CME British Pound Future September 2007
Trading Metrics calculated at close of trading on 17-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2007 |
17-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1.9880 |
2.0040 |
0.0160 |
0.8% |
1.9587 |
High |
1.9880 |
2.0000 |
0.0120 |
0.6% |
1.9860 |
Low |
1.9880 |
2.0000 |
0.0120 |
0.6% |
1.9587 |
Close |
1.9880 |
2.0040 |
0.0160 |
0.8% |
1.9853 |
Range |
|
|
|
|
|
ATR |
0.0052 |
0.0057 |
0.0005 |
9.2% |
0.0000 |
Volume |
194 |
53 |
-141 |
-72.7% |
1,019 |
|
Daily Pivots for day following 17-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.0013 |
2.0027 |
2.0040 |
|
R3 |
2.0013 |
2.0027 |
2.0040 |
|
R2 |
2.0013 |
2.0013 |
2.0040 |
|
R1 |
2.0027 |
2.0027 |
2.0040 |
2.0040 |
PP |
2.0013 |
2.0013 |
2.0013 |
2.0020 |
S1 |
2.0027 |
2.0027 |
2.0040 |
2.0040 |
S2 |
2.0013 |
2.0013 |
2.0040 |
|
S3 |
2.0013 |
2.0027 |
2.0040 |
|
S4 |
2.0013 |
2.0027 |
2.0040 |
|
|
Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.0586 |
2.0492 |
2.0003 |
|
R3 |
2.0313 |
2.0219 |
1.9928 |
|
R2 |
2.0040 |
2.0040 |
1.9903 |
|
R1 |
1.9946 |
1.9946 |
1.9878 |
1.9993 |
PP |
1.9767 |
1.9767 |
1.9767 |
1.9790 |
S1 |
1.9673 |
1.9673 |
1.9828 |
1.9720 |
S2 |
1.9494 |
1.9494 |
1.9803 |
|
S3 |
1.9221 |
1.9400 |
1.9778 |
|
S4 |
1.8948 |
1.9127 |
1.9703 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.0000 |
1.9730 |
0.0270 |
1.3% |
0.0020 |
0.1% |
115% |
True |
False |
237 |
10 |
2.0000 |
1.9587 |
0.0413 |
2.1% |
0.0010 |
0.0% |
110% |
True |
False |
203 |
20 |
2.0000 |
1.9587 |
0.0413 |
2.1% |
0.0006 |
0.0% |
110% |
True |
False |
224 |
40 |
2.0000 |
1.9200 |
0.0800 |
4.0% |
0.0003 |
0.0% |
105% |
True |
False |
117 |
60 |
2.0000 |
1.9200 |
0.0800 |
4.0% |
0.0002 |
0.0% |
105% |
True |
False |
78 |
80 |
2.0000 |
1.9200 |
0.0800 |
4.0% |
0.0002 |
0.0% |
105% |
True |
False |
59 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.0000 |
2.618 |
2.0000 |
1.618 |
2.0000 |
1.000 |
2.0000 |
0.618 |
2.0000 |
HIGH |
2.0000 |
0.618 |
2.0000 |
0.500 |
2.0000 |
0.382 |
2.0000 |
LOW |
2.0000 |
0.618 |
2.0000 |
1.000 |
2.0000 |
1.618 |
2.0000 |
2.618 |
2.0000 |
4.250 |
2.0000 |
|
|
Fisher Pivots for day following 17-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
2.0027 |
1.9987 |
PP |
2.0013 |
1.9933 |
S1 |
2.0000 |
1.9880 |
|