CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 19-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2007 |
19-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9902 |
1.9953 |
0.0051 |
0.3% |
2.0261 |
| High |
2.0100 |
1.9980 |
-0.0120 |
-0.6% |
2.0303 |
| Low |
1.9880 |
1.9900 |
0.0020 |
0.1% |
2.0010 |
| Close |
2.0080 |
1.9977 |
-0.0103 |
-0.5% |
2.0049 |
| Range |
0.0220 |
0.0080 |
-0.0140 |
-63.6% |
0.0293 |
| ATR |
0.0112 |
0.0116 |
0.0005 |
4.4% |
0.0000 |
| Volume |
84,623 |
88,755 |
4,132 |
4.9% |
185,875 |
|
| Daily Pivots for day following 19-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0192 |
2.0165 |
2.0021 |
|
| R3 |
2.0112 |
2.0085 |
1.9999 |
|
| R2 |
2.0032 |
2.0032 |
1.9992 |
|
| R1 |
2.0005 |
2.0005 |
1.9984 |
2.0019 |
| PP |
1.9952 |
1.9952 |
1.9952 |
1.9959 |
| S1 |
1.9925 |
1.9925 |
1.9970 |
1.9939 |
| S2 |
1.9872 |
1.9872 |
1.9962 |
|
| S3 |
1.9792 |
1.9845 |
1.9955 |
|
| S4 |
1.9712 |
1.9765 |
1.9933 |
|
|
| 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 |
2.0320 |
|
2.618 |
2.0189 |
|
1.618 |
2.0109 |
|
1.000 |
2.0060 |
|
0.618 |
2.0029 |
|
HIGH |
1.9980 |
|
0.618 |
1.9949 |
|
0.500 |
1.9940 |
|
0.382 |
1.9931 |
|
LOW |
1.9900 |
|
0.618 |
1.9851 |
|
1.000 |
1.9820 |
|
1.618 |
1.9771 |
|
2.618 |
1.9691 |
|
4.250 |
1.9560 |
|
|
| Fisher Pivots for day following 19-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9965 |
1.9982 |
| PP |
1.9952 |
1.9980 |
| S1 |
1.9940 |
1.9979 |
|