CME British Pound Future September 2007
Trading Metrics calculated at close of trading on 02-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2007 |
02-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1.9649 |
1.9749 |
0.0100 |
0.5% |
1.9672 |
High |
1.9649 |
1.9749 |
0.0100 |
0.5% |
1.9672 |
Low |
1.9649 |
1.9749 |
0.0100 |
0.5% |
1.9592 |
Close |
1.9649 |
1.9754 |
0.0105 |
0.5% |
1.9649 |
Range |
|
|
|
|
|
ATR |
0.0051 |
0.0055 |
0.0003 |
6.8% |
0.0000 |
Volume |
265 |
461 |
196 |
74.0% |
875 |
|
Daily Pivots for day following 02-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.9751 |
1.9752 |
1.9754 |
|
R3 |
1.9751 |
1.9752 |
1.9754 |
|
R2 |
1.9751 |
1.9751 |
1.9754 |
|
R1 |
1.9752 |
1.9752 |
1.9754 |
1.9752 |
PP |
1.9751 |
1.9751 |
1.9751 |
1.9750 |
S1 |
1.9752 |
1.9752 |
1.9754 |
1.9752 |
S2 |
1.9751 |
1.9751 |
1.9754 |
|
S3 |
1.9751 |
1.9752 |
1.9754 |
|
S4 |
1.9751 |
1.9752 |
1.9754 |
|
|
Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.9878 |
1.9843 |
1.9693 |
|
R3 |
1.9798 |
1.9763 |
1.9671 |
|
R2 |
1.9718 |
1.9718 |
1.9664 |
|
R1 |
1.9683 |
1.9683 |
1.9656 |
1.9661 |
PP |
1.9638 |
1.9638 |
1.9638 |
1.9626 |
S1 |
1.9603 |
1.9603 |
1.9642 |
1.9581 |
S2 |
1.9558 |
1.9558 |
1.9634 |
|
S3 |
1.9478 |
1.9523 |
1.9627 |
|
S4 |
1.9398 |
1.9443 |
1.9605 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.9749 |
1.9592 |
0.0157 |
0.8% |
0.0000 |
0.0% |
103% |
True |
False |
211 |
10 |
1.9749 |
1.9589 |
0.0160 |
0.8% |
0.0002 |
0.0% |
103% |
True |
False |
187 |
20 |
1.9749 |
1.9268 |
0.0481 |
2.4% |
0.0001 |
0.0% |
101% |
True |
False |
102 |
40 |
1.9749 |
1.9200 |
0.0549 |
2.8% |
0.0001 |
0.0% |
101% |
True |
False |
52 |
60 |
1.9790 |
1.9200 |
0.0590 |
3.0% |
0.0000 |
0.0% |
94% |
False |
False |
35 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.9749 |
2.618 |
1.9749 |
1.618 |
1.9749 |
1.000 |
1.9749 |
0.618 |
1.9749 |
HIGH |
1.9749 |
0.618 |
1.9749 |
0.500 |
1.9749 |
0.382 |
1.9749 |
LOW |
1.9749 |
0.618 |
1.9749 |
1.000 |
1.9749 |
1.618 |
1.9749 |
2.618 |
1.9749 |
4.250 |
1.9749 |
|
|
Fisher Pivots for day following 02-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1.9752 |
1.9726 |
PP |
1.9751 |
1.9698 |
S1 |
1.9749 |
1.9671 |
|