CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 24-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2007 |
24-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0102 |
2.0207 |
0.0105 |
0.5% |
1.9942 |
| High |
2.0172 |
2.0210 |
0.0038 |
0.2% |
2.0172 |
| Low |
2.0099 |
2.0160 |
0.0061 |
0.3% |
1.9864 |
| Close |
2.0156 |
2.0170 |
0.0014 |
0.1% |
2.0156 |
| Range |
0.0073 |
0.0050 |
-0.0023 |
-31.5% |
0.0308 |
| ATR |
0.0117 |
0.0113 |
-0.0005 |
-3.9% |
0.0000 |
| Volume |
75,425 |
48,203 |
-27,222 |
-36.1% |
442,936 |
|
| Daily Pivots for day following 24-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0330 |
2.0300 |
2.0198 |
|
| R3 |
2.0280 |
2.0250 |
2.0184 |
|
| R2 |
2.0230 |
2.0230 |
2.0179 |
|
| R1 |
2.0200 |
2.0200 |
2.0175 |
2.0190 |
| PP |
2.0180 |
2.0180 |
2.0180 |
2.0175 |
| S1 |
2.0150 |
2.0150 |
2.0165 |
2.0140 |
| S2 |
2.0130 |
2.0130 |
2.0161 |
|
| S3 |
2.0080 |
2.0100 |
2.0156 |
|
| S4 |
2.0030 |
2.0050 |
2.0143 |
|
|
| 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 |
2.0423 |
|
2.618 |
2.0341 |
|
1.618 |
2.0291 |
|
1.000 |
2.0260 |
|
0.618 |
2.0241 |
|
HIGH |
2.0210 |
|
0.618 |
2.0191 |
|
0.500 |
2.0185 |
|
0.382 |
2.0179 |
|
LOW |
2.0160 |
|
0.618 |
2.0129 |
|
1.000 |
2.0110 |
|
1.618 |
2.0079 |
|
2.618 |
2.0029 |
|
4.250 |
1.9948 |
|
|
| Fisher Pivots for day following 24-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0185 |
2.0152 |
| PP |
2.0180 |
2.0133 |
| S1 |
2.0175 |
2.0115 |
|