CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 25-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2007 |
25-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0207 |
2.0100 |
-0.0107 |
-0.5% |
1.9942 |
| High |
2.0210 |
2.0165 |
-0.0045 |
-0.2% |
2.0172 |
| Low |
2.0160 |
2.0100 |
-0.0060 |
-0.3% |
1.9864 |
| Close |
2.0170 |
2.0136 |
-0.0034 |
-0.2% |
2.0156 |
| Range |
0.0050 |
0.0065 |
0.0015 |
30.0% |
0.0308 |
| ATR |
0.0113 |
0.0110 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
48,203 |
40,913 |
-7,290 |
-15.1% |
442,936 |
|
| Daily Pivots for day following 25-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0329 |
2.0297 |
2.0172 |
|
| R3 |
2.0264 |
2.0232 |
2.0154 |
|
| R2 |
2.0199 |
2.0199 |
2.0148 |
|
| R1 |
2.0167 |
2.0167 |
2.0142 |
2.0183 |
| PP |
2.0134 |
2.0134 |
2.0134 |
2.0142 |
| S1 |
2.0102 |
2.0102 |
2.0130 |
2.0118 |
| S2 |
2.0069 |
2.0069 |
2.0124 |
|
| S3 |
2.0004 |
2.0037 |
2.0118 |
|
| S4 |
1.9939 |
1.9972 |
2.0100 |
|
|
| 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 |
2.0441 |
|
2.618 |
2.0335 |
|
1.618 |
2.0270 |
|
1.000 |
2.0230 |
|
0.618 |
2.0205 |
|
HIGH |
2.0165 |
|
0.618 |
2.0140 |
|
0.500 |
2.0133 |
|
0.382 |
2.0125 |
|
LOW |
2.0100 |
|
0.618 |
2.0060 |
|
1.000 |
2.0035 |
|
1.618 |
1.9995 |
|
2.618 |
1.9930 |
|
4.250 |
1.9824 |
|
|
| Fisher Pivots for day following 25-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0135 |
2.0155 |
| PP |
2.0134 |
2.0148 |
| S1 |
2.0133 |
2.0142 |
|