CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 21-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2007 |
21-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0030 |
2.0102 |
0.0072 |
0.4% |
1.9942 |
| High |
2.0105 |
2.0172 |
0.0067 |
0.3% |
2.0172 |
| Low |
2.0020 |
2.0099 |
0.0079 |
0.4% |
1.9864 |
| Close |
2.0054 |
2.0156 |
0.0102 |
0.5% |
2.0156 |
| Range |
0.0085 |
0.0073 |
-0.0012 |
-14.1% |
0.0308 |
| ATR |
0.0117 |
0.0117 |
0.0000 |
0.0% |
0.0000 |
| Volume |
82,640 |
75,425 |
-7,215 |
-8.7% |
442,936 |
|
| Daily Pivots for day following 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0361 |
2.0332 |
2.0196 |
|
| R3 |
2.0288 |
2.0259 |
2.0176 |
|
| R2 |
2.0215 |
2.0215 |
2.0169 |
|
| R1 |
2.0186 |
2.0186 |
2.0163 |
2.0201 |
| PP |
2.0142 |
2.0142 |
2.0142 |
2.0150 |
| S1 |
2.0113 |
2.0113 |
2.0149 |
2.0128 |
| S2 |
2.0069 |
2.0069 |
2.0143 |
|
| S3 |
1.9996 |
2.0040 |
2.0136 |
|
| S4 |
1.9923 |
1.9967 |
2.0116 |
|
|
| Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0988 |
2.0880 |
2.0325 |
|
| R3 |
2.0680 |
2.0572 |
2.0241 |
|
| R2 |
2.0372 |
2.0372 |
2.0212 |
|
| R1 |
2.0264 |
2.0264 |
2.0184 |
2.0318 |
| PP |
2.0064 |
2.0064 |
2.0064 |
2.0091 |
| S1 |
1.9956 |
1.9956 |
2.0128 |
2.0010 |
| S2 |
1.9756 |
1.9756 |
2.0100 |
|
| S3 |
1.9448 |
1.9648 |
2.0071 |
|
| S4 |
1.9140 |
1.9340 |
1.9987 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0482 |
|
2.618 |
2.0363 |
|
1.618 |
2.0290 |
|
1.000 |
2.0245 |
|
0.618 |
2.0217 |
|
HIGH |
2.0172 |
|
0.618 |
2.0144 |
|
0.500 |
2.0136 |
|
0.382 |
2.0127 |
|
LOW |
2.0099 |
|
0.618 |
2.0054 |
|
1.000 |
2.0026 |
|
1.618 |
1.9981 |
|
2.618 |
1.9908 |
|
4.250 |
1.9789 |
|
|
| Fisher Pivots for day following 21-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0149 |
2.0116 |
| PP |
2.0142 |
2.0076 |
| S1 |
2.0136 |
2.0036 |
|