CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 27-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2007 |
27-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0120 |
2.0245 |
0.0125 |
0.6% |
1.9942 |
| High |
2.0153 |
2.0245 |
0.0092 |
0.5% |
2.0172 |
| Low |
2.0100 |
2.0170 |
0.0070 |
0.3% |
1.9864 |
| Close |
2.0115 |
2.0231 |
0.0116 |
0.6% |
2.0156 |
| Range |
0.0053 |
0.0075 |
0.0022 |
41.5% |
0.0308 |
| ATR |
0.0106 |
0.0107 |
0.0002 |
1.6% |
0.0000 |
| Volume |
70,060 |
54,461 |
-15,599 |
-22.3% |
442,936 |
|
| Daily Pivots for day following 27-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0440 |
2.0411 |
2.0272 |
|
| R3 |
2.0365 |
2.0336 |
2.0252 |
|
| R2 |
2.0290 |
2.0290 |
2.0245 |
|
| R1 |
2.0261 |
2.0261 |
2.0238 |
2.0238 |
| PP |
2.0215 |
2.0215 |
2.0215 |
2.0204 |
| S1 |
2.0186 |
2.0186 |
2.0224 |
2.0163 |
| S2 |
2.0140 |
2.0140 |
2.0217 |
|
| S3 |
2.0065 |
2.0111 |
2.0210 |
|
| S4 |
1.9990 |
2.0036 |
2.0190 |
|
|
| 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 |
2.0564 |
|
2.618 |
2.0441 |
|
1.618 |
2.0366 |
|
1.000 |
2.0320 |
|
0.618 |
2.0291 |
|
HIGH |
2.0245 |
|
0.618 |
2.0216 |
|
0.500 |
2.0208 |
|
0.382 |
2.0199 |
|
LOW |
2.0170 |
|
0.618 |
2.0124 |
|
1.000 |
2.0095 |
|
1.618 |
2.0049 |
|
2.618 |
1.9974 |
|
4.250 |
1.9851 |
|
|
| Fisher Pivots for day following 27-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0223 |
2.0212 |
| PP |
2.0215 |
2.0192 |
| S1 |
2.0208 |
2.0173 |
|