CME British Pound Future September 2007
Trading Metrics calculated at close of trading on 15-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2007 |
15-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1.9331 |
1.9343 |
0.0012 |
0.1% |
1.9200 |
High |
1.9331 |
1.9343 |
0.0012 |
0.1% |
1.9312 |
Low |
1.9331 |
1.9343 |
0.0012 |
0.1% |
1.9200 |
Close |
1.9331 |
1.9343 |
0.0012 |
0.1% |
1.9293 |
Range |
|
|
|
|
|
ATR |
0.0051 |
0.0049 |
-0.0003 |
-5.5% |
0.0000 |
Volume |
1 |
147 |
146 |
14,600.0% |
8 |
|
Daily Pivots for day following 15-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.9343 |
1.9343 |
1.9343 |
|
R3 |
1.9343 |
1.9343 |
1.9343 |
|
R2 |
1.9343 |
1.9343 |
1.9343 |
|
R1 |
1.9343 |
1.9343 |
1.9343 |
1.9343 |
PP |
1.9343 |
1.9343 |
1.9343 |
1.9343 |
S1 |
1.9343 |
1.9343 |
1.9343 |
1.9343 |
S2 |
1.9343 |
1.9343 |
1.9343 |
|
S3 |
1.9343 |
1.9343 |
1.9343 |
|
S4 |
1.9343 |
1.9343 |
1.9343 |
|
|
Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.9604 |
1.9561 |
1.9355 |
|
R3 |
1.9492 |
1.9449 |
1.9324 |
|
R2 |
1.9380 |
1.9380 |
1.9314 |
|
R1 |
1.9337 |
1.9337 |
1.9303 |
1.9359 |
PP |
1.9268 |
1.9268 |
1.9268 |
1.9279 |
S1 |
1.9225 |
1.9225 |
1.9283 |
1.9247 |
S2 |
1.9156 |
1.9156 |
1.9272 |
|
S3 |
1.9044 |
1.9113 |
1.9262 |
|
S4 |
1.8932 |
1.9001 |
1.9231 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.9343 |
1.9282 |
0.0061 |
0.3% |
0.0000 |
0.0% |
100% |
True |
False |
30 |
10 |
1.9411 |
1.9200 |
0.0211 |
1.1% |
0.0000 |
0.0% |
68% |
False |
False |
15 |
20 |
1.9626 |
1.9200 |
0.0426 |
2.2% |
0.0000 |
0.0% |
34% |
False |
False |
8 |
40 |
1.9790 |
1.9200 |
0.0590 |
3.1% |
0.0000 |
0.0% |
24% |
False |
False |
5 |
60 |
1.9790 |
1.9200 |
0.0590 |
3.1% |
0.0000 |
0.0% |
24% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.9343 |
2.618 |
1.9343 |
1.618 |
1.9343 |
1.000 |
1.9343 |
0.618 |
1.9343 |
HIGH |
1.9343 |
0.618 |
1.9343 |
0.500 |
1.9343 |
0.382 |
1.9343 |
LOW |
1.9343 |
0.618 |
1.9343 |
1.000 |
1.9343 |
1.618 |
1.9343 |
2.618 |
1.9343 |
4.250 |
1.9343 |
|
|
Fisher Pivots for day following 15-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1.9343 |
1.9333 |
PP |
1.9343 |
1.9323 |
S1 |
1.9343 |
1.9313 |
|