CME British Pound Future September 2007
Trading Metrics calculated at close of trading on 19-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2007 |
19-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
2.0033 |
1.9988 |
-0.0045 |
-0.2% |
1.9587 |
High |
2.0033 |
1.9988 |
-0.0045 |
-0.2% |
1.9860 |
Low |
2.0033 |
1.9980 |
-0.0053 |
-0.3% |
1.9587 |
Close |
2.0033 |
1.9994 |
-0.0039 |
-0.2% |
1.9853 |
Range |
0.0000 |
0.0008 |
0.0008 |
|
0.0273 |
ATR |
0.0054 |
0.0054 |
0.0000 |
-0.1% |
0.0000 |
Volume |
354 |
37 |
-317 |
-89.5% |
1,019 |
|
Daily Pivots for day following 19-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.0011 |
2.0011 |
1.9998 |
|
R3 |
2.0003 |
2.0003 |
1.9996 |
|
R2 |
1.9995 |
1.9995 |
1.9995 |
|
R1 |
1.9995 |
1.9995 |
1.9995 |
1.9995 |
PP |
1.9987 |
1.9987 |
1.9987 |
1.9988 |
S1 |
1.9987 |
1.9987 |
1.9993 |
1.9987 |
S2 |
1.9979 |
1.9979 |
1.9993 |
|
S3 |
1.9971 |
1.9979 |
1.9992 |
|
S4 |
1.9963 |
1.9971 |
1.9990 |
|
|
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 |
2.0033 |
1.9760 |
0.0273 |
1.4% |
0.0022 |
0.1% |
86% |
False |
False |
173 |
10 |
2.0033 |
1.9587 |
0.0446 |
2.2% |
0.0011 |
0.1% |
91% |
False |
False |
206 |
20 |
2.0033 |
1.9587 |
0.0446 |
2.2% |
0.0005 |
0.0% |
91% |
False |
False |
223 |
40 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0003 |
0.0% |
95% |
False |
False |
126 |
60 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0002 |
0.0% |
95% |
False |
False |
84 |
80 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0002 |
0.0% |
95% |
False |
False |
64 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.0022 |
2.618 |
2.0009 |
1.618 |
2.0001 |
1.000 |
1.9996 |
0.618 |
1.9993 |
HIGH |
1.9988 |
0.618 |
1.9985 |
0.500 |
1.9984 |
0.382 |
1.9983 |
LOW |
1.9980 |
0.618 |
1.9975 |
1.000 |
1.9972 |
1.618 |
1.9967 |
2.618 |
1.9959 |
4.250 |
1.9946 |
|
|
Fisher Pivots for day following 19-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1.9991 |
2.0007 |
PP |
1.9987 |
2.0002 |
S1 |
1.9984 |
1.9998 |
|