CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 28-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2007 |
28-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0245 |
2.0293 |
0.0048 |
0.2% |
2.0207 |
| High |
2.0245 |
2.0432 |
0.0187 |
0.9% |
2.0432 |
| Low |
2.0170 |
2.0288 |
0.0118 |
0.6% |
2.0100 |
| Close |
2.0231 |
2.0419 |
0.0188 |
0.9% |
2.0419 |
| Range |
0.0075 |
0.0144 |
0.0069 |
92.0% |
0.0332 |
| ATR |
0.0107 |
0.0114 |
0.0007 |
6.2% |
0.0000 |
| Volume |
54,461 |
65,493 |
11,032 |
20.3% |
279,130 |
|
| Daily Pivots for day following 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0812 |
2.0759 |
2.0498 |
|
| R3 |
2.0668 |
2.0615 |
2.0459 |
|
| R2 |
2.0524 |
2.0524 |
2.0445 |
|
| R1 |
2.0471 |
2.0471 |
2.0432 |
2.0498 |
| PP |
2.0380 |
2.0380 |
2.0380 |
2.0393 |
| S1 |
2.0327 |
2.0327 |
2.0406 |
2.0354 |
| S2 |
2.0236 |
2.0236 |
2.0393 |
|
| S3 |
2.0092 |
2.0183 |
2.0379 |
|
| S4 |
1.9948 |
2.0039 |
2.0340 |
|
|
| Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1313 |
2.1198 |
2.0602 |
|
| R3 |
2.0981 |
2.0866 |
2.0510 |
|
| R2 |
2.0649 |
2.0649 |
2.0480 |
|
| R1 |
2.0534 |
2.0534 |
2.0449 |
2.0592 |
| PP |
2.0317 |
2.0317 |
2.0317 |
2.0346 |
| S1 |
2.0202 |
2.0202 |
2.0389 |
2.0260 |
| S2 |
1.9985 |
1.9985 |
2.0358 |
|
| S3 |
1.9653 |
1.9870 |
2.0328 |
|
| S4 |
1.9321 |
1.9538 |
2.0236 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.1044 |
|
2.618 |
2.0809 |
|
1.618 |
2.0665 |
|
1.000 |
2.0576 |
|
0.618 |
2.0521 |
|
HIGH |
2.0432 |
|
0.618 |
2.0377 |
|
0.500 |
2.0360 |
|
0.382 |
2.0343 |
|
LOW |
2.0288 |
|
0.618 |
2.0199 |
|
1.000 |
2.0144 |
|
1.618 |
2.0055 |
|
2.618 |
1.9911 |
|
4.250 |
1.9676 |
|
|
| Fisher Pivots for day following 28-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0399 |
2.0368 |
| PP |
2.0380 |
2.0317 |
| S1 |
2.0360 |
2.0266 |
|