |
2.0103 |
|
| R1 |
2.0231 |
2.0231 |
2.0076 |
2.0176 |
| PP |
2.0121 |
2.0121 |
2.0121 |
2.0093 |
| S1 |
1.9938 |
1.9938 |
2.0022 |
1.9883 |
| S2 |
1.9828 |
1.9828 |
1.9995 |
|
| S3 |
1.9535 |
1.9645 |
1.9968 |
|
| S4 |
1.9242 |
1.9352 |
1.9888 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.1035 |
|
2.618 |
2.0676 |
|
1.618 |
2.0456 |
|
1.000 |
2.0320 |
|
0.618 |
2.0236 |
|
HIGH |
2.0100 |
|
0.618 |
2.0016 |
|
0.500 |
1.9990 |
|
0.382 |
1.9964 |
|
LOW |
1.9880 |
|
0.618 |
1.9744 |
|
1.000 |
1.9660 |
|
1.618 |
1.9524 |
|
2.618 |
1.9304 |
|
4.250 |
1.8945 |
|
|
| Fisher Pivots for day following 18-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0050 |
2.0050 |
| PP |
2.0020 |
2.0020 |
| S1 |
1.9990 |
1.9990 |
|