CME British Pound Future September 2007
Trading Metrics calculated at close of trading on 10-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2007 |
10-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1.9587 |
1.9694 |
0.0107 |
0.5% |
1.9749 |
High |
1.9587 |
1.9694 |
0.0107 |
0.5% |
1.9749 |
Low |
1.9587 |
1.9694 |
0.0107 |
0.5% |
1.9626 |
Close |
1.9587 |
1.9694 |
0.0107 |
0.5% |
1.9626 |
Range |
|
|
|
|
|
ATR |
0.0049 |
0.0053 |
0.0004 |
8.4% |
0.0000 |
Volume |
77 |
3 |
-74 |
-96.1% |
1,808 |
|
Daily Pivots for day following 10-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.9694 |
1.9694 |
1.9694 |
|
R3 |
1.9694 |
1.9694 |
1.9694 |
|
R2 |
1.9694 |
1.9694 |
1.9694 |
|
R1 |
1.9694 |
1.9694 |
1.9694 |
1.9694 |
PP |
1.9694 |
1.9694 |
1.9694 |
1.9694 |
S1 |
1.9694 |
1.9694 |
1.9694 |
1.9694 |
S2 |
1.9694 |
1.9694 |
1.9694 |
|
S3 |
1.9694 |
1.9694 |
1.9694 |
|
S4 |
1.9694 |
1.9694 |
1.9694 |
|
|
Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.0036 |
1.9954 |
1.9694 |
|
R3 |
1.9913 |
1.9831 |
1.9660 |
|
R2 |
1.9790 |
1.9790 |
1.9649 |
|
R1 |
1.9708 |
1.9708 |
1.9637 |
1.9688 |
PP |
1.9667 |
1.9667 |
1.9667 |
1.9657 |
S1 |
1.9585 |
1.9585 |
1.9615 |
1.9565 |
S2 |
1.9544 |
1.9544 |
1.9603 |
|
S3 |
1.9421 |
1.9462 |
1.9592 |
|
S4 |
1.9298 |
1.9339 |
1.9558 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.9725 |
1.9587 |
0.0138 |
0.7% |
0.0000 |
0.0% |
78% |
False |
False |
169 |
10 |
1.9749 |
1.9587 |
0.0162 |
0.8% |
0.0000 |
0.0% |
66% |
False |
False |
247 |
20 |
1.9749 |
1.9331 |
0.0418 |
2.1% |
0.0001 |
0.0% |
87% |
False |
False |
173 |
40 |
1.9749 |
1.9200 |
0.0549 |
2.8% |
0.0001 |
0.0% |
90% |
False |
False |
87 |
60 |
1.9790 |
1.9200 |
0.0590 |
3.0% |
0.0000 |
0.0% |
84% |
False |
False |
59 |
80 |
1.9790 |
1.9200 |
0.0590 |
3.0% |
0.0000 |
0.0% |
84% |
False |
False |
44 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.9694 |
2.618 |
1.9694 |
1.618 |
1.9694 |
1.000 |
1.9694 |
0.618 |
1.9694 |
HIGH |
1.9694 |
0.618 |
1.9694 |
0.500 |
1.9694 |
0.382 |
1.9694 |
LOW |
1.9694 |
0.618 |
1.9694 |
1.000 |
1.9694 |
1.618 |
1.9694 |
2.618 |
1.9694 |
4.250 |
1.9694 |
|
|
Fisher Pivots for day following 10-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1.9694 |
1.9676 |
PP |
1.9694 |
1.9658 |
S1 |
1.9694 |
1.9641 |
|