CME British Pound Future September 2007
Trading Metrics calculated at close of trading on 23-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2007 |
23-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1.9625 |
1.9589 |
-0.0036 |
-0.2% |
1.9421 |
High |
1.9615 |
1.9589 |
-0.0026 |
-0.1% |
1.9640 |
Low |
1.9595 |
1.9589 |
-0.0006 |
0.0% |
1.9421 |
Close |
1.9625 |
1.9589 |
-0.0036 |
-0.2% |
1.9589 |
Range |
0.0020 |
0.0000 |
-0.0020 |
-100.0% |
0.0219 |
ATR |
0.0057 |
0.0055 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
341 |
122 |
-219 |
-64.2% |
558 |
|
Daily Pivots for day following 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.9589 |
1.9589 |
1.9589 |
|
R3 |
1.9589 |
1.9589 |
1.9589 |
|
R2 |
1.9589 |
1.9589 |
1.9589 |
|
R1 |
1.9589 |
1.9589 |
1.9589 |
1.9589 |
PP |
1.9589 |
1.9589 |
1.9589 |
1.9589 |
S1 |
1.9589 |
1.9589 |
1.9589 |
1.9589 |
S2 |
1.9589 |
1.9589 |
1.9589 |
|
S3 |
1.9589 |
1.9589 |
1.9589 |
|
S4 |
1.9589 |
1.9589 |
1.9589 |
|
|
Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.0207 |
2.0117 |
1.9709 |
|
R3 |
1.9988 |
1.9898 |
1.9649 |
|
R2 |
1.9769 |
1.9769 |
1.9629 |
|
R1 |
1.9679 |
1.9679 |
1.9609 |
1.9724 |
PP |
1.9550 |
1.9550 |
1.9550 |
1.9573 |
S1 |
1.9460 |
1.9460 |
1.9569 |
1.9505 |
S2 |
1.9331 |
1.9331 |
1.9549 |
|
S3 |
1.9112 |
1.9241 |
1.9529 |
|
S4 |
1.8893 |
1.9022 |
1.9469 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.9640 |
1.9421 |
0.0219 |
1.1% |
0.0004 |
0.0% |
77% |
False |
False |
111 |
10 |
1.9640 |
1.9282 |
0.0358 |
1.8% |
0.0002 |
0.0% |
86% |
False |
False |
70 |
20 |
1.9640 |
1.9200 |
0.0440 |
2.2% |
0.0001 |
0.0% |
88% |
False |
False |
36 |
40 |
1.9679 |
1.9200 |
0.0479 |
2.4% |
0.0001 |
0.0% |
81% |
False |
False |
18 |
60 |
1.9790 |
1.9200 |
0.0590 |
3.0% |
0.0000 |
0.0% |
66% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.9589 |
2.618 |
1.9589 |
1.618 |
1.9589 |
1.000 |
1.9589 |
0.618 |
1.9589 |
HIGH |
1.9589 |
0.618 |
1.9589 |
0.500 |
1.9589 |
0.382 |
1.9589 |
LOW |
1.9589 |
0.618 |
1.9589 |
1.000 |
1.9589 |
1.618 |
1.9589 |
2.618 |
1.9589 |
4.250 |
1.9589 |
|
|
Fisher Pivots for day following 23-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1.9589 |
1.9615 |
PP |
1.9589 |
1.9606 |
S1 |
1.9589 |
1.9598 |
|